BANCO DE CHILE
Quarterly Liquidity Report
As of December 31st2019
1. About the publication of the Liquidity Report
According to Title V: Información al Público, of Chapter 12-20 Gestión y medición de la posición de liquidez of the Superintendence of Banks and Financial Institutions (from this point forward, "SBIF") Updated Reviewed Norms and in compliance with number 14 of the Chapter III.B.2.1 of the Financial Norms Compendium of the Central Bank of Chile (from this point forward, "BCCh"), Banco de Chile (from this point forward, the "Bank") publish quarterly liquidity report.
2. Individual and Consolidated Liquidity cash flow reports
INDIVIDUAL LIQUIDITY REPORT
CONTRACTUAL MATURITY & CUMMULATIVE CASHFLOWS BASIS
AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)
ALL CURRENCIES | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 6.886.114 | 8.125.198 | 8.972.142 | 11.419.878 |
Outflows | 14.655.598 | 16.359.745 | 19.052.364 | 21.979.568 |
Liquidity Gap | (7.769.484) | (8.234.547) | (10.080.222) | (10.559.690) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
2 x Tier 1 Capital | 7.056.447 | |||
LIQUIDITY SURPLUS/(DEFICIT) | (6.551.998) | (3.503.244) | ||
FOREIGN CURRENCY | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 1.595.234 | 1.641.966 | 1.592.417 | 1.849.389 |
Outflows | 1.941.021 | 2.187.304 | 2.646.391 | 3.420.330 |
Liquidity Gap | (345.787) | (545.337) | (1.053.973) | (1.570.942) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
LIQUIDITY SURPLUS/(DEFICIT) | 2.474.250 | - | ||
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INDIVIDUAL LIQUIDITY REPORT
BEHAVIOURAL1MATURITY & CUMMULATIVE CASHFLOWS BASIS
AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)
ALL CURRENCIES | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 6.669.580 | 7.601.435 | 7.949.309 | 9.393.152 |
Outflows | 7.670.024 | 8.545.000 | 9.941.635 | 12.220.520 |
Liquidity Gap | (1.000.444) | (943.565) | (1.992.326) | (2.827.367) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
2 x Tier 1 Capital | 7.056.447 | |||
LIQUIDITY SURPLUS/(DEFICIT) | 1.535.897 | 4.229.080 | ||
FOREIGN CURRENCY | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 1.496.338 | 1.496.338 | 1.271.538 | 1.249.214 |
Outflows | 1.247.826 | 1.433.827 | 1.797.869 | 2.517.649 |
Liquidity Gap | 248.513 | 62.511 | (526.330) | (1.268.435) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
LIQUIDITY SURPLUS/(DEFICIT) | 3.001.893 | - |
CONSOLIDATED LIQUIDITY REPORT
CONTRACTUAL MATURITY & CUMMULATIVE CASHFLOWS BASIS
AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)
ALL CURRENCIES | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 7.477.827 | 8.724.307 | 9.615.559 | 12.092.615 |
Outflows | 15.245.330 | 16.956.776 | 19.660.166 | 22.595.698 |
Liquidity Gap | (7.767.503) | (8.232.469) | (10.044.607) | (10.503.083) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
2 x Tier 1 Capital | 7.056.447 | |||
LIQUIDITY SURPLUS/(DEFICIT) | (6.516.383) | (3.446.636) | ||
FOREIGN CURRENCY | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 1.595.211 | 1.641.899 | 1.592.332 | 1.849.256 |
Outflows | 1.941.021 | 2.187.304 | 2.646.436 | 3.420.376 |
Liquidity Gap | (345.810) | (545.404) | (1.054.104) | (1.571.120) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
LIQUIDITY SURPLUS/(DEFICIT) | 2.474.119 | - | ||
1Behavioral assumptions are included for some balance sheet items.
