Stress Testing of Islami Bank Bangladesh Limited From 2012 To 2016

Submitted to Course Code F- 503
Course name Financial Derivatives

Course TeacherDr. Mahmood Osman Imam
Professor
Department of Finance, University of Dhaka
Company Profile: Islami Bank Bangladesh limited
Year 2016 2015 2014 2013

Assets 797,699,656,178 725,821,124,697 652,422,038,751 547,229,630,954
Assets
2016 2015 2014 2013 2012
Year 2016 2015 2014 2013

Shareholders' Equit 48,738,948,223 47,461,289,077 46,622,618,136 43,760,681,314
Shareholders' Equity
2016 2015 2014 2013 2012
Year 2016 2015 2014 2013

Regulatory Capital 50,556,470,000 48,701,550,000 48,569,860,000 45,412,000,000
Regulatory Capital
Regulatory Capital
Regulatory Capital
2016 2015 2014 2013 2012
Year 2016 2015 2014 2013

RWA 467,212,420,000 410,332,280,000 378,742,720,000 319,215,900,000
RWA
RWA
2016 2015 2014 2013 2012
Year 2016 2015 2014 2013

CAR 10.82% 11.87% 12.82% 14.23%
CAR
16.00%
14.00%
12.00%
10.00%
CAR
8.00%
6.00%
4.00%
2.00%
12.00%
10.00%
CAR
8.00%
6.00%
4.00%
2.00%
0.00%
2016 2015 2014 2013 2012
Year 2016 2015 2014 2013

Duration of the Asset 2.28 2.00 1.70 1.34
Duration of the Liabil 3.13 2.70 2.16 1.69
3.50
3.00
2.50
2.00
Duration of the Assets
1.50 Duration of the Liabilities
1.00
0.50
0.00
2016 2015 2014 2013 2012
Submitted by MD. Atiqullah Khan
MBA 19th Batch
ID: 19-105 (BBA) or, 19-125 (MBA)
writetoatiq@gmail.com
2012
482,536,316,717
Assets
2013 2012
2012
39,755,509,503
2012
42,053,160,000
egulatory Capital
2012
311,511,600,000
RWA
2012
13.50%
CAR
CAR
2012
1.41
1.64
Duration of the Assets

Duration of the Liabilities
2
Assets Book Value Profit Rate Settlement Date Maturity Date
Cash & equivalent 71,455,041,556
Balance with other banks and financial institutions:
Payable on demand 13,394,527,234
Up to 1 month 3,150,000,000 5.21% 12/1/2016 1/30/2017
Over 1 months not more than 11,255,000,000 6.35% 10/2/2016 3/31/2017
More than 3 months but not m 170,000,000 6.67% 4/5/2016 9/27/2017
More than 1 year but not mor - 7.65% 1/21/2013 12/10/2020
More than 5 years - 8.25% 2/11/2009 11/19/2024
Placement with banks & oth 3,000,000,000
Investments in shares & securities
a) Government
Bangladesh Shipping corporat 94,040,000
Karmasangsthan Bank 10,000,000
Central depository Bangladesh 6,277,770
Bangladesh Government Islam 53,640,000,000
b) Other than government
i) Subsidiary companies 2,999,789,000
ii) Mutual funds
SEML IBBL shariah fund 500,000,000
UFS-IBB shariah unit fund 200,000,000
CAPM IBBL shariah fund 500,000,000
NAM IBBL Islamic Mutual F 100,000,000
At Capital shariah unit fund 50,000,000
iii) Subordinated Debt 700,000,000
iv) Others 1,528,780,021
Investments, advancements
a) General investments
Repayable on demand with a r -
Up to 1 month 68,262,835,880 5.21% 12/1/2016 1/30/2017
Over 1 month but not more th 102,116,123,906 6.35% 10/2/2016 3/31/2017
Over 3 month but not more th 183,003,258,420 6.67% 4/5/2016 9/27/2017
Over 1 year but not more than 115,378,803,044 7.65% 1/21/2013 12/10/2020
More than 5 years 109,311,144,859 8.25% 2/11/2009 11/19/2024
b) Bills purchased & discounted
Payable within 1 month 9,954,815,432 5.21% 12/1/2016 1/30/2017
Over 1 month but less than 3 13,367,675,885 6.35% 10/2/2016 3/31/2017
Over 3 months but less than 8,677,868,768 6.54% 7/4/2016 6/29/2017
6 months or more 6,346,386,572 6.67% 4/5/2016 9/27/2017
Fixed assets including premi 15,586,914,329
Other assets 2,940,373,502
Non-banking assets -
Total Assets 797,699,656,178
Liabilities
Placements from banks & ot 16,920,973,000
Deposits and other accounts:
Payable on demand 15,762,221,848
Up to 1 month 97,389,533,980 3.80% 12/1/2016 1/30/2017
Over 1 months but within 3 m 124,308,551,836 5.75% 10/2/2016 3/31/2017
Over 3 months but within 6 m 80,708,176,666 5.80% 7/4/2016 6/29/2017
Over 6 months but within 1 ye 92,545,857,632 6.00% 4/5/2016 9/27/2017
Over 1 year but within 5 year 116,440,203,650 5.50% 1/21/2013 12/10/2020
Over 5 years but within 10 ye 154,189,767,194 6.90% 2/11/2009 11/19/2024
Over 10 years 7,936,586 7.00% 3/4/2005 10/29/2028
Mudaraba perpetual bond 3,000,000,000 10.00% 3/4/2005 10/29/2028
Other liabilities 47,440,682,596
Deferred tax liabilities 246,802,967
Total liabilities 748,960,707,955
Capital / Total Shareholders 48,738,948,223
Total liabilities and Shareho 797,699,656,178
Calibration in CAR 2016 2015 2014 2013

Regulatory capital 50,556,470,000 48,701,550,000 48,569,860,000 45,412,000,000
RWA (Risk Weighted Assets) 467,212,420,000 410,332,280,000 378,742,720,000 319,215,900,000
CAR (Capital Adequacy ratio 10.82% 11.87% 12.82% 14.23%
Year 2016 201

Change in market equity val Minor Moderate Major Minor
Duraton of Assets 2.28 2.28 2.28 2.00
Duration of Liabilities 3.13 3.13 3.13 2.70
Market Value of Assets 787,736,986,456 787,736,986,456 787,736,986,456 716,964,595,895
Market value of liabilities 735,702,166,112 735,702,166,112 735,702,166,112 666,918,195,154
Duration GAP (DGAP) -0.64 -0.64 -0.64 -0.51
(-DGAP) 0.64 0.64 0.64 0.51
Change in interest rate -1% -2% -3% -1%
YTM (assets) 6.22% 6.22% 6.22% 5.38%
Market value of total assets 787,736,986,456 787,736,986,456 787,736,986,456 716,964,595,895
Change in MVE (4,761,365,773) (9,522,731,546) (14,284,097,319) (3,468,993,188)
Magnitude of shock -1% -2% -3% -1%

Fall in MVE (4,761,365,773) (9,522,731,546) (14,284,097,319) (3,468,993,188)
Tax adjusted loss (2,856,819,464) (5,713,638,927) (8,570,458,391) (2,081,395,913)
Revised Regulatoy capital 47,699,650,536 44,842,831,073 41,986,011,609 46,620,154,087
Revised RWA 464,355,600,536 461,498,781,073 458,641,961,609 408,250,884,087
Revised CAR 10.2722% 9.7168% 9.1544% 11.4195%
Fall in CAR 0.5486% 1.1041% 1.6665% 0.4493%
Revised CAR (%) 2016 2015 2014 2013
Minor 10.272% 11.419% 12.342% 13.914%
Moderate 9.717% 10.966% 11.854% 13.599%
Major 9.154% 10.507% 11.361% 13.282%
Graphical View
Revised CAR
16.000%
13.914%
14.000% 13.371%
12.342%
12.000% 11.419%
10.272%
10.000%
8.000%
6.000%
4.000%
2.000%
0.000%
2016 2015 2014 2013 2012
Year 2016 201

Level of Shock Minor Moderate Major Minor
Fall in CAR 0.55% 1.10% 1.67% 0.45%
Graphical View
Fall in CAR
1.80%
1.67%
1.60%
1.46%
1.40% 1.36%
1.20%
1.10%
1.00% 0.97%
0.90% 0.94%
0.80%
0.63%
1.46%
1.40% 1.36%
1.20%
1.10%
1.00% 0.97%
0.90% 0.94%
0.80%
0.60% 0.63%
0.55%
0.45% 0.48%
0.40%
0.31%
0.20%
0.13
0.00%
Minor
Minor
Minor
Major
Minor
Major
Minor
Major
Major
2015Moderate
2014Moderate
2016Moderate
2013Moderate
(Transferred toWORD FILE)
2016 201
Minor Moderate Major Minor
2.28 2.28 2.28 2.00
3.13 3.13 3.13 2.70
787,736,986,456 787,736,986,456 787,736,986,456 716,964,595,895
735,702,166,112 735,702,166,112 735,702,166,112 666,918,195,154
-0.64 -0.64 -0.64 -0.51
0.64 0.64 0.64 0.51
-1% -2% -3% -1%
6.22% 6.22% 6.22% 5.38%
787,736,986,456 787,736,986,456 787,736,986,456 716,964,595,895
(4,761,365,773) (9,522,731,546) (14,284,097,319) (3,468,993,188)
-1% -2% -3% -1%

