CALCULATION OF RISK WEIGHTED ASSETS
A. Assets
1
1. Cash (including banknotes, coins, cash in transit, teller machines and exchange
stations), total
a) in national currency
b) in currencies of OECD countries
c) in currencies of other countries,
2. Claims on NBA, total
3. “Nostro” accounts (correspondent accounts at other banks), total
a) in OECD countries
b) in other countries, excluding a
4. Market securities
a) Securities issued by Azerbaijan government and CBAR (including
AMF)
b) Securities issued by OECD countries governments, Central Banks and
Multilateral Development Banks with AAA credit rating
c) Securities issued by Multilateral Development Banks registered OECD
countries with minimum "BBB" rating
d) Securities issued by OECD countries local authorities or municipalities )
e) Securities issued by Governments and central banks of the non- OECD
countries
f) Other securities
4. Deposits and loans to banks and other financial institutions
a) deposits:
a1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Centrals Banks of OECD countries including Multilateral development Banks
with "AAA" rating and unconditionally secured by them
a2) Multilateral Development Banks registered in OECD countries
with minimum "BBB" rating and not included into zero risk group and
unconditionally secured by them
a3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
a4) banks and other financial institutions which are not in the OECD
countries
b) Loans
b1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Centrals Banks of OECD countries including Multilateral development Banks
with "AAA" rating and unconditionally secured by them
b2) Multilateral Development Banks registered in OECD countries
with minimum "BBB" rating and not included into zero risk group and
unconditionally secured by them
b3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
b4) banks and other financial institutions which are not in the OECD
countries
6. Loans to customers
a) loans to the industrial sector:
a1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Multilateral development Banks with "AAA" rating and unconditionally secured
by them
a2) Pledged part with securities of Government of AR, Central Bank,
OECD governments, central banks, Multilateral Development Banks which are
Balance
amount
2
(thousand AZN)
Risk
Calculated
weight
risk amount
(%)
3
4
114,825
0
29
19,822
94,974
29
569,092
97,721
60,833
36,888
183,596
0
0
100
0
0
20
100
0
29
49,055
12,167
36,888
23,178
157,910
0
-
-
0
-
3,135
20
627
-
50
-
-
100
-
22,551
1,122,130
995,987
100
0
0
22,551
264,280
139,736
525,000
0
-
414,063
20
82,813
-
50
-
56,924
100
56,924
126,144
0
124,544
1,600
0
-
-
20
-
-
50
-
124,544
100
124,544
907,016
184,334
0
0
724,115
140,169
44,166
0
-
-
20
-
not in 0 (zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
a3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
a4) in other cases
b) loans for agriculture:
b1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Multilateral development Banks with "AAA" rating and unconditionally secured
by them
b2) Pledged part with securities of Government of AR, Central Bank,
OECD governments, central banks, Multilateral Development Banks which are
not in 0 (zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
b3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
b4) other cases
c) Loans to construction sector:
c1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Multilateral development Banks with "AAA" rating and unconditionally secured
by them
c2) Pledged part with securities of Government of AR, Central Bank,
OECD governments, central banks, Multilateral Development Banks which are
not in 0 (zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
c3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
c4) other cases
d) Loans to the transport and communication sectors:
d1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Multilateral development Banks with "AAA" rating and unconditionally secured
by them
d2) Pledged part with securities of Government of AR, Central Bank,
OECD governments, central banks, Multilateral Development Banks which are
not in 0 (zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
d3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
d4) other cases
e) Loans trade and service sectors :
e1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Multilateral development Banks with "AAA" rating and unconditionally secured
by them
e2) Pledged part with securities of Government of AR, Central Bank,
