Discovery : Quarter ended 31 March 2022

PILLAR III

Public disclosures

FOR THE QUARTER ENDED 31 MARCH 2022

Discovery Bank Limited and

Discovery Bank Holdings Limited Group

Pillar III - 31 March 2022
Contents
Quantitative Tables and Templates..................................................................................................................................................	4
Overview of Risk Management andRisk-WeightedAssets .........................................................................................................	5
1.1 KM1: Key metrics (at consolidated Group level) ..................................................................................................................	5
1.2 OV1: Overview of Risk-Weighted Assets (RWA)....................................................................................................................	8
Leverage Ratio .....................................................................................................................................................................................	10
LR1: Summary comparison of accounting assets versus leverage ratio exposure measure (simple consolidated
without change)......................................................................................................................................................................	10
LR2: Leverage ratio disclosure template (simple consolidation without change) ...............................................................	10
Liquidity.................................................................................................................................................................................................	12
LIQ1: Liquidity Coverage Ratio (LCR) ........................................................................................................................................	12
LIQ2: Net Stable Funding Ratio (NSFR) .....................................................................................................................................	14

2

01

Quantitative tables

Pillar III - 31 March 2022

Quantitative Tables and Templates

For the period under review, Discovery Bank continues to maintain a robust capital, funding and liquidity position. Throughout the period, management is satisfied that the Bank's risk and capital management processes operated effectively, and the Bank is adequately capitalised and funded to support the execution of its strategy.

The legal entity structure of Discovery Bank

4

Pillar III - 31 March 2022

Overview of Risk Management and Risk-Weighted Assets

1.1 KM1: Key metrics (at consolidated Group level)

This section provides information on Discovery's prudential regulatory metrics. Metrics include Discovery Bank's available capital and ratios, risk-weighted assets, leverage ratio, liquidity coverage ratios and net stable funding ratios. These metrics are presented at a Discovery Bank Holdings Limited Group level.

							As at			As at			As at			As at			As at
									31 December			30 September
							31 March 2022							30 June 2021			31 March 2021
	R'000						2021			2021
	Available capital (amounts)
	1			Common Equity Tier 1 (CET1)			942,179			938,421			860,712			858,200			739,378
	1a		Fully loaded ECL accounting model	0		0	0	0	0
	2			Tier 1			942,179			938,421			860,712			858,200			739,378
	2a		Fully loaded ECL accounting model Tier 1	0		0	0	0	0
	3			Total capital			992,249			986,795			906,925			905,085			784,736
	3a		Fully loaded ECL accounting model	0		0	0	0	0
		total capital
	Risk-weighted assets (amounts)
4			Total risk-weighted assets (RWA)	5,527,606		5,471,899	5,269,022	4,983,408	4,425,177
	Risk-based capital ratios as a percentage
	of RWA
5			Common Equity Tier 1 ratio (%)	17.045%		17.149%	16.335%	17.221%	16.707%
	5a			Fully loaded ECL accounting model			.000%			.000%			.000%			.000%			.000%
			Common Equity Tier 1(%)
6			Tier 1 ratio (%)	17.045%		17.149%	16.335%	17.221%	16.707%

5