Deutsche Bank Laporan LCR dan LR 30Sep2015
Deutsche Bank
Jakarta Branch :
Deutsche Bank Building
80 Jl. Imam Bonjol Jakarta 10310
Tel (62) (21) 331092. 3904792 Fax (62) (21) 335252
Telex 61524 db ia Swift : DEUTIDJA
Surabaya Branch :
Wisma Dharmala 7th Floor. Suite 6
101-103 Jl. Panglima Sudirman Surabaya 60270
Tel (62) (31) 5311822 Fax (62) (31) 5316272
Telex 34296 dbsby ia PO. Box 1456. Surabaya 60014
Liquidity Coverage Ratio
30 September 2015
(in Local Currency)
Leverage Ratio
30 September 2015
TOTAL UNWEIGHTED
Value (average)
TOTAL WEIGHTED
Value (average)
Item
Leverage ratio framework
On-balance sheet exposure
1
On-balance sheet items (excluding derivatives and SFTs,
2
(Asset amounts deducted in determining Basel III Tier 1 capital)
3
Total on-balance sheet exposures (excluding derivatives and SFTs)
HIGH-QUALITY LIQUID ASSETS
1
Total high-quality liquid assets (HQLA)
but includingcollateral)
-
7.767.993.165.345
CASH OUTFLOWS
(sum of lines 1 and 2)
2
Retail deposits and deposits from small business
Derivative exposures
3
Stable deposites
4
Less stable deposits
5
Unsecured wholesale funding. of which:
6
Operational deposits (all counterparties)
7
Non-operational deposits (all counterparties)
8
Unsecured debt
9
Secured wholesale funding
customers. of which:
and deposits in networks of ccoperative banks
67.677.201.725
3.383.860.086
217.166.548.575
21.716.654.857
4
Replacement cost associated with all derivatives transactions
5
Add-on amounts for PFE associated with all derivatives transactions
6
Gross-up for derivatives collateral provided where deducted from
7
(deductions of receivable asstes for cash variation margin provided
8
(Exempted CCP leg of client-cleared trade exposures)
9
Adjusted effective notional amount of written credit derivatives
(ie net of eligible cash variation margin)
27.996.329.379.103
27.996.329.379.103
2.983.202.392.137
277.279.880.109
the balance sheet assets pursuant to the operative accounting framework
8.433.282.753.195
1.967.136.335.143
10.072.144.213.003
8.485.352.521.707
in derivatives transactions)
10 (Adjusted effective notional offsets and add-on deductions
for written credit derivatives)
-
11 Total derivatives exposure (sum of lines 4 to 10)
10 Additional requirements. of which:
3.260.482.272.246
Securities inancing transaction exposure
11 Outlows related to derivative exposures and
12 Gross SFT assets (with no recognition of netting), after adjusting
other collateral requirements
12 Outlows related to loss of funding on debt products
for sale accounting transactions
1.679.000.000.002
13 (Netted amounts of cash payables and cash receivable of gross SFT assets)
13 Credit and liquidity facilities
367.278.863.034
22.636.431.961
14 Other contractual funding obligations
836.388.663.388
836.388.663.388
15 Agent transaction exposure
15 Other contingent funding obligations
606.747.691.599
606.747.691.599
16 Total securities inancing transaction exposure (sum of lines 12 to 15)
16 TOTAL CASH OUTFLOWS
-
11.943.362.158.743
14 CCR exposure for SFT assets
17 Off-balance sheet exposure at gross notional amount
18 (Adjustment for conversion to credit equivalent amounts)
CASH INFLOWS
19 Off-balance sheet items (sum lines 17 to 18)
17 Secured lending (eg reverse repos)
1.679.000.000.002
Other off-balance sheet exposure
4.606.680.553.709
(2.578.017.739.404)
2.028.662.814.305
Capital and total exposures
18 Inlows from fully performing exposure
19 Other cash inlows
6.026.006.948.626
3.747.221.719.284
20 TOTAL CASH INFLOWS
6.026.006.948.626
3.747.221.719.284
20 Tier 1 capital
21 Total exposures (sum of lines 3. 11. 16 and 19)
Leverage ratio
22 Basel III leverage ratio
TOTAL ADJUSTED VALUE
21 TOTAL HQLA
-
7.767.993.165.345
22 TOTAL NET CASH OUTFLOWS
-
8.196.140.439.459
23 LIQUIDITY COVERAGE RATIO (%)
-
94.78%
3.988.808.225.519