(4,761,365,773) (9,522,731,546) (14,284,097,319) (3,468,993,188)
(2,856,819,464) (5,713,638,927) (8,570,458,391) (2,081,395,913)
47,699,650,536 44,842,831,073 41,986,011,609 46,620,154,087
464,355,600,536 461,498,781,073 458,641,961,609 408,250,884,087
10.2722% 9.7168% 9.1544% 11.4195%
0.5486% 1.1041% 1.6665% 0.4493%
2016
Repricing Period i YTM Market Value Duration Weight
- 71,455,041,556
-
- 13,394,527,234
0.0833 6.21% 3,150,000,000 0.08 0.0039
0.2500 7.35% 11,255,000,000 0.25 0.0141
0.7500 7.67% 170,000,000 0.75 0.0002
4.0000 8.65% -
8.0000 9.25% -
3,000,000,000
94,040,000
10,000,000
6,277,770
53,640,000,000
2,999,789,000
500,000,000
200,000,000
500,000,000
100,000,000
50,000,000
700,000,000
1,528,780,021
- -
0.0833 6.21% 68,262,835,880 0.083 0.086
0.25 7.35% 102,116,123,906 0.250 0.128
0.75 7.67% 183,003,258,420 0.750 0.229
4.00 8.65% 111,546,321,767 5.950 0.145
8.00 9.25% 103,226,370,452 8.625 0.137
0.0833 6.21% 9,954,815,432 0.083 0.012

0.25 7.35% 13,367,675,885 0.250 0.017
0.50 7.54% 8,677,868,768 0.500 0.011
0.75 7.67% 6,300,972,535 1.430 0.008
15,586,914,329
2,940,373,502
-
6.22% 787,736,986,456
16,920,973,000
15,762,221,848
0.0833 4.8% 97,389,533,980 0.0833 0.1300
0.2500 6.8% 124,308,551,836 0.2500 0.1660
0.5000 6.8% 80,708,176,666 0.5000 0.1078
0.7500 7.0% 92,545,857,632 0.7500 0.1236
4.00 6.5% 112,396,091,623 6.4095 0.1555
8.00 7.9% 145,173,217,907 9.3892 0.2059
12.00 8.0% 7,331,542 10.9504 0.0000
12.00 11.0% 2,802,724,516 8.6246 0.0040
47,440,682,596
246,802,967
735,702,166,112
2012
42,053,160,000
311,511,600,000
13.50%
2015 2014
Moderate Major Minor Moderate Major
2.00 2.00 1.70 1.70 1.70
2.70 2.70 2.16 2.16 2.16
716,964,595,895 716,964,595,895 543,783,103,804 543,783,103,804 543,783,103,804
666,918,195,154 666,918,195,154 596,421,797,265 596,421,797,265 596,421,797,265
-0.51 -0.51 -0.68 -0.68 -0.68
0.51 0.51 0.68 0.68 0.68
-2% -3% -1% -2% -3%
5.38% 5.38% 5.81% 5.81% 5.81%
716,964,595,895 716,964,595,895 543,783,103,804 543,783,103,804 543,783,103,804
(6,937,986,375) (10,406,979,563) (3,472,091,769) (6,944,183,538) (10,416,275,307)
-2% -3% -1% -2% -3%

(6,937,986,375) (10,406,979,563) (3,472,091,769) (6,944,183,538) (10,416,275,307)
(4,162,791,825) (6,244,187,738) (2,083,255,061) (4,166,510,123) (6,249,765,184)
44,538,758,175 42,457,362,262 46,486,604,939 44,403,349,877 42,320,094,816
406,169,488,175 404,088,092,262 376,659,464,939 374,576,209,877 372,492,954,816
10.9656% 10.5070% 12.3418% 11.8543% 11.3613%
0.9032% 1.3619% 0.4822% 0.9697% 1.4627%
2012
13.371%
13.241%
13.111%
13.371%
Minor
Moderate
Major
2012
2015 2014
0.90% 1.36% 0.48% 0.97% 1.46%
0.94%
Fall in CAR
0.63%
0.94%
Fall in CAR
0.63%
0.39%
0.31%
0.26%
0.13%
Major
Minor
Major
2013Moderate
2012Moderate
2015 2014
2.00 2.00 1.70 1.70 1.70
2.70 2.70 2.16 2.16 2.16
716,964,595,895 716,964,595,895 543,783,103,804 543,783,103,804 543,783,103,804
666,918,195,154 666,918,195,154 596,421,797,265 596,421,797,265 596,421,797,265
-0.51 -0.51 -0.68 -0.68 -0.68
0.51 0.51 0.68 0.68 0.68
-2% -3% -1% -2% -3%
5.38% 5.38% 5.81% 5.81% 5.81%
716,964,595,895 716,964,595,895 543,783,103,804 543,783,103,804 543,783,103,804
(6,937,986,375) (10,406,979,563) (3,472,091,769) (6,944,183,538) (10,416,275,307)
-2% -3% -1% -2% -3%

(6,937,986,375) (10,406,979,563) (3,472,091,769) (6,944,183,538) (10,416,275,307)
(4,162,791,825) (6,244,187,738) (2,083,255,061) (4,166,510,123) (6,249,765,184)
44,538,758,175 42,457,362,262 46,486,604,939 44,403,349,877 42,320,094,816
406,169,488,175 404,088,092,262 376,659,464,939 374,576,209,877 372,492,954,816
10.9656% 10.5070% 12.3418% 11.8543% 11.3613%
0.9032% 1.3619% 0.4822% 0.9697% 1.4627%
2015
Weighted Average D Book Value Profit Rate Settlement Date Maturity Date
55,256,075,599
8,041,322,649
0.0003 5,430,000,000 5.17% 12/1/2016 1/30/2017
0.0035 6,125,000,000 6.42% 10/2/2016 3/31/2017
0.0002 170,000,000 6.80% 4/5/2016 9/27/2017
- 7.65% 1/21/2013 12/10/2020
- 8.44% 2/11/2009 11/19/2024
3,000,000,000
95,482,757,770
3,954,011,569
-
0.007 71,762,607,487 5.17% 12/1/2016 1/30/2017
0.032 82,939,457,431 6.42% 10/2/2016 3/31/2017
0.172 137,251,322,603 6.80% 4/5/2016 9/27/2017
0.861 106,267,162,619 7.65% 1/21/2013 12/10/2020
1.182 95,568,751,282 8.44% 2/11/2009 11/19/2024
0.001 9,450,946,060 5.17% 12/1/2016 1/30/2017

0.004 12,690,491,610 6.42% 10/2/2016 3/31/2017
0.005 8,240,273,562 6.42% 7/4/2016 6/29/2017
0.011 6,023,490,062 6.42% 4/5/2016 9/27/2017
15,836,479,066
2,330,975,328
-
2.28 725,821,124,697
17,766,330,139
19,915,847,913
0.0108 90,003,259,759 3.80% 12/1/2016 1/30/2017
0.0415 125,666,183,243 5.75% 10/2/2016 3/31/2017
0.0539 78,658,247,711 5.80% 7/4/2016 6/29/2017
0.0927 66,031,187,588 6.00% 4/5/2016 9/27/2017
0.9965 105,399,714,284 5.50% 1/21/2013 12/10/2020
1.9330 129,677,373,869 6.90% 2/11/2009 11/19/2024
0.0001 7,395,668 7.00% 3/4/2005 10/29/2028
0.0345 3,000,000,000 10.00% 3/4/2005 10/29/2028
41,923,565,764
310,729,682
3.13 678,359,835,620
47,461,289,077
725,821,124,697
2013 2012
Minor Moderate Major Minor Moderate
1.34 1.34 1.34 1.41 1.41
1.69 1.69 1.69 1.64 1.64
473,823,200,078 473,823,200,078 473,823,200,078 448,992,796,456 448,992,796,456
496,080,461,463 496,080,461,463 496,080,461,463 435,673,462,022 435,673,462,022
-0.43 -0.43 -0.43 -0.18 -0.18
0.43 0.43 0.43 0.18 0.18
-1% -2% -3% -1% -2%
5.82% 5.82% 5.82% 5.62% 5.62%
473,823,200,078 473,823,200,078 473,823,200,078 448,992,796,456 448,992,796,456
(1,931,334,556) (3,862,669,112) (5,794,003,669) (774,357,825) (1,548,715,650)
-1% -2% -3% -1% -2%

(1,931,334,556) (3,862,669,112) (5,794,003,669) (774,357,825) (1,548,715,650)
(1,158,800,734) (2,317,601,467) (3,476,402,201) (464,614,695) (929,229,390)
44,253,199,266 43,094,398,533 41,935,597,799 41,588,545,305 41,123,930,610
318,057,099,266 316,898,298,533 315,739,497,799 311,046,985,305 310,582,370,610
13.9136% 13.5988% 13.2817% 13.3705% 13.2409%
0.3125% 0.6273% 0.9444% 0.1292% 0.2588%
2013 2012
0.31% 0.63% 0.94% 0.13% 0.26%
Year 2012
Change in market equi Minor Moderate
Duration of Assets 1.41 1.41
Duration of Liabilities 1.64 1.64
Market Value of Assets 448,992,796,456 448,992,796,456
Market value of liabilit 435,673,462,022 435,673,462,022
Duration GAP (DGAP) -0.18 -0.18
(-DGAP) 0.18 0.18
Change in interest rat -1% -2%
YTM (assets) 5.62% 5.62%
Market value of total as 448,992,796,456 448,992,796,456
Change in MVE (774,357,825) (1,548,715,650)
Magnitude of shock -1% -2%