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CONSOLIDATED LIQUIDITY REPORT
BEHAVIOURAL2MATURITY & CUMMULATIVE CASHFLOWS BASIS
AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)
ALL CURRENCIES | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 7.261.293 | 8.200.544 | 8.592.726 | 10.065.890 |
Outflows | 8.259.756 | 9.142.031 | 10.549.437 | 12.836.649 |
Liquidity Gap | (998.463) | (941.487) | (1.956.711) | (2.770.760) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
2 x Tier 1 Capital | 7.056.447 | |||
LIQUIDITY SURPLUS/(DEFICIT) | 1.571.512 | 4.285.687 | ||
FOREIGN CURRENCY | Up to 7 days | Up to 15 | Up to 30 | Up to 90 |
days | days | days | ||
Inflows | 1.517.092 | 1.496.272 | 1.271.453 | 1.249.081 |
Outflows | 1.247.826 | 1.433.828 | 1.797.914 | 2.517.694 |
Liquidity Gap | 269.266 | 62.444 | (526.461) | (1.268.613) |
Regulatory limits: | ||||
1 x Tier 1 Capital | 3.528.223 | |||
LIQUIDITY SURPLUS/(DEFICIT) | 3.001.762 | - |
3. Liquidity Coverage Ratio (LCR)
Individual and Consolidated SBIF C48 Report as of December 31st.
LCR - December 2019
Individual Report | Consolidated Report |
1,13 | 1,02 |
2Behavioral assumptions are included for some balance sheet items.
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4. Liquid Assets profile
LIQUID ASSETS
CONSOLIDATED BALANCE SHEET
AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)
Cash and Due | |||
3.230,2 | 3.022,2 | Investments marked at | |
market prices | |||
5. Sources of Funding profile
MAIN FUNDING SOURCES
CONSOLIDATED BALANCE SHEET
AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)
5.191,9 | Demand deposits accounts | ||
Savings accounts and time | |||
deposits | |||
8.813,4 | 11.326,1 | Borrowings from financial | |
institutions |
Debt issued
1.557,1
Others
10.856,6
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6. In-houseLiquidity reports
a. Market Access Report (MAR)
MAR illustrates Bank's cash funding needs in a business-as-usual operations environment. The main aspects of these conditions are the following: loans are permanently rolled over; some portion of the deposits, mainly those deposited by wholesale customers, are withdrawn when due, derivatives cash flows are settled at maturity and liquid assets in excess of the liquidity buffer might be sold. Thus, the resulting number corresponds to the amount of funding the Bank usually access through the money-market participants.
MAR All currencies | ||
Jan 2019 - Sep 2019 | 4q 2019 | |
MMM $ | MMM $ | |
Max | 3.352 | 3.066 |
Min | 2.027 | 1.705 |
Average | 2.661 | 2.504 |
MAR Foreign currencies | ||
Jan 2019 - Sep 2019 | 4q 2019 | |
MMM $ | MMM $ | |
Max | 1.999 | 1.377 |
Min | 489 | 1 |
Average | 1.136 | 799 |
b. Financial Ratios | |||
Eligible Assets for Liquidity Buffer as a percentage of 30-days | |||
MAR3 | |||
Jan 2019 - Sep 2019 | 4q 2019 | ||
% | % | ||
Max | 103% | 100% | |
Min | 82% | 86% | |
Average | 91% | 95% | |
Deposits as a percentage of Loans | ||
Jan 2019 - Sep 2019 | 4q 2019 | |
% | % | |
Max | 62% | 62% |
Min | 58% | 59% |
Average | 60% | 60% |
3This number excludes cash surplus above Liquidity Buffer.
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Liabilities maturing beyond 1 year as a percentage of Assets maturing
beyond 1 year
Jan 2019 - Sep 2019 | 4q 2019 | |
% | % | |
Max | 79% | 82% |
Min | 76% | 79% |
Average | 77% | 80% |
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Disclaimer
Banco de Chile published this content on 15 January 2020 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 15 January 2020 21:07:02 UTC