This document discloses salient qualitative and quantitative information of Citibank, N.A. South Africa Branch pertaining to; Capital Credit risk1 Market risk Liquidity risk Operational risk 1 Including counterparty credit risk I. Capital The tables below illustrate the composition of the branch qualifying capital, the risk weighted asset components and the related capital adequacy ratios: Capital components ZAR ‘000 31 Mar 2018 31 Dec 2017 Endowment capital 2,609,588 2,605,010 Appropriated Reserve funds 3,965,444 3,913,525 Other -62,423 20,949 Tier 2 unimpaired reserve funds 9,823 155,238 Total qualifying capital and reserve 6,601,225 6,615,928 funds Risk weighted Assets – ZAR ‘000 31 Mar 2018 31 Dec 2017 Credit risk1 20,455,271 20,348,732 Market risk 10,326,989 19,571,192 Operational risk 4,717,000 4,717,000 Other risks 690,940 77,787 1 Including counterparty credit risk Capital Ratio 31 Mar 2018 31 Dec 2017 Total Capital Adequacy Ratio (CAR) 13.88% 16.62% Leverage Ratio 31 Mar 2018 31 Dec 2017 Basel III Leverage ratio 8.82% 9.48%
This document discloses salient qualitative and quantitative information of Citibank, N.A. South Africa Branch pertaining to; Capital Credit risk1 Market risk Liquidity risk Operational risk 1 Including counterparty credit risk I. Capital The tables below illustrate the composition of the branch qualifying capital, the risk weighted asset components and the related capital adequacy ratios: Capital components ZAR ‘000 31 Mar 2018 31 Dec 2017 Endowment capital 2,605,010 2,609,588 Appropriated Reserve funds 3,965,444 3,913,525 Other 20,949 -62,423 Tier 2 unimpaired reserve funds 9,823 155,238 Total qualifying capital and reserve funds 6,601,225 6,615,928 Risk weighted Assets – ZAR ‘000 31 Mar 2018 31 Dec 2017 Credit risk1 20,348,732 20,455,271 Market risk 19,571,192 10,326,989 Operational risk 4,717,000 4,717,000 Other risks 690,940 77,787 1 Including counterparty credit risk Capital Ratio 31 Mar 2018 31 Dec 2017 Total Capital Adequacy Ratio (CAR) 13.88% 16.62% Leverage Ratio 31 Mar 2018 31 Dec 2017 Basel III Leverage ratio 8.82% 9.48%
Public_Disclosure_Mar31_2018.docx