FIRST INVESTMENT BANK AD Translation from Bulgarian!
To: | |
Financial Supervision Commission | |
Investment Activity Supervision Department | |
16 Budapest Str. | |
Sofia | |
CC: | |
Bulgarian Stock Exchange - Sofia Ad | |
6 Tri Ushi Str. | |
Sofia | |
30 June 2023 | |
Re: | Disclosure of Information by First Investment Bank AD pursuant to Regulation (EU) |
No. 575/2013 and Implementing Regulation (EU) 2021/637 |
Dear Sirs,
Please find attached Disclosure of Information by First Investment Bank AD pursuant to Regulation (EU) No. 575/2013 for the first quarter of 2023 on consolidated basis.
This disclosure of information was prepared in compliance with the requirements of Part Eight of Regulation (EU) No. 575/2013 and of Implementing Regulation (EU) 2021/637.
(signed) | (signed) |
Nikola Bakalov | Svetozar Popov |
Chief Executive Officer | Executive Director |
INFORMATION DISCLOSURE
Pursuant to Regulation (EU) № 575/2013
(on consolidated basis)
FIRST INVESTMENT BANK AD
FOR FIRST QUARTER 2023
INFORMATION DISCLOSURE pursuant to Regulation (EU) № 575/2013
TABLE OF CONTENTS
1. | DISCLOSURE OF KEY METRICS | 3 | |
1.1. | TEMPLATE EU KM1 - KEY METRICS | 3 | |
2. | DISCLOSURE OF LIQUIDITY REQUIREMENTS | 5 | |
2.1. | TEMPLATE EU LIQ1 - QUANTITATIVE INFORMATION OF LCR | 5 |
2.2. TABLE EU LIQB - ON QUALITATIVE INFORMATION ON LCR, WHICH
COMPLEMENTS TEMPLATE EU LIQ1 | 7 |
3. DISLOSURE OF CAPITAL REQUIREMENTS AND TOTAL RISK EXPOSURE
AMOUNTS | 8 |
3.1. TEMPLATE EU OV1 - OVERVIEW OF TOTAL RISK EXPOSURE AMOUNTS | 8 |
This disclosure of information was prepared pursuant to and in compliance with the requirements of Part Eight of Regulation (EU) No. 575/2013 of the European Parliament and of the Council on prudential requirements for credit institutions ( Regulation (EU) No. 575/2013 ), and of Commission Implementing Regulation (EU) 2021/637 of 15 March 2021 laying down implementing technical standards with regard to public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013 of the European Parliament and of the Council and repealing Commission Implementing Regulation (EU) No 1423/2013, Commission Delegated Regulation (EU) 2015/1555, Commission Implementing Regulation (EU) 2016/200 and Commission Delegated Regulation (EU) 2017/2295 (Implementing Regulation (EU) 2021/637).
First Investment Bank AD | 2 / 9 |
INFORMATION DISCLOSURE pursuant to Regulation (EU) № 575/2013
1. DISCLOSURE OF KEY METRICS
1.1. TEMPLATE EU KM1 - KEY METRICS
The table below contains information on the key metrics referred to in Article 447 of Regulation (EU) No 575/2013, presented in template EU KM1 from Commission Implementing Regulation (EU) 2021/637:
BGN | 31.03.2023 | 31.12.2022 | 30.09.2022 | 30.06.2022 | 31.03.2022 | ||||||||||||
Thousands | |||||||||||||||||
Available own funds (amounts) | |||||||||||||||||
1 | Common Equity Tier 1 (CET1) capital | 1,245,372 | 1,314,754 | 1,315,495 | 1,327,147 | 1,199,110 | |||||||||||
2 | Tier 1 capital | 1,499,630 | 1,569,012 | 1,569,753 | 1,581,405 | 1,453,368 | |||||||||||
3 | Total capital | 1,516,594 | 1,586,448 | 1,578,216 | 1,590,065 | 1,462,223 | |||||||||||
Risk-weighted exposure amounts | |||||||||||||||||
4 | Total risk exposure amount | 7,730,653 | 7,551,920 | 7,533,832 | 7,486,797 | 7,453,593 | |||||||||||
Capital ratios (as a percentage of risk-weighted exposure amount) | |||||||||||||||||
5 | Common Equity Tier 1 ratio (%) | 16.11% | 17.41% | 17.46% | 17.73% | 16.09% | |||||||||||
6 | Tier 1 ratio (%) | 19.40% | 20.78% | 20.84% | 21.12% | 19.50% | |||||||||||
7 | Total capital ratio (%) | 19.62% | 21.01% | 20.95% | 21.24% | 19.62% | |||||||||||
Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount) | |||||||||||||||||
EU 7а | Additional own funds requirements to address risks other than the risk of excessive | 2.85% | 2.85% | 2.85% | 2.85% | 3.75% | |||||||||||
leverage (%) | |||||||||||||||||