Fall in MVE (774,357,825) (1,548,715,650)
Tax adjusted loss (464,614,695) (929,229,390)
Revised Regulatory cap 41,588,545,305 41,123,930,610
Revised RWA 311,046,985,305 310,582,370,610
Revised CAR 13.3705% 13.2409%
Fall in CAR 0.1292% 0.2588%
2013
Minor Moderate Major
1.34 1.34 1.34
1.69 1.69 1.69
473,823,200,078 473,823,200,078 473,823,200,078
496,080,461,463 496,080,461,463 496,080,461,463
-0.43 -0.43 -0.43
0.43 0.43 0.43
-1% -2% -3%
5.82% 5.82% 5.82%
473,823,200,078 473,823,200,078 473,823,200,078
(1,931,334,556) (3,862,669,112) (5,794,003,669)
-1% -2% -3%

(1,931,334,556) (3,862,669,112) (5,794,003,669)
(1,158,800,734) (2,317,601,467) (3,476,402,201)
44,253,199,266 43,094,398,533 41,935,597,799
318,057,099,266 316,898,298,533 315,739,497,799
13.9136% 13.5988% 13.2817%
0.3125% 0.6273% 0.9444%
2015
Repricing Period in YTM Market Value Duration Weight Weighted A Book Value
- 55,256,075,599 46,219,359,426
-
- 8,041,322,649 4,194,350,245
0.0833 6.17% 5,430,000,000 0.08 0.0068 0.0006 6,800,000,000
0.2500 7.42% 6,125,000,000 0.25 0.0077 0.0019 9,025,000,000
0.7500 7.80% 170,000,000 0.75 0.0002 0.0002 180,000,000
4.0000 8.65% - -
8.0000 9.44% - -
3,000,000,000 2,000,000,000
95,482,757,770 97,435,777,770
3,954,011,569 3,420,751,126
- - -
0.0833 6.17% 71,762,607,487 0.0833 0.0900 0.0075 63,378,766,515
0.2500 7.42% 82,939,457,431 0.2500 0.1040 0.0260 79,432,061,802
0.7500 7.80% 137,251,322,603 0.7500 0.1721 0.1290 107,961,949,441
4.00 8.65% 102,737,338,246 5.9496 0.1332 0.7926 96,501,760,873
8.00 9.44% 90,285,215,027 8.5259 0.1198 1.0215 88,819,562,574
0.0833 6.17% 9,450,946,060 0.0833 0.0118 0.0010 7,108,296,384

0.2500 7.42% 12,690,491,610 0.2500 0.0159 0.0040 9,544,931,260
0.5000 7.42% 8,240,273,562 0.5000 0.0103 0.0052 6,197,718,873
0.7500 7.42% 5,980,321,887 1.4313 0.0076 0.0108 4,530,419,744
15,836,479,066 15,926,361,916
2,330,975,328 3,744,970,802
- -
5.38% 716,964,595,895 2.00 652,422,038,751
17,766,330,139 7,657,500,743
19,915,847,913 12,674,499,013
0.0833 4.8% 90,003,259,759 0.0833 0.1202 0.0100 80,041,559,865
0.2500 6.8% 125,666,183,243 0.2500 0.1678 0.0419 108,991,484,445
0.5000 6.8% 78,658,247,711 0.5000 0.1050 0.0525 85,303,560,053
0.7500 7.0% 66,031,187,588 0.7500 0.0882 0.0661 69,248,903,698
4.00 6.5% 101,739,052,083 6.4095 0.1407 0.9020 95,997,641,176
8.00 7.9% 122,094,234,896 9.3892 0.1731 1.6257 108,432,499,867
12.00 8.0% 6,831,861 10.9504 0.0000 0.0001 6,152,719
12.00 11.0% 2,802,724,516 8.6246 0.0040 0.0345 3,000,000,000
41,923,565,764 34,052,027,094
310,729,682 393,591,942
666,918,195,154 2.70 605,799,420,615
46,622,618,136
652,422,038,751
12
Major
1.41
1.64
448,992,796,456
435,673,462,022
-0.18
0.18
-3%
5.62%
448,992,796,456
(2,323,073,474)
-3%
(2,323,073,474)
(1,393,844,085)
40,659,315,915
310,117,755,915
13.1109%
0.3888%
12
Major
0.39%
12
Major
1.41
1.64
448,992,796,456
435,673,462,022
-0.18
0.18
-3%
5.62%
448,992,796,456
(2,323,073,474)
-3%
(2,323,073,474)
(1,393,844,085)
40,659,315,915
310,117,755,915
13.1109%
0.3888%
2014
Profit RateSettlement DaMaturity Date Repricing YTM Market Value Duration Weight
- 46,219,359,426
-
- 4,194,350,245
6.30% 12/1/2016 1/30/2017 0.0833 7.30% 6,800,000,000 0.08 0.0085
7.98% 10/2/2016 3/31/2017 0.2500 8.98% 9,025,000,000 0.25 0.0113
8.98% 4/5/2016 9/27/2017 0.7500 9.98% 180,000,000 0.75 0.0002
10.08% 1/21/2013 12/10/2020 4.0000 11.08% -
9.68% 2/11/2009 11/19/2024 8.0000 10.68% -
2,000,000,000
-
-
-
-
-
-
-
-
-
-
-
- -
6.30% 12/1/2016 1/30/2017 0.0833 7.30% 63,378,766,515 0.0833 0.0795
7.98% 10/2/2016 3/31/2017 0.2500 8.98% 79,432,061,802 0.2500 0.0996
8.98% 4/5/2016 9/27/2017 0.7500 9.98% 107,961,949,441 0.7500 0.1353
10.08% 1/21/2013 12/10/2020 4.00 11.08% 93,450,161,156 5.4918 0.1210
9.68% 2/11/2009 11/19/2024 8.00 10.68% 84,120,922,452 7.9224 0.1113
6.30% 12/1/2016 1/30/2017 0.0833 7.30% 7,108,296,384 0.0833 0.0089

7.98% 10/2/2016 3/31/2017 0.2500 8.98% 9,544,931,260 0.2500 0.0120
7.98% 7/4/2016 6/29/2017 0.5000 8.98% 6,197,718,873 0.5000 0.0078
7.98% 4/5/2016 9/27/2017 0.7500 8.98% 4,498,253,532 1.4205 0.0057
15,926,361,916
3,744,970,802
-
5.81% 543,783,103,804
7,657,500,743
12,674,499,013
4.80% 12/1/2016 1/30/2017 0.0833 5.8% 80,041,559,865 0.0833 0.1069
6.48% 10/2/2016 3/31/2017 0.2500 7.5% 108,991,484,445 0.2500 0.1455
7.48% 7/4/2016 6/29/2017 0.5000 8.5% 85,303,560,053 0.5000 0.1139
7.48% 4/5/2016 9/27/2017 0.7500 8.5% 69,248,903,698 0.7500 0.0925
8.58% 1/21/2013 12/10/2020 4.00 9.6% 92,868,868,720 5.7672 0.1282
8.18% 2/11/2009 11/19/2024 8.00 9.2% 102,381,366,412 8.6623 0.1448
8.18% 3/4/2005 10/29/2028 12.00 9.2% 5,710,764 9.9191 0.0000
10.00% 3/4/2005 10/29/2028 12.00 11.0% 2,802,724,516 8.6246 0.0040
34,052,027,094
393,591,942
596,421,797,265
2013
Weighted A Book Value Profit RateSettlement DaMaturity DateRepricing YTM
44,291,514,939 -
-
6,307,320,344 -
0.0007 - 9.00% 12/1/2016 1/30/2017 0.0833 10.00%
0.0028 6,020,000,000 10.45% 10/2/2016 3/31/2017 0.2500 11.45%
0.0002 10.50% 4/5/2016 9/27/2017 0.7500 11.50%
- 10.49% 1/21/2013 12/10/2020 4.0000 11.49%
- 11.00% 2/11/2009 11/19/2024 8.0000 12.00%
-
63,698,877,770
3,512,521,198
- -
0.0066 54,528,901,100 9.00% 12/1/2016 1/30/2017 0.0833 10.00%
0.0249 74,363,159,919 10.45% 10/2/2016 3/31/2017 0.2500 11.45%
0.1015 95,467,827,785 10.50% 4/5/2016 9/27/2017 0.7500 11.50%
0.6644 76,143,857,496 10.49% 1/21/2013 12/10/2020 4.00 11.49%
0.8821 74,696,552,197 11.00% 2/11/2009 11/19/2024 8.00 12.00%
0.0007 7,266,972,145 9.00% 12/1/2016 1/30/2017 0.0833 10.00%

