Annual Report - Ahli United Bank

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Annual Report - Ahli United Bank

Pillar III Disclosures - Basel IIIntroduction to the Central Bank of Bahrain’s Basel II guidelines ........................................................ 103Pillar III quantitative & qualitative disclosures1. Capital structure ............................................................................................................................................. 105Table 1 Capital structure ..................................................................................................................... 1052. Group risk governance structure ............................................................................................................. 1063. Credit risk management .............................................................................................................................. 107Table 2 Gross credit risk exposures subject to credit risk mitigants (CRM)...................... 110Table 3 Eligible financial collateral and guarantees ................................................................. 110Table 4 Credit risk exposure post credit risk mitigation and credit conversion ............. 111Table 5 Capital requirement for Credit,Market and Operational Risks .............................. 111Table 6 Geographic distribution of gross credit exposures ................................................... 112Table 7 Sectoral classification of gross credit exposures ........................................................ 113Table 8 Residual contractual maturity ........................................................................................... 113Table 9 Sectoral breakdown of impaired loans and impairment provision ..................... 115Table 10 Geographical distribution of impairment provisions for loans and advances 115Table 11 Movement in impairment provision for loans and advances ................................ 115Table 12 Past due loans - Age analysis ............................................................................................. 116Table 13 Restructured credit facilities .............................................................................................. 117Table 14 Counterparty credit risk in derivative transactions ................................................... 117Table 15 Related party transactions ................................................................................................. 1174. Market risk ...................................................................................................................................................... 118Table 16 Capital requirement for components of market risk ................................................ 119Table 17 Interest rate risk ...................................................................................................................... 120Table 18 Equity position in banking book ...................................................................................... 121Table 19 Gains on equity instruments ............................................................................................. 1215. Liquidity risk and funding management .............................................................................................. 1226. Operational risk .............................................................................................................................................. 1227. Information Technology risk ...................................................................................................................... 1238. Strategic risk .................................................................................................................................................... 1239. Legal, compliance, regulatory and reputational risks ...................................................................... 12310. Environmental risk......................................................................................................................................... 123102 AUB Annual Report 2009

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