34.964.474.465.657
11.41%
Jakarta Branch :
Deutsche Bank Building
80 Jl. Imam Bonjol Jakarta 10310
Tel (62) (21) 331092. 3904792 Fax (62) (21) 335252
Telex 61524 db ia Swift : DEUTIDJA
Surabaya Branch :
Wisma Dharmala 7th Floor. Suite 6
101-103 Jl. Panglima Sudirman Surabaya 60270
Tel (62) (31) 5311822 Fax (62) (31) 5316272
Telex 34296 dbsby ia PO. Box 1456. Surabaya 60014
Liquidity Coverage Ratio
30 September 2015
(in Local Currency)
Leverage Ratio
30 September 2015
TOTAL UNWEIGHTED
Value (average)
TOTAL WEIGHTED
Value (average)
Item
Leverage ratio framework
On-balance sheet exposure
1
On-balance sheet items (excluding derivatives and SFTs,
2
(Asset amounts deducted in determining Basel III Tier 1 capital)
3
Total on-balance sheet exposures (excluding derivatives and SFTs)
HIGH-QUALITY LIQUID ASSETS
1
Total high-quality liquid assets (HQLA)
but includingcollateral)
-
7.767.993.165.345
CASH OUTFLOWS
(sum of lines 1 and 2)
2
Retail deposits and deposits from small business
Derivative exposures
3
Stable deposites
4
Less stable deposits
5
Unsecured wholesale funding. of which:
6
Operational deposits (all counterparties)
7
Non-operational deposits (all counterparties)
8
Unsecured debt
9
Secured wholesale funding
customers. of which:
and deposits in networks of ccoperative banks
67.677.201.725
3.383.860.086
217.166.548.575
21.716.654.857
4
Replacement cost associated with all derivatives transactions
5
Add-on amounts for PFE associated with all derivatives transactions
6
Gross-up for derivatives collateral provided where deducted from
7
(deductions of receivable asstes for cash variation margin provided
8
(Exempted CCP leg of client-cleared trade exposures)
9
Adjusted effective notional amount of written credit derivatives
(ie net of eligible cash variation margin)
27.996.329.379.103
27.996.329.379.103
2.983.202.392.137
277.279.880.109
the balance sheet assets pursuant to the operative accounting framework
8.433.282.753.195
1.967.136.335.143
10.072.144.213.003
8.485.352.521.707
in derivatives transactions)
10 (Adjusted effective notional offsets and add-on deductions
for written credit derivatives)
-
11 Total derivatives exposure (sum of lines 4 to 10)
10 Additional requirements. of which:
3.260.482.272.246
Securities inancing transaction exposure
11 Outlows related to derivative exposures and
12 Gross SFT assets (with no recognition of netting), after adjusting
other collateral requirements
12 Outlows related to loss of funding on debt products
for sale accounting transactions
1.679.000.000.002
13 (Netted amounts of cash payables and cash receivable of gross SFT assets)
13 Credit and liquidity facilities
367.278.863.034
22.636.431.961
14 Other contractual funding obligations
836.388.663.388
836.388.663.388
15 Agent transaction exposure
15 Other contingent funding obligations
606.747.691.599
606.747.691.599
16 Total securities inancing transaction exposure (sum of lines 12 to 15)
16 TOTAL CASH OUTFLOWS
-
11.943.362.158.743
14 CCR exposure for SFT assets
17 Off-balance sheet exposure at gross notional amount
18 (Adjustment for conversion to credit equivalent amounts)
CASH INFLOWS
19 Off-balance sheet items (sum lines 17 to 18)
17 Secured lending (eg reverse repos)
1.679.000.000.002
Other off-balance sheet exposure
4.606.680.553.709
(2.578.017.739.404)
2.028.662.814.305
Capital and total exposures
18 Inlows from fully performing exposure
19 Other cash inlows
6.026.006.948.626
3.747.221.719.284
20 TOTAL CASH INFLOWS
6.026.006.948.626
3.747.221.719.284
20 Tier 1 capital
21 Total exposures (sum of lines 3. 11. 16 and 19)
Leverage ratio
22 Basel III leverage ratio
TOTAL ADJUSTED VALUE
21 TOTAL HQLA
-
7.767.993.165.345
22 TOTAL NET CASH OUTFLOWS
-
8.196.140.439.459
23 LIQUIDITY COVERAGE RATIO (%)
-
94.78%
3.988.808.225.519
34.964.474.465.657
11.41%