0.0030 9,757,999,083 10.45% 10/2/2016 3/31/2017 0.2500 11.45%
0.0039 6,336,068,163 10.45% 7/4/2016 6/29/2017 0.5000 11.45%
0.0081 4,633,467,089 10.45% 4/5/2016 9/27/2017 0.7500 11.45%
15,732,808,589
4,471,783,137
-
1.70 547,229,630,954 5.82%
-
10,675,633,571
0.0089 67,662,764,575 7.50% 12/1/2016 1/30/2017 0.0833 8.5%
0.0364 87,591,231,914 8.95% 10/2/2016 3/31/2017 0.2500 10.0%
0.0569 71,850,536,143 9.00% 7/4/2016 6/29/2017 0.5000 10.0%
0.0693 64,223,868,355 9.00% 4/5/2016 9/27/2017 0.7500 10.0%
0.7392 91,796,376,897 8.99% 1/21/2013 12/10/2020 4.00 10.0%
1.2541 79,323,858,649 9.50% 2/11/2009 11/19/2024 8.00 10.5%
0.0001 16,684,927 9.50% 3/4/2005 10/29/2028 12.00 10.5%
0.0345 3,000,000,000 10.00% 3/4/2005 10/29/2028 12.00 11.0%
27,133,860,568
194,134,041
2.16 503,468,949,640
43,760,681,314
547,229,630,954
Market Value Duration Weight Weighted A Book Value Profit Rate
44,291,514,939 41,774,009,647
6,307,320,344 8,058,348,207
- 0.08 0.0000 0.0000 - 9.00%
6,020,000,000 0.25 0.0075 0.0019 14,800,000,000 10.45%
- 0.75 0.0000 0.0000 190,000,000 10.50%
- - 10.49%
- - 11.00%
- -
23,504,977,770
-
-
-
-
3,505,096,000
-
-
-
-
-
-
-
-
- -
54,528,901,100 0.0833 0.0684 0.0057 9.00%
74,363,159,919 0.2500 0.0932 0.0233 87,780,888,836 10.45%
95,467,827,785 0.7500 0.1197 0.0898 92,953,627,947 10.50%
73,755,623,430 5.4203 0.0955 0.5174 82,343,342,943 10.49%
70,922,174,529 7.3553 0.0936 0.6888 77,401,896,687 11.00%
7,266,972,145 0.0833 0.0091 0.0008 6,963,105,648 9.00%

9,757,999,083 0.2500 0.0122 0.0031 10,360,752,341 10.45%
6,336,068,163 0.5000 0.0079 0.0040 9,444,682,753 10.45%
4,601,046,916 1.4040 0.0058 0.0082 5,672,425,732 10.45%
15,732,808,589 14,808,228,329
4,471,783,137 2,974,933,877
- -
473,823,200,078 1.34 482,536,316,717
- -
10,675,633,571 6,510,898,064
67,662,764,575 0.0833 0.0903 0.0075 43,980,879,844 7.50%
87,591,231,914 0.2500 0.1170 0.0292 - 8.95%
71,850,536,143 0.5000 0.0959 0.0480 145,012,895,226 9.00%
64,223,868,355 0.7500 0.0858 0.0643 58,411,852,843 9.00%
88,829,279,645 5.6897 0.1226 0.6974 86,900,534,735 8.99%
75,100,866,872 8.0055 0.1059 0.8479 76,991,548,158 9.50%
15,561,263 8.9496 0.0000 0.0002 35,533,376 9.50%
2,802,724,516 8.6246 0.0040 0.0345 3,000,000,000 10.00%
27,133,860,568 21,698,433,977
194,134,041 238,230,992
496,080,461,463 1.69 442,780,807,215
39,755,509,503
482,536,316,718
2012
Settlement DateMaturity DatRepricing YTM Market Value Duration Weight Weighted Average Dur
- 41,774,009,647
-
- 8,058,348,207
12/1/2016 1/30/2017 0.0833 10.00% - 0.08 0.0000 0.0000
10/2/2016 3/31/2017 0.2500 11.45% 14,800,000,000 0.25 0.0186 0.0046
4/5/2016 9/27/2017 0.7500 11.50% 190,000,000 0.75 0.0002 0.0002
1/21/2013 12/10/2020 4.0000 11.49% -
2/11/2009 11/19/2024 8.0000 12.00% -
-
-
-
-
-
-
-
-
-
-
-
-
- -
12/1/2016 1/30/2017 0.0833 10.00% - 0.0833 0.0000 0.0000
10/2/2016 3/31/2017 0.2500 11.45% 87,780,888,836 0.2500 0.1100 0.0275
4/5/2016 9/27/2017 0.7500 11.50% 92,953,627,947 0.7500 0.1165 0.0874
1/21/2013 12/10/2020 4.00 11.49% 79,760,663,483 5.4203 0.1032 0.5595
2/11/2009 11/19/2024 8.00 12.00% 73,490,819,378 7.3553 0.0970 0.7137
12/1/2016 1/30/2017 0.0833 10.00% 6,963,105,648 0.0833 0.0087 0.0007

10/2/2016 3/31/2017 0.2500 11.45% 10,360,752,341 0.2500 0.0130 0.0032
7/4/2016 6/29/2017 0.5000 11.45% 9,444,682,753 0.5000 0.0118 0.0059
4/5/2016 9/27/2017 0.7500 11.45% 5,632,736,009 1.4040 0.0071 0.0100
14,808,228,329
2,974,933,877
-
5.62% 448,992,796,456 1.41
-
6,510,898,064
12/1/2016 1/30/2017 0.0833 8.5% 43,980,879,844 0.0833 0.0587 0.0049
10/2/2016 3/31/2017 0.2500 10.0% - 0.2500 0.0000 0.0000
7/4/2016 6/29/2017 0.5000 10.0% 145,012,895,226 0.5000 0.1936 0.0968
4/5/2016 9/27/2017 0.7500 10.0% 58,411,852,843 0.7500 0.0780 0.0585
1/21/2013 12/10/2020 4.00 10.0% 84,091,683,814 5.6897 0.1160 0.6602
2/11/2009 11/19/2024 8.00 10.5% 72,892,722,403 8.0055 0.1028 0.8230
3/4/2005 10/29/2028 12.00 10.5% 33,140,343 8.9496 0.0000 0.0004
3/4/2005 10/29/2028 12.00 11.0% 2,802,724,516 8.6246 0.0040 0.0345
21,698,433,977
238,230,992
435,673,462,022 1.64
Weighted Average Duration
Year 2016 2015 2014 2013
Regulatory capital 50,556,470,000 48,701,550,000 48,569,860,000 45,412,000,000
RWA 467,212,420,000 410,332,280,000 378,742,720,000 319,215,900,000
CAR 10.82% 11.87% 12.82% 14.23%
FC Assets 64,172,542,495 54,628,999,565 40,123,109,296 26,848,037,966
FC Liabilities 38,831,279,873 36,453,791,503 21,581,894,029 9,478,603,818
Net balance 25,341,262,622 18,175,208,062 18,541,215,267 17,369,434,148
Year 2016 2015

Adverse movement 5% 10% 15% 5%
Net exposure 13,584,471,993 13,584,471,993 13,584,471,993 7,545,519,705
Excahnge rate los 679,223,600 1,358,447,199 2,037,670,799 377,275,985
Tax Rate 40% 40% 40% 40%
Tax adjusted loss 407,534,160 815,068,320 1,222,602,479 226,365,591
Revised capital 50,148,935,840 49,741,401,680 49,333,867,521 48,475,184,409
Revised risk weig 466,804,885,840 466,397,351,680 465,989,817,521 410,105,914,409
Revised CAR 10.74% 10.67% 10.59% 11.82%
Fall in CAR 0.0779% 0.1558% 0.2340% 0.0486%
Currency wise 2016 2015 2014 2013

Assets
Equivalent taka 61,417,963,869 52,169,007,034 38,824,460,474 25,724,634,471
Equivalent taka 657,718,912 561,478,708 273,245,251 108,761,392
Equivalent tak 895,405,676 1,054,264,314 637,770,210 294,116,496
Equivalent taka 1,201,454,038 844,249,509 387,633,361 720,525,607
Total 64,172,542,495 54,628,999,565 40,123,109,296 26,848,037,966
Liabilities
Equivalent taka 38,227,580,133 35,938,941,188 21,198,021,403 9,229,002,810
Equivalent taka 559,079,435 476,796,997 27,861,803 18,116,254
Equivalent tak 43,817,042 37,368,275 355,500,055 231,152,643
Equivalent taka 803,263 685,043 510,768 332,111
Total 38,831,279,873 36,453,791,503 21,581,894,029 9,478,603,818
Net On Balance 25,341,262,622 18,175,208,062 18,541,215,267 17,369,434,148

Letters of Guara 11,756,790,629 10,629,688,357 8,839,985,590 7,354,594,651
Net Exposure 13,584,471,993 7,545,519,705 9,701,229,677 10,014,839,497
Currencywise 2016 2015 2014 2013

Foreign Currency Assets64,172,542,495 54,628,999,565 40,123,109,296 26,848,037,966
Foreign Currency Liabilities
38,831,279,873 36,453,791,503 21,581,894,029 9,478,603,818
Revised CAR (%) 2016 2015 2014 2013

Minor 10.7430% 11.8202% 12.7569% 14.1453%
Moderate 10.6650% 11.7715% 12.6898% 14.0643%
Major 10.5869% 11.7227% 14.1453% 13.9832%
Graphical View
16.0000%
14.0643
14.0000%
12.6898%
12.0000% 11.7715%
10.6650%
10.0000%
8.0000%
6.0000%
4.0000%
2.0000%
0.0000%
2016 2015 2014 2013
Year 2016 2015

