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pdf - 1.26 MB - Ahli United Bank

PILLAR III DISCLOSURES - BASEL II

3. CREDIT RISK MANAGEMENT (continued)

TABLE - 12 PAST DUE LOANS - AGE ANALYSIS (continued)

ii) By Sector

Three

months to

one year

One

to three

years

Over

three

years

Total

US$ ’000 US$ ’000 US$ ’000 US$ ’000

Consumer/personal 92,378 16,632 21,376 130,386

Trading and manufacturing 12,060 2,053 11,304 25,417

Real estate 58,197 10,491 5,196 73,884

Banks and other financial institutions 932 - 105 1,037

Construction 9,460 4,673 8,148 22,281

Government/public sector - - - -

Others 1,068 215 5,951 7,234

TOTAL 174,095 34,064 52,080 260,239

66.9% 13.1% 20.0% 100.0%

TABLE - 13 RESTRUCTURED CREDIT FACILITIES

US$ ’000

Balance of any restructured credit facilities as at year end 27,559

Loans restructured during the year 5,980

The above restructurings did not have any significant impact on the present or future earnings and were primarily extensions

of the loan tenor.

TABLE - 14 COUNTERPARTY CREDIT RISK IN DERIVATIVE TRANSACTIONS

129

ANNUAL REPORT 2008

i) Breakdown of the credit exposure

Notional

amount

Gross

positive

fair value

Credit

conversion

factor

US$ ’000 US$ ’000 US$ ’000

Foreign exchange related 3,363,692 146,363 183,813

Interest rate related 4,861,447 149,641 383,366

Options 29,769 - 408

Derivatives credit exposure 8,254,908 296,004 567,587

Gross positive fair value represents the replacement cost of the derivatives

ii) Amounts of collateral Nil

iii) Notional value of credit derivative exposures

Protection sold 30,000

Protection brought 5,000

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