OECD governments, central banks, Multilateral Development Banks which are
not in 0 (zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
e3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
e4) other cases
f) loans to individuals for personal purposes
f1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Multilateral development Banks with "AAA" rating and unconditionally secured
by them
f2) Pledged part with securities of Government of AR, Central Bank,
OECD governments, central banks, Multilateral Development Banks which are
-
50
-
140,169
60,554
100
0
140,169
50,490
10,065
0
-
-
20
-
-
50
-
50,490
71,509
100
0
50,490
71,509
-
0
-
-
20
-
-
50
-
71,509
17,976
100
0
71,509
17,044
932
0
-
-
20
-
-
50
-
17,044
465,807
100
0
17,044
343,292
122,515
0
-
-
20
-
-
50
-
343,292
96,776
100
0
343,292
91,552
3,224
0
-
-
20
-
not in 0 (zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
f3) Mortgage loans (ADF funds or other sources to the same
conditions) and securities issued by OECD countries, local authorities or by the
municipal authorities (a revenue demand is for commercial projects)
f4) unsecured consumer loans
f5) other consumer loans
g) Loans to other sectors
g1) secured in bank accounts with national currency of AR or
convertible currencies of OECD countries or pledged part with bank metals and
Multilateral development Banks with "AAA" rating and unconditionally secured
by them
g2) Pledged part with securities of Government of AR, Central Bank,
OECD governments, central banks, Multilateral Development Banks which are
not in 0 (zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
g3) secured by securities issued by OECD countries, local authorities
or municipalities (meeting demand is due to income on commercial projects)
g4) other cases
7. Fixed assets not used in bank operations (minus depreciation)
8. Equity investments to unconsolidated subsidiary Banks and other in
companies
9. All other assets
a) secured in bank accounts with national currency of AR or convertible
currencies of OECD countries or pledged part with bank metals and Multilateral
development Banks with "AAA" rating and unconditionally secured by them
b) Pledged part with securities of Government of AR, Central Bank, OECD
governments, central banks, Multilateral Development Banks which are not in 0
(zero) risk group with minimum "BBB" credit rating or unconditionally
guaranteed by them
c) secured by securities issued by OECD countries, local authorities or
municipalities (meeting demand is due to income on commercial projects)
d) other cases
10. (minus) Allowance for possible losses
11. Intangible assets
12. Total balance assets
13. The total amount of risk-weighted assets
4,000
50
2,000
43,166
46,387
10,059
100
100
0
43,166
46,387
10,059
-
0
-
-
20
-
-
50
-
10,059
18,950
100
100
10,059
18,950
148,987
0
-
44,273
0
33,064
11,209
0
-
-
20
-
-
50
-
33,064
68,046
10,973
3,149,516
-
100
0
0
X
0
33,064
1,112,671
COMPLIANCE WITH NORMATIVES
Normatives and description
1
1. Maximum risk limit for one borrower or group of related borrowers
a) if the market value of the collateral is not less than 100% of loan demand, if collateral is
immovable then 150% (%)
b) if the market value of collateral is less than 100% of loan demand, if collateral is
immovable then 150% (%)
1.2 Maximum risk level for non bank credit organizations.
a) One non-bank financial organization over Tier 1 capital %
b) non bank financial organization liability over Tier 1%
2. Ratio of large loans to bank`s funds
3. Maximum amount of loan extended to related persons or to persons performing on behalf of
them (total) (%)
a) if they are legal entities (for one) (%)
b) if they are individuals (for one) (%)
4. Restrictions set for purchasing shares (stocks) of other legal entities
a) Ratio of participation in the capital of a legal entity to bank`s capital (%)
b) Ratio of total participation in the capital of other legal entities to bank`s capital (%)
5. Quick liquidity ratio (%)
6. Adequacy ratio of Tier I capital (%)
7. Adequacy ratio of total regulatory capital (%)
8. Leverage Ratio
(thousand AZN)
Max/Min
Actual
2
3
XXX
XXX
max. 20%
24.2
max 7%
18.9
XXX
max. 7%
max. 30%
max. 8
times
XXX
1.4
3.0
max. 20%
15.3
max. 10%
max. 3%
XXX
max. 10%
max. 40%
min. 30%
min. 5%
min. 10%
min. 5%
7.0
0.3
XXX
39.6
58.1
81.7
29.1
20.0
9.9
8.9
0.4
256,646.9
9. Total open currency position on freely convertible currency
max. 20%
10. Total open currency position on inconvertible currency
max. 15%
11. Minimum requirement for total capital
50,000
1.3