Adverse movement Minor Moderate Major Minor
Fall in CAR 0.0779% 0.1558% 0.2340% 0.0486%
Graphical View
Fall in CAR
0.3000%
0.2500%
0.2340%
0.2000% 0.2014%
0.1558% 0.161
0.1500% 0.1461%
0.1342%
0.1000% 0.0973%
0.0779% 0.0808%
0.0670%
0.0500% 0.0486%
0.0000%
2016 Moderate
2015 Moderate
2014 Moderate
2013 Moderate
Minor
Minor
Major
Minor
Minor
Major
Major
-0.0500%
-0.1000%
Fall in CAR
2012
42,053,160,000
311,511,600,000
13.50%
12,827,609,768
7,687,865,075
5,139,744,693
2015 2014
10% 15% 5% 10% 15%
7,545,519,705 7,545,519,705 9,701,229,677 9,701,229,677 9,701,229,677
754,551,971 1,131,827,956 485,061,484 970,122,968 1,455,184,452
40% 40% 40% 40% 40%
452,731,182 679,096,773 291,036,890 582,073,781 873,110,671
48,248,818,818 48,022,453,227 48,278,823,110 47,987,786,219 47,696,749,329
409,879,548,818 409,653,183,227 378,451,683,110 378,160,646,219 377,869,609,329
11.77% 11.72% 12.76% 12.69% 12.62%
0.0973% 0.1461% 0.0670% 0.1342% 0.2014%
2012
11,199,275,474
129,017,825
689,769,641
809,546,828
12,827,609,768
7,199,194,036
16,100,832
472,275,043
295,164
7,687,865,075
5,139,744,693
7,297,485,550
(2,157,740,857)
2012
12,827,609,768
7,687,865,075
2012
13.5177%
13.5356%
13.5536%
14.0643%
13.5356%
12.6898%
Minor
Moderate
Major
2014 2013 2012
2015 2014
0.0973% 0.1461% 0.0670% 0.1342% 0.2014%
n CAR
0.2429%
0.2014%
0.1618%
0.1342%
0.0808%
670%
2014 Moderate
2013 Moderate
2012 Moderate
Minor
Major
Minor
Major
Major
-0.0180%
-0.0359%
-0.0539%
all in CAR
2013 2012
5% 10% 15% 5% 10%
10,014,839,497 10,014,839,497 10,014,839,497 (2,157,740,857) (2,157,740,857)
500,741,975 1,001,483,950 1,502,225,925 (107,887,043) (215,774,086)
40% 40% 40% 40% 40%
300,445,185 600,890,370 901,335,555 (64,732,226) (129,464,451)
45,111,554,815 44,811,109,630 44,510,664,445 42,117,892,226 42,182,624,451
318,915,454,815 318,615,009,630 318,314,564,445 311,576,332,226 311,641,064,451
14.15% 14.06% 13.98% 13.52% 13.54%
0.0808% 0.1618% 0.2429% -0.0180% -0.0359%
2016 2015 2014 2013

Foreign Currency Assets
Foreign Currency Liabilitie
2013 2012
0.0808% 0.1618% 0.2429% -0.0180% -0.0359%
012
15%
(2,157,740,857)
(323,661,129)
40%
(194,196,677)
42,247,356,677
311,705,796,677
13.55%
-0.0539%
14 2013 2012
Foreign Currency Assets
Foreign Currency Liabilities
012
Major
-0.0539%
2016 2015 2014
Regulatory capital 50,556,470,000 48,701,550,000 48,569,860,000
RWA (Risk Weighted Assets) 467,212,420,000 410,332,280,000 378,742,720,000
CAR (Capital Adequacy ratio) 10.82% 11.87% 12.82%
1. Credit risk- Increase in NPL 2016

Magnitude of shock 1% 2% 3%
Total loan 616,418,912,766 616,418,912,766 616,418,912,766
Total performing loan 592,817,320,702 592,817,320,702 592,817,320,702
Total NPLs 23,601,592,064 23,601,592,064 23,601,592,064
NPLs to Loans (%) 3.83% 3.83% 3.83%
Increase in provisions (after adju 5,928,173,207 11,856,346,414 17,784,519,621
Tax adjusted provison (not yet a 5,928,173,207 11,856,346,414 17,784,519,621
Revised capital 44,628,296,793 38,700,123,586 32,771,950,379
Revised risk weighted assets 461,284,246,793 455,356,073,586 449,427,900,379
Revised CAR (%) 9.67% 8.50% 7.29%
Revised NPLs 29,529,765,271 35,457,938,478 41,386,111,685
Revised NPLs to loans (%) 4.79% 5.75% 6.71%
Fall in CAR 1.15% 2.32% 3.53%
2. Credit risk - Downward shif 2016
Standard 4,584,126,238 4,584,126,238 4,584,126,238
SMA 257,283,762 257,283,762 257,283,762
Substandard 187,958,664 187,958,664 187,958,664
Doubtful 188,914,397 188,914,397 188,914,397
Bad & loss 20,176,956,939 20,176,956,939 20,176,956,939
Provision for Standard 0% 0% 0%
Provision for SMA 0% 0% 0%
Provision for Substandard 20% 20% 20%
Provision for Doubtful 50% 50% 50%
Provision for Bad & loss 100% 100% 100%
Weighted amount of provision 20,309,005,870 20,309,005,870 20,309,005,870
Provison after shift in categories 20,410,156,645 20,470,847,110 20,511,307,420
Increase in provision 101,150,775 161,841,240 202,301,550
Tax adjusted provision 101,150,775 161,841,240 202,301,550
Revised capital 50,455,319,225 50,394,628,760 50,354,168,450
Revised RWA 467,111,269,225 467,050,578,760 467,010,118,450
Revised CAR (%) 10.80% 10.79% 10.78%
Fall in CAR 0.02% 0.03% 0.04%
3. Credir risk- fall in the FSV 2016

Total FSV 3,047,762,064 3,047,762,064 3,047,762,064
Weighted forced sale value of co 887,208,350 887,208,350 887,208,350
Fall in FSV 88,720,835 177,441,670 354,883,340
Tax adjusted provison 88,720,835 177,441,670 354,883,340
Revised capital 50,467,749,165 50,379,028,330 50,201,586,660
Revised RWA 467,123,699,165 467,034,978,330 466,857,536,660
Revised CAR (%) 10.80% 10.79% 10.75%
Fall in CAR 0.017% 0.03% 0.07%

Magnitude of shock 5% 7.50% 10%
Loan to Trade & commerce 191,303,567,076 191,303,567,076 191,303,567,076
Increase in NPls 9,565,178,354 14,347,767,531 19,130,356,708
Increase in provision (after adjus 9,565,178,354 14,347,767,531 19,130,356,708
Tax adjusted provison 9,565,178,354 14,347,767,531 19,130,356,708
Revised capital 40,991,291,646 36,208,702,469 31,426,113,292
Revised RWA 457,647,241,646 452,864,652,469 448,082,063,292
Revised CAR (%) 9.0% 8.0% 7.0%
Fall in CAR 1.86% 2.83% 3.81%
5. Credir risk - increase in N 2016

Magnitude of shock 5% 7.50% 10%
Total loan to top 10 large borro 55,662,400,000 55,662,400,000 55,662,400,000
Increase in NPLs under B/L cat 2,783,120,000 4,174,680,000 5,566,240,000
Increase in provisions (after adju 2,783,120,000 4,174,680,000 5,566,240,000
Tax adjusted provision 2,783,120,000 4,174,680,000 5,566,240,000
Revised capital 47,773,350,000 46,381,790,000 44,990,230,000
Revised CAR 10.29% 10.02% 9.75%
Fall in CAR (% age points) 0.53% 0.80% 1.08%
6. Credit risk - Increase in NP 2016

Total NPLs 23,601,592,064
Total loan 616,418,912,766
NPL/Total Loan(%) 3.83%
Total capital 50,556,470,000
Increase in NPL 50,556,470,000
Increase in provision 50,556,470,000
Revised capital -
Revised risk weighted assets 416,655,950,000
Revised CAR 0
Fall in CAR (% age points) 10.82%
Revised NPL 74,158,062,064
Revised NPL (%) 12.03%
2016
Combined Credit Shock Minor Moderate Major
Total Tax Adjusted Provision (c 18,466,343,171 30,718,076,855 43,038,301,219
Revised Capital 32,090,126,829 19,838,393,145 7,518,168,781
Revised Risk Weighted Asset 448,746,076,829 436,494,343,145 424,174,118,781
Revised CAR 7.15% 4.54% 1.77%
Fall in CAR(%) 3.67% 6.28% 9.05%
Required 10% 10% 10%
2016 (1)
Loan Outstanding loan FSV Base for provision
Standard 572,356,659,974 0 4,584,126,238

SMA 20,460,660,728 0 257,283,762
Substandard 2,341,644,862 2,153,686,198 187,958,664
Doubtful 1,064,123,908 875,209,511 188,914,397
Bad & loss 20,195,823,294 18,866,355 20,176,956,939
Total Loan 616,418,912,766 3,047,762,064 25,395,240,000
2016 (2)
Required provision NPLs
Rate Amount Amount Weight
0% - 0
0% - 0
20% 37,591,733 2,341,644,862 9.9%
50% 94,457,199 1,064,123,908 4.5%
100% 20,176,956,939 20,195,823,294 85.6%
Total NPL 23,601,592,064 100%
Top 10 borrowers in Million ( 2016
10697.20
7229.00
3531.40
2000.00
4891.30
6965.00
6998.40
2358.80
6153.40
4837.90
Total (million) 55662.40
Total 55,662,400,000 55,662.40
9.03%
257,283,762
Cumulative Shock
Revised CAR (%) 2016 2015 2014
Minor 7.15% 8.34% 9.19%
Moderate 4.54% 5.82% 6.58%
Major 1.77% 3.10% 3.62%
Graphical View 12.00%