EU 7b | of which: to be made up of CET1 capital (percentage points) | 1.60% | 1.60% | 1.60% | 1.60% | 3.75% | |||||||||||
EU 7c | of which: to be made up of Tier 1 capital (percentage points) | 2.14% | 2.14% | 2.14% | 2.14% | 3.75% | |||||||||||
EU 7d | Total SREP own funds requirements (%) | 10.85% | 10.85% | 10.85% | 10.85% | 11.75% | |||||||||||
Combined buffer and overall capital requirement (as a percentage of risk-weighted exposure amount) | |||||||||||||||||
8 | Capital conservation buffer (%) | 2.50% | 2.50% | 2.50% | 2.50% | 2.50% | |||||||||||
EU 8а | Conservation buffer due to macro-prudential or systemic risk identified at the level of a | 0% | 0% | 0% | 0% | 0% | |||||||||||
Member State (%) | |||||||||||||||||
9 | Institution specific countercyclical capital buffer (%) | 1.39% | 0.92% | 0.46% | 0.46% | 0.47% | |||||||||||
EU 9а | Systemic risk buffer (%) | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | |||||||||||
10 | Global Systemically Important Institution buffer (%) | 0% | 0% | 0% | 0% | 0% |
Първа инвестиционна банка АД | 3 / 9 |
INFORMATION DISCLOSURE pursuant to Regulation (EU) № 575/2013
BGN | 31.03.2023 | 31.12.2022 | 30.09.2022 | 30.06.2022 | 31.03.2022 | |||||||||||
Thousands | ||||||||||||||||
EU 10а | Other Systemically Important Institution buffer (%) | 0.75% | 1.00% | 1.00% | 1.00% | 1.00% | ||||||||||
11 | Combined buffer requirement (%) | 7.64% | 7.42% | 6.96% | 6.96% | 6.97% | ||||||||||
EU 11а | Overall capital requirements (%) | 18.49% | 18.27% | 17.81% | 17.81% | 18.72% | ||||||||||
12 | CET1 available after meeting the total SREP own funds requirements (%) | 773 802 | 854 087 | 855 931 | 870 452 | 584 189 | ||||||||||
Leverage ratio | ||||||||||||||||
13 | Total exposure measure | 13,731,211 | 13,593,633 | 13,208,874 | 12,542,738 | 12,234,932 | ||||||||||
14 | Leverage ratio (%) | 10.92% | 11.54% | 11.88% | 12.61% | 11.88% | ||||||||||
Additional own funds requirements to address the risk of excessive leverage (as a percentage of total exposure measure) | ||||||||||||||||
EU 14a | Additional own funds requirements to address the risk of excessive leverage (%) | 0 | 0 | 0 | 0 | 0 | ||||||||||
EU 14b | of which: to be made up of CET1 capital (percentage points) | 0 | 0 | 0 | 0 | 0 | ||||||||||
EU 14c | Total SREP leverage ratio requirements (%) | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | ||||||||||
Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure) | ||||||||||||||||
EU 14d | Leverage ratio buffer requirement (%) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | ||||||||||
EU 14e | Overall leverage ratio requirement (%) | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | ||||||||||
Liquidity Coverage Ratio | ||||||||||||||||
15 | Total high-quality liquid assets (HQLA) (Weighted value -average) | 4,101,227 | 3,887,114 | 3,554,168 | 3,204,213 | 2,931,403 | ||||||||||
EU 16a | Cash outflows - Total weighted value | 1,882,906 | 1,962,904 | 1,862,755 | 1,637,266 | 1,537,256 | ||||||||||
EU 16b | Cash inflows - Total weighted value | 401,898 | 342,502 | 414,674 | 351,101 | 355,396 | ||||||||||
16 | Total net cash outflows (adjusted value) | 1,481,008 | 1,620,402 | 1,448,081 | 1,286,165 | 1,181,860 | ||||||||||
17 | Liquidity coverage ratio (%) | 276.92% | 239.89% | 245.44% | 249.13% | 248.03% | ||||||||||
Net Stable Funding Ratio | ||||||||||||||||
18 | Total available stable funding | 11,521,118 | 11,286,396 | 10,914,291 | 10,537,178 | 10,245,479 | ||||||||||
19 | Total required stable funding | 7,798,631 | 7,682,703 | 7,531,597 | 7,376,537 | 7,296,193 | ||||||||||
20 | NSFR ratio (%) | 147.73% | 146.91% | 144.91% | 142.85% | 140.42% |
First Investment Bank AD | 4 / 9 |
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Disclaimer
First Investment Bank AD published this content on 30 June 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 30 June 2023 13:56:51 UTC.
