My first Publication ocbc_ar17_fullreport_english | Page 103

4.2
REGULATORY CAPITAL POSITION (Continued)
S$’m
AMOUNT SUBJECT TO
AMOUNT PRE-BASEL III TREATMENT
61 Capital ratios (as a percentage of floor-adjusted risk
weighted assets)
Common Equity Tier 1 CAR 13.9%
62 Tier 1 CAR 14.9%
63 Total CAR 17.2%
64 Bank-specific buffer requirement 65 of which: capital conservation buffer requirement 66 of which: bank specific countercyclical buffer requirement 67 of which: G-SIB buffer requirement (if applicable) 68 Common Equity Tier 1 available to meet buffers
CROSS REFERENCE
TO SECTION 4.1
7.9%
1.25%
0.2%
–
7.2%
National minima
69 Minimum CET1 CAR 70 Minimum Tier 1 CAR
6.5%
8.0%
71 Minimum Total CAR 10.0%
Amounts below the thresholds for deduction (before risk weighting)
72 Investments in ordinary shares, AT1 capital and Tier 2 capital of
unconsolidated financial institutions in which the Reporting Bank
does not hold a major stake
73 Investments in ordinary shares of unconsolidated financial institutions
in which the Reporting Bank holds a major stake (including
insurance subsidiaries)
Mortgage servicing rights (net of related tax liability)
Deferred tax assets arising from temporary differences
(net of related tax liability)
Applicable caps on the inclusion of provisions in Tier 2
Provisions eligible for inclusion in Tier 2 in respect of exposures subject
to standardised approach (prior to application of cap)
Cap on inclusion of provisions in Tier 2 under
standardised approach
Provisions eligible for inclusion in Tier 2 in respect of exposures subject
to internal ratings-based approach (prior to application of cap)
Cap for inclusion of provisions in Tier 2 under internal
ratings-based approach
Capital instruments subject to phase-out arrangements
(only applicable between 1 Jan 2013 and 1 Jan 2022)
Current cap on CET1 instruments subject to phase
out arrangements
Amount excluded from CET1 due to cap (excess over cap after
redemptions and maturities)
Current cap on AT1 instruments subject to phase out arrangements
Amount excluded from AT1 due to cap (excess over cap after
redemptions and maturities)
Current cap on T2 instruments subject to phase out arrangements
Amount excluded from T2 due to cap (excess over cap after
redemptions and maturities)
74
75
76
77
78
79
80
81
82
83
84
85
602 q+s
2,854 Refer to note 1
378
513
253
641
2,477
155
2,246
–
The investments in the ordinary shares of unconsolidated major stake companies that are financial institutions which are within the prescribed
threshold amount in accordance with MAS Notice 637 paragraph 6.1.3 (p)(iii)
(2)
Under Basel III transitional arrangements, outstanding Additional Tier 1 and Tier 2 capital instruments that do not meet the requirements are
gradually phased out. Fixing the base at the nominal amount of such instruments outstanding at 1 January 2013, the recognition shall be capped at
90% in 2013, with the cap reducing by 10 percentage points in each subsequent year. To the extent a capital instrument is redeemed or amortised
after 1 January 2013, the nominal amount serving as the base is not reduced
(1)
BUILDING ON OUR CORPORATE STRATEGY FOR SUSTAINABLE GROWTH
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