10.81%
10.00% 9.19%
8.34%
8.00%
7.15%
6.00%
4.00%
2.00%
0.00%
2016 2015 2014 2013
Year 2016
Level of Shock Minor Moderate Major
Fall in CAR 3.670% 6.276% 9.048%
Graphical View
10.000%
9.000% 9.048%
8.7
8.000%
7.000%
6.276% 6.049%
6.000%
5.000%
4.000%
3.670% 3.528%
3.000%
2.000%
1.000%
0.000%
Minor
Major
Minor
Major
Mode
Mode
rate
rate
2015
2016
1.000%
0.000%
Minor
Major
Minor
Major
Mode
Mode
rate
rate
2015
2016
Magnitude of shock Minor Moderate Major
Revised CAR (%) 1.15% 2.32% 3.53%
4.00%
3.53% 3.40%
3.50% 3.15%
3.00%
2.50% 2.32% 2.24%
2.08%
2.00%
1.50% 1.15%
1.10% 1.03%
1.00%
0.50%
0.00%
Major
Major
Major
Mode
Mino
Mino
Mode
Mode
Mino
rate
rate
rate
r
r
2016
2015
2014
Revised CAR (%)
2. Credit risk - Downward shif 2016

Fall in CAR 0.02% 0.03% 0.04%
0.12%
0.10%
0.08%
0.06%
0.04% 0.05%
0.04% 0.04%
0.03% 0.04%
0.03%
0.02% 0.02% 0.02% 0.02%
0.0
0.00% Minor
Minor
Minor
Major
Major
Major
Minor
Mode
Mode
Mode
rate
rate
rate
2016
2015
2014
Fall in CAR
3. Credir risk- fall in the FSV 2016

Fall in CAR 0.02% 0.03% 0.07%
Fall in CAR
0.80%
0.70%
0.60%
0.50%
0.40%
0.30%
Axis Title
0.20%
0.10%
0.00%
16 Moderate
15 Moderate
14Moderate
Minor
Major
Minor
Major
Minor
0.20%
0.10%
0.00%
2016 Moderate
2015 Moderate
2014Moderate
Minor
Major
Minor
Major
Minor
Revised CAR (%) 9.0% 8.0% 7.0%
14.0%
12.0%
10.2%
10.0% 9.0% 9.3%
8.0% 8.4%
8.0% 7.0%
6.0%
4.0%
2.0%
0.0%
Minor
Minor
Major
Major
Mode
Mode
rate
rate
2016
5. Credir risk - increase in N 2016 2015

Revised CAR 10.3% 10.0% 9.7%
Revised CAR
Revised CAR
13.
12.0%
11.3% 11.0% 11.6%
11.2%
10.7%
10.3% 10.0%
9.7%
Revised CAR
13.
12.0%
11.3% 11.0% 11.6%
11.2%
10.7%
10.3% 10.0%
9.7%
Major
Minor
Major
Major
Minor
Minor
2016 Moderate
2015 Moderate
2014 Moderate
6. Credit risk - Increase in NP 2016 2015 2014
Revised NPL (%) 12.03% 13.44% 15.40%
18.00%
16.00% 15.40% 14.80% 15.09%
14.00% 13.44%
12.03%
12.00%
10.00%
8.00%
6.00%
4.00%
2.00%
0.00%
2016 2015 2014 2013 2012
Revised NPL (%)

Year 2016
Revised Capital 32,090,126,829 19,838,393,145 7,518,168,781
Revised CAR 7.15% 4.54% 1.77%
Fall in CAR(%) 3.67% 6.28% 9.05%
Year 2015
Revised Capital 32,907,424,918 22,345,704,824 11,570,620,403
Revised CAR 8.34% 5.82% 3.10%
Fall in CAR(%) 3.53% 6.05% 8.77%
Year 2014
Revised Capital 33,402,621,915 23,249,978,112 12,405,385,227
Revised CAR 9.19% 6.58% 3.62%
Fall in CAR(%) 3.64% 6.25% 9.20%
Year 2013
Revised Capital 33,186,320,195 24,884,068,486 16,157,484,111
Revised CAR 10.81% 8.33% 5.57%
Fall in CAR(%) 3.42% 5.89% 8.65%
Year 2012
Revised Capital 30,251,435,017 22,228,089,111 13,624,066,565
Revised CAR 10.09% 7.62% 4.81%
Fall in CAR(%) 3.41% 5.88% 8.69%
2013 2012
45,412,000,000 42,053,160,000
319,215,900,000 311,511,600,000
14.23% 13.50%
2015 2014
1% 2% 3% 1% 2%
530,194,502,716 530,194,502,716 530,194,502,716 463,475,467,466 463,475,467,466
507,653,262,897 507,653,262,897 507,653,262,897 440,668,229,288 440,668,229,288
22,541,239,819 22,541,239,819 22,541,239,819 22,807,238,178 22,807,238,178
4.25% 4.25% 4.25% 4.92% 4.92%
5,076,532,629 10,153,065,258 15,229,597,887 4,406,682,293 8,813,364,586
5,076,532,629 10,153,065,258 15,229,597,887 4,406,682,293 8,813,364,586
43,625,017,371 38,548,484,742 33,471,952,113 44,163,177,707 39,756,495,414
405,255,747,371 400,179,214,742 395,102,682,113 374,336,037,707 369,929,355,414
10.76% 9.63% 8.47% 11.80% 10.75%
27,617,772,448 32,694,305,077 37,770,837,706 27,213,920,471 31,620,602,764
5.21% 6.17% 7.12% 5.87% 6.82%
1.10% 2.24% 3.40% 1.03% 2.08%
2015 2014
50% 80% 100% 50% 80%
3,975,349,000 3,975,349,000 3,975,349,000 3,431,119,000 3,431,119,000
194,361,000 194,361,000 194,361,000 194,361,000 194,361,000
101,045,936 101,045,936 101,045,936 101,045,936 101,045,936
255,809,525 255,809,525 255,809,525 255,809,525 255,809,525
17,394,634,539 17,394,634,539 17,394,634,539 12,997,864,539 12,997,864,539
0% 0% 0% 0% 0%
0% 0% 0% 0% 0%
20% 20% 20% 20% 20%
50% 50% 50% 50% 50%
100% 100% 100% 100% 100%
17,542,748,489 17,542,748,489 17,542,748,489 13,145,978,489 13,145,978,489
17,641,293,860 17,700,421,083 17,739,839,232 13,244,523,860 13,303,651,083
98,545,372 157,672,595 197,090,743 98,545,372 157,672,595
98,545,372 157,672,595 197,090,743 98,545,372 157,672,595
48,603,004,628 48,543,877,405 48,504,459,257 48,471,314,628 48,412,187,405
410,233,734,628 410,174,607,405 410,135,189,257 378,644,174,628 378,585,047,405
11.85% 11.83% 11.83% 12.80% 12.79%
0.02% 0.03% 0.04% 0.02% 0.04%
2015 2014
10% 20% 40% 10% 20%
4,789,749,819 4,789,749,819 4,789,749,819 9,452,518,178 9,452,518,178
2,330,734,018 2,330,734,018 2,330,734,018 7,116,581,555 7,116,581,555
233,073,402 466,146,804 932,293,607 711,658,156 1,423,316,311
233,073,402 466,146,804 932,293,607 711,658,156 1,423,316,311
48,468,476,598 48,235,403,196 47,769,256,393 47,858,201,844 47,146,543,689
410,099,206,598 409,866,133,196 409,399,986,393 378,031,061,844 377,319,403,689
11.82% 11.77% 11.67% 12.66% 12.50%
0.05% 0.10% 0.20% 0.16% 0.33%
2015 2014
5% 7.50% 10% 5% 7.50%
153,812,673,599 153,812,673,599 153,812,673,599 129,544,045,291 129,544,045,291
7,690,633,680 11,535,950,520 15,381,267,360 6,477,202,265 9,715,803,397
7,690,633,680 11,535,950,520 15,381,267,360 6,477,202,265 9,715,803,397
7,690,633,680 11,535,950,520 15,381,267,360 6,477,202,265 9,715,803,397
41,010,916,320 37,165,599,480 33,320,282,640 42,092,657,735 38,854,056,603
402,641,646,320 398,796,329,480 394,951,012,640 372,265,517,735 369,026,916,603
10.2% 9.3% 8.4% 11.3% 10.5%
1.68% 2.55% 3.43% 1.52% 2.30%
2015 2014
5% 7.50% 10% 5% 7.50%
53,906,800,000 53,906,800,000 53,906,800,000 69,463,000,000 69,463,000,000
2,695,340,000 4,043,010,000 5,390,680,000 3,473,150,000 5,209,725,000
2,695,340,000 4,043,010,000 5,390,680,000 3,473,150,000 5,209,725,000
2,695,340,000 4,043,010,000 5,390,680,000 3,473,150,000 5,209,725,000
46,006,210,000 44,658,540,000 43,310,870,000 45,096,710,000 43,360,135,000
407,636,940,000 406,289,270,000 404,941,600,000 375,269,570,000 373,532,995,000
11.29% 10.99% 10.70% 12.02% 11.61%
0.58% 0.88% 1.17% 0.81% 1.22%
2015 2014
22,541,239,819 22,807,238,178
530,194,502,716 463,475,467,466
4.25% 4.92%
48,701,550,000 48,569,860,000
48,701,550,000 48,569,860,000
48,701,550,000 48,569,860,000
- -
361,630,730,000 330,172,860,000
0 0
11.87% 12.82%
71,242,789,819 71,377,098,178
13.44% 15.40%
2015 2014
15,794,125,082 26,355,845,176 37,130,929,597 15,167,238,085 25,319,881,888
32,907,424,918 22,345,704,824 11,570,620,403 33,402,621,915 23,249,978,112
394,538,154,918 383,976,434,824 373,201,350,403 363,575,481,915 353,422,838,112
8.34% 5.82% 3.10% 9.19% 6.58%
3.53% 6.05% 8.77% 3.64% 6.25%
10% 10% 10% 10% 10%
2015 (1) 2014 (1)
Outstanding loan FSV Base for provision Outstanding loan FSV
490,091,826,375 0 3,975,349,000 424,231,589,013 0

