Shinhan Financial : 1H 2023 Pillar III Capital Disclosures -Today at 04:54 am| MarketScreener

Tier 2 capital: regulatory adjustments

52

Investments in own Tier 2 instruments

–

53

Reciprocal cross-holdings in Tier 2 instruments and other TLAC liabilities

–

Investments in the capitaland other TLAC liabilities of banking, financial and insurance entities that are outsidethe scopeof

–

54

regulatory consolidation,where the bankdoes not own morethan 10% of the issued common share capitalof the entity

(amountabove10% threshold)

Investments in the other TLAC liabilities of banking, financial and insurance entities that areoutsidethe scopeof regulatory

–

54a

consolidation and where the bankdoes not own more than 10% of the issued common share capitalof the entity:

amount previouslydesignated for the 5% threshold but that no longer meets the conditions (for G-SIBs only)

Significant investments in the capitaland other TLAC liabilities of banking, financial and insurance entities that are outside

55

–

the scopeof regulatoryconsolidation (net of eligible short positions)

56

Nationalspecific regulatoryadjustments

–

57

Totalregulatory adjustmentsto Tier 2 capital

–

58

Tier 2 capital(T2)

3,582

59

Totalregulatory capital (TC = T1 + T2)

49,487

60

Totalrisk-weighted assets

309,587

Capital Ratios and Buffers

61

CommonEquityTier 1 (as a percentageof risk-weighted assets)

12.99%

62

Tier 1 (as a percentage of risk-weighted assets)

14.83%

63

Totalcapital (as a percentage of risk-weighted assets)

15.98%

Institution-specific buffer requirement (capitalconservation buffer plus countercyclical buffer requirements plus higher

64

8.02%

loss absorbencyrequirement, expressed as a percentage of risk-weighted assets)

65

Of which: capitalconservationbuffer requirement

2.50%

66

Of which: bank-specific countercyclical buffer requirement

0.02%

67

Of which: bankG-SIB/D-SIB additionalrequirement

1.00%

68

CommonEquityTier 1 (as a percentageof risk-weighted assets) availableafter meeting the bank’s minimum capital

8.49%

requirements

National minima (if different from Basel III)

69

NationalCommonEquityTier 1 minimum ratio (if different from Basel III minimum)

0.09%

70

NationalTier 1 minimum ratio (if different from Basel III minimum)

0.00%

71

Nationaltotalcapital minimum ratio (if different from Basel III minimum)

0.00%

Amounts below the thresholds for deduction(before risk weighting)

72

Non-significant investments in the capitaland other TLAC liabilities of other financial entities

1,765

73

Significant investments in the common stock of financial entities

7,262

74

Mortgageservicing rights (net of related tax liability)

–

75

Deferred tax assets arising from temporarydifferences (net of related tax liability)

–

Applicable caps on the inclusionof provisions in Tier 2

76

Provisions eligible for inclusion in Tier 2 in respect of exposuressubject to standardizedapproach(prior to application of cap)

955

77

Capon inclusion of provisions in Tier 2 under standardisedapproach

1,607

Provisions eligible for inclusion in Tier 2 in respect of exposuressubject to internal ratings-basedapproach

78

–

(prior to application of cap)

79

Capfor inclusion of provisionsin Tier 2 under internal ratings-basedapproach

776

Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2018 and 1 Jan 2022)

80

Current cap on CET1 instruments subject to phase-outarrangements

–

81

Amountexcluded from CET1dueto cap (excess over cap after redemptionsand maturities)

–

82

Current cap on AT1 instruments subject to phase-outarrangements

538

83

Amountexcluded from AT1 dueto cap (excess over cap after redemptionsand maturities)

–

84

Current cap on T2 instruments subject to phase-outarrangements

350

85

Amountexcluded from T2 dueto cap (excess over cap after redemptions and maturities)

350

Consolidated B/S

Consolidated B/S

Titleof Account

for Accounting

for Supervisory

Reference

Purposes

Purposes

A. Assets

676,967

627,128

1

Cash and due from banks at amortized cost

37,619

35,925

2

Due from banks at fair value through profit or loss

30

–

3

Securities at fair value through profit or loss

61,863

51,326

4

Financial assets designated at fair value through profit or loss

–

–

5

Derivative assets

5,153

5,158

6

Loans at amortized cost

405,314

401,314

Provisions

-4,015

-3,984

(Amount recognised in Tier 2 capital)

–

1,148

A

7

Due from banks at fair value through profit or loss

2,233

2,233

8

Securities at fair value through other comprehensive income

85,023

51,401

9

Securities at amortised cost

35,082

30,500

10

Property and equipment, net

3,895

3,701

11

Intangible assets

6,242

5,162

Goodwill

4,690

3,864

B

Other intangible assets

1,552

1,298

C

12

Investment Using Equity Method

2,940

9,852

13

Deferred tax assets

120

126

14

Current tax receivable

31

48

15

Investment property

384

369

16

Other assets

30,613

29,512

17

Assets held for sale

31

31

B. Liabilities

620,937

571,417

18

Deposits

385,523

385,706

19

Financial liabilities at fair value through profit or loss

1,631

1,631

20

Financial liabilities designated at fair value through profit or loss

8,469

8,469

Finance debit valuation adjustment

–

-168

D

21

Derivative liabilities

5,981

5,693

Finance debit valuation adjustment

–

–

E

22

Borrowings

50,191

51,042

23

Debt securities issued

74,482

73,784

Subordinated Corporate Bond (group)

350

350

Amount recognised in Tier 2 capital

–

–

F

Subordinated Corporate Bond (Bank)

–

5,230

Amount recognised in Tier 2 capital

–

2,377

G

24

Net defined benefit liabilities

51

19

25

Provisions

947

853

26

Deferred tax liabilities

554

-446

27

Liabilities under insurance contracts

45,926

–

28

Other Liabilities

44,687

44,325

29

Current tax payable

256

342

30

Liabilities held for sale

–

–