17,561,436,522 0 194,361,000 16,436,640,275 0
1,839,659,677 1,738,613,741 101,045,936 2,235,222,352 2,134,176,416
2,392,059,142 2,136,249,617 255,809,525 1,513,000,505 1,257,190,980
18,309,521,000 914,886,461 17,394,634,539 19,059,015,321 6,061,150,782
530,194,502,716 4,789,749,819 21,921,200,000 463,475,467,466 9,452,518,178
2015 (2) 2014 (2)
NPLs NPLs
Amount Amount Weight Amount Amount
- 0 - 0
- 0 - 0
20,209,187 1,839,659,677 8.2% 20,209,187 2,235,222,352
127,904,763 2,392,059,142 10.6% 127,904,763 1,513,000,505
17,394,634,539 18,309,521,000 81.2% 12,997,864,539 19,059,015,321
Total NPL 22,541,239,819 100% Total NPL 22,807,238,178
2015 2014
11689.40 13507.00
3760.80 14378.00
3700.50 6594.00
2812.30 5755.00
5185.10 4020.00
7000.00 5715.00
3008.10 4968.00
6351.10 5223.00
5462.10 3135.00
4937.40 6168.00
53906.80 69463.00
53,906,800,000 69,463,000,000
2013 2012
10.81% 10.09%
8.33% 7.62%
5.57% 4.81%
10.81%
10.09%
9.19%
Minor
Moderate
Major
2014 2013 2012
2015 2014
3.528% 6.049% 8.768% 3.637% 6.245%
9.048% 9.203%
8.768% 8.654% 8.687%
76% 6.049% 6.245%

5.895% 5.879%
3.528% 3.637% 3.416% 3.406%

Minor
Major
Minor
Major
Minor
Major
Minor
Major
Major
Mode
Mode
Mode
Mode
rate
rate
rate
rate
2015
2014
2013
2012
Minor
Major
Minor
Major
Minor
Major
Minor
Major
Major
Mode
Mode
Mode
Mode
rate
rate
rate
rate
2015
2014
2013
2012
Fall in CAR
2015 2014
1.10% 2.24% 3.40% 1.03% 2.08%
3.40% 3.29%
3.15% 3.10%
2.08% 2.16% 2.04%
1.03% 1.07% 1.01%

Major
Major
Major
Major
Mode
Mode
Mino
Mino
Mode
Mino
rate
rate
rate
r
r
2014
2013
2012
Revised CAR (%)
2015 2014
0.02% 0.03% 0.04% 0.02% 0.04%
4%
15 Moderate Minor
0.02%
Major
Mode
2014
rate
Fall in CAR
0.04%
Minor Major
0.05%
Minor
0.05%
Fall in CAR
14Moderate Minor
0.02%
Mode
Major
2013
rate
0.03%
2015
Major
0.10%
Minor
Moderate
0.03%
Minor
13Moderate
0.05%
Mode
2012
rate
Major
0.20%
Major
0.09%
Major
Minor
0.11%
12Moderate
Major
0.16%
Minor
2014
0.33%
Moderate
2015 Moderate
2014Moderate
2013Moderate
2012Moderate
Major
Major
Major
Major
Minor
Minor
Minor
2015 2014
10.2% 9.3% 8.4% 11.3% 10.5%
12.5%
11.6% 12.0%
11.3% 11.2%
10.5% 10.7% 10.5%
10.2% 9.7%
9.3%
8.4%
.0%
Minor
Minor
Major
Major
Major
Minor
Major
Minor
Major
Mode
Mode
Mode
Mode
rate
rate
rate
rate
2015
2014
2013
2012
Revised CAR (%)
2015 2014
11.3% 11.0% 10.7% 12.0% 11.6%
Revised CAR
Revised CAR
13.8% 13.6%
13.4%
12.9% 12.6%
12.0% 12.3%
11.6%
11.2%
.7%
Revised CAR
13.8% 13.6%
13.4%
12.9% 12.6%
12.0% 12.3%
11.6%
11.2%
.7%
Major
Major
Major
Major
Minor
Minor
Minor
2014 Moderate
2013 Moderate
2012 Moderate
2013 2012
14.80% 15.09%
80% 15.09%
013 2012
14 2013
3% 1% 2% 3%
463,475,467,466 407,804,555,430 407,804,555,430 407,804,555,430
440,668,229,288 392,862,654,783 392,862,654,783 392,862,654,783
22,807,238,178 14,941,900,647 14,941,900,647 14,941,900,647
4.92% 3.66% 3.66% 3.66%
13,220,046,879 3,928,626,548 7,857,253,096 11,785,879,643
13,220,046,879 3,928,626,548 7,857,253,096 11,785,879,643
35,349,813,121 41,483,373,452 37,554,746,904 33,626,120,357
365,522,673,121 315,287,273,452 311,358,646,904 307,430,020,357
9.67% 13.16% 12.06% 10.94%
36,027,285,057 18,870,527,195 22,799,153,743 26,727,780,290
7.77% 4.63% 5.59% 6.55%
3.15% 1.07% 2.16% 3.29%
14 2013
100% 50% 80% 100%
3,431,119,000 3,203,673,000 3,203,673,000 3,203,673,000
194,361,000 167,927,000 167,927,000 167,927,000
101,045,936 130,347,000 130,347,000 130,347,000
255,809,525 113,265,000 113,265,000 113,265,000
12,997,864,539 8,794,188,000 8,794,188,000 8,794,188,000
0% 0% 0% 0%
0% 0% 0% 0%
20% 20% 20% 20%
50% 50% 50% 50%
100% 100% 100% 100%
13,145,978,489 8,876,889,900 8,876,889,900 8,876,889,900
13,343,069,232 8,941,550,900 8,980,347,500 9,006,211,900
197,090,743 64,661,000 103,457,600 129,322,000
197,090,743 64,661,000 103,457,600 129,322,000
48,372,769,257 45,347,339,000 45,308,542,400 45,282,678,000
378,545,629,257 319,151,239,000 319,112,442,400 319,086,578,000
12.78% 14.21% 14.20% 14.19%
0.05% 0.02% 0.03% 0.03%
14 2013
40% 10% 20% 40%
9,452,518,178 5,904,100,647 5,904,100,647 5,904,100,647
7,116,581,555 4,372,648,660 4,372,648,660 4,372,648,660
2,846,632,622 437,264,866 874,529,732 1,749,059,464
2,846,632,622 437,264,866 874,529,732 1,749,059,464
45,723,227,378 44,974,735,134 44,537,470,268 43,662,940,536
375,896,087,378 318,778,635,134 318,341,370,268 317,466,840,536
12.16% 14.11% 13.99% 13.75%
0.66% 0.12% 0.24% 0.47%
14 2013
10% 5% 7.50% 10%
129,544,045,291 125,788,547,816 125,788,547,816 125,788,547,816
12,954,404,529 6,289,427,391 9,434,141,086 12,578,854,782
12,954,404,529 6,289,427,391 9,434,141,086 12,578,854,782
12,954,404,529 6,289,427,391 9,434,141,086 12,578,854,782
35,615,455,471 39,122,572,609 35,977,858,914 32,833,145,218
365,788,315,471 312,926,472,609 309,781,758,914 306,637,045,218
9.7% 12.5% 11.6% 10.7%
3.09% 1.72% 2.61% 3.52%
14 2013
10% 5% 7.50% 10%
69,463,000,000 30,114,000,000 30,114,000,000 30,114,000,000
6,946,300,000 1,505,700,000 2,258,550,000 3,011,400,000
6,946,300,000 1,505,700,000 2,258,550,000 3,011,400,000
6,946,300,000 1,505,700,000 2,258,550,000 3,011,400,000
41,623,560,000 43,906,300,000 43,153,450,000 42,400,600,000
371,796,420,000 317,710,200,000 316,957,350,000 316,204,500,000
11.20% 13.82% 13.61% 13.41%
1.63% 0.41% 0.61% 0.82%
2013
14,941,900,647
407,804,555,430
3.66%
45,412,000,000
45,412,000,000
45,412,000,000
-
273,803,900,000
0
14.23%
60,353,900,647
14.80%
14 2013
Major Minor Moderate Major
36,164,474,773 12,225,679,805 20,527,931,514 29,254,515,889
12,405,385,227 33,186,320,195 24,884,068,486 16,157,484,111
342,578,245,227 306,990,220,195 298,687,968,486 289,961,384,111
3.62% 10.81% 8.33% 5.57%
9.20% 3.42% 5.89% 8.65%
10% 10% 10% 10%
4 (1) 2013 (1)
Base for provision Outstanding loan FSV Base for provision
3,431,119,000 376,148,939,514 0 3,203,673,000

194,361,000 16,713,715,269 0 167,927,000
101,045,936 1,707,265,721 1,576,918,721 130,347,000
255,809,525 653,099,020 539,834,020 113,265,000
12,997,864,539 12,581,535,906 3,787,347,906 8,794,188,000
16,980,200,000 407,804,555,430 5,904,100,647 12,409,400,000
4 (2) 2013 (2)
NPLs
Weight Amount Amount Weight
- 0
- 0
9.8% 26,069,400 1,707,265,721 11.4%
6.6% 56,632,500 653,099,020 4.4%
83.6% 8,794,188,000 12,581,535,906 84.2%
100% Total NPL 14,941,900,647 100%
2013
5563.00
2118.00
4476.00
4128.00
926.00
4798.00
4391.00
3714.00
30114.00
30,114,000,000
14 2013
9.203% 3.416% 5.895% 8.654%
14 2013
3.15% 1.07% 2.16% 3.288%
14 2013
0.05% 0.02% 0.03% 0.03%
14 2013
0.66% 0.12% 0.24% 0.47%
14 2013
9.7% 12.5% 11.6% 10.7%
14 2013
11.2% 13.8% 13.6% 13.4%
2012
1% 2% 3%
372,920,722,887 372,920,722,887 372,920,722,887
358,707,922,887 358,707,922,887 358,707,922,887
14,212,800,000 14,212,800,000 14,212,800,000
3.81% 3.81% 3.81%
3,587,079,229 7,174,158,458 10,761,237,687
3,587,079,229 7,174,158,458 10,761,237,687
38,466,080,771 34,879,001,542 31,291,922,313
307,924,520,771 304,337,441,542 300,750,362,313
12.49% 11.46% 10.40%
17,799,879,229 21,386,958,458 24,974,037,687
4.77% 5.73% 6.70%
1.01% 2.04% 3.10%
2012
50% 80% 100%
4,307,754,000 4,307,754,000 4,307,754,000
728,596,000 728,596,000 728,596,000
234,152,000 234,152,000 234,152,000
340,180,000 340,180,000 340,180,000
5,480,018,000 5,480,018,000 5,480,018,000
0% 0% 0%
0% 0% 0%
20% 20% 20%
50% 50% 50%
100% 100% 100%
5,696,938,400 5,696,938,400 5,696,938,400
5,889,965,800 6,005,782,240 6,082,993,200
193,027,400 308,843,840 386,054,800
193,027,400 308,843,840 386,054,800
41,860,132,600 41,744,316,160 41,667,105,200
311,318,572,600 311,202,756,160 311,125,545,200
13.45% 13.41% 13.39%
0.05% 0.09% 0.11%
2012
10% 20% 40%
8,158,450,000 8,158,450,000 8,158,450,000
6,192,821,200 6,192,821,200 6,192,821,200
619,282,120 1,238,564,240 2,477,128,480
619,282,120 1,238,564,240 2,477,128,480
41,433,877,880 40,814,595,760 39,576,031,520
310,892,317,880 310,273,035,760 309,034,471,520
13.33% 13.15% 12.81%
0.17% 0.35% 0.69%
2012
5% 7.50% 10%
105,786,724,685 105,786,724,685 105,786,724,685
5,289,336,234 7,934,004,351 10,578,672,469
5,289,336,234 7,934,004,351 10,578,672,469
5,289,336,234 7,934,004,351 10,578,672,469
36,763,823,766 34,119,155,649 31,474,487,532
306,222,263,766 303,577,595,649 300,932,927,532
12.0% 11.2% 10.5%
1.49% 2.26% 3.04%
2012
5% 7.50% 10%
42,260,000,000 42,260,000,000 42,260,000,000
2,113,000,000 3,169,500,000 4,226,000,000
2,113,000,000 3,169,500,000 4,226,000,000
2,113,000,000 3,169,500,000 4,226,000,000
39,940,160,000 38,883,660,000 37,827,160,000
309,398,600,000 308,342,100,000 307,285,600,000
12.91% 12.61% 12.31%
0.59% 0.89% 1.19%
2012
14,212,800,000
372,920,722,887
3.81%
42,053,160,000
42,053,160,000
42,053,160,000
-
269,458,440,000
0
13.50%
56,265,960,000
15.09%
2012
11,801,724,983 19,825,070,889 28,429,093,435
30,251,435,017 22,228,089,111 13,624,066,565
299,709,875,017 291,686,529,111 283,082,506,565
10.09% 7.62% 4.81%
3.41% 5.88% 8.69%
10% 10% 10%
2012 (1)
Outstanding loan FSV Base for provision
342,136,151,887 0 4,307,754,000
16,571,771,000 0 728,596,000
2,094,313,000 1,860,161,000 234,152,000
1,295,180,000 955,000,000 340,180,000
10,823,307,000 5,343,289,000 5,480,018,000
372,920,722,887 8,158,450,000 11,090,700,000
2012 (2)
NPLs
Amount Amount Weight
- 0
- 0
46,830,400 2,094,313,000 14.7%
170,090,000 1,295,180,000 9.1%
5,480,018,000 10,823,307,000 76.2%
Total NPL 14,212,800,000 100%
2012
5968.80
6377.10
3410.00
3988.20
3846.60
3789.00
3529.90
4395.80
4391.40
2563.20
42260.00
42,260,000,000
2012
3.406% 5.879% 8.687%
2012
1.008% 2.039% 3.095%
2012
0.05% 0.09% 0.11%
2012
0.17% 0.35% 0.69%
2012
12.0% 11.2% 10.5%
2012
12.9% 12.6% 12.3%
Year 2016 2015 2014
RWA (Risk Weighted Asset 467,212,420,000 410,332,280,000 378,742,720,000
CAR (Capital Adequacy ra 10.82% 11.87% 12.82%
Year 2016
Fall in stock price Scenario 1 Scenario 2 Scenario 3
Total exposure in stock mar 2,706,619,497 2,706,619,497 2,706,619,497
Fall in the sock prices 270,661,950 541,323,899 1,082,647,799
Tax adjusted loss 162,397,170 324,794,340 649,588,679
Revised capital 50,394,072,830 50,231,675,660 49,906,881,321
Revised CAR 10.7899% 10.7588% 10.6967%
Fall in CAR 0.0310% 0.0620% 0.1242%
Market Exposure in Stock Market

2016 2,706,619,497
2015 45,279,570
2014 15,655,126
2013 7582198
2012 0
Quoted+Mutual+NIT+Subsidiry-Unquoted
Year 2016
Level of Shock Minor Moderate Major
Fall in CAR 0.03101% 0.06204% 0.12416%
Year
Level of Shock
Fall in CAR
Graphical View
Graphical View
Fall in CAR
0.14000%
0.12000%
0.10000%
0.08000% Fall in CAR
0.06000%
0.04000%
0.02000%
0.00000%
2016
0.04000%
0.02000%
0.00000%
2016
2013 2012
45,412,000,000 42,053,160,000
319,215,900,000 311,511,600,000
14.23% 13.50%
2015 2014
Scenario 1 Scenario 2 Scenario 3 Scenario 1
10% 20% 40% 10%
45,279,570 45,279,570 45,279,570 15,655,126
4,527,957 9,055,914 18,111,828 1,565,513
2,716,774 5,433,548 10,867,097 939,308
48,698,833,226 48,696,116,452 48,690,682,903 48,568,920,692
410,329,563,226 410,326,846,452 410,321,412,903 378,741,780,692
11.8682% 11.8676% 11.8665% 12.8238%
0.0006% 0.0012% 0.0023% 0.0002%
2015 2014
0.00058% 0.00117% 0.00233% 0.00022%
2015 2014
0.00058% 0.00117% 0.00233% 0.00022%
Fall in CAR
0.00250%
0.00200%
0.00150%
0.00100%
Fall in CAR
0.00050%
0.00000%
2015Moderate
2014Moderate
2013Moderate
Minor
Minor
Major
Minor
Major
Major
0.00000%
0.00050%
Minor
2015 Moderate
Major
Minor
2014 Moderate
Major
Minor
2013Moderate
Major
2014 2013
Scenario 2 Scenario 3 Scenario 1 Scenario 2 Scenario 3
20% 40% 10% 20% 40%
15,655,126 15,655,126 7,582,198 7,582,198 7,582,198
3,131,025 6,262,050 758,220 1,516,440 3,032,879
1,878,615 3,757,230 454,932 909,864 1,819,728
48,567,981,385 48,566,102,770 45,411,545,068 45,411,090,136 45,410,180,272
378,740,841,385 378,738,962,770 319,215,445,068 319,214,990,136 319,214,080,272
12.8235% 12.8231% 14.2260% 14.2259% 14.2256%
0.0004% 0.0009% 0.0001% 0.0002% 0.0005%
2014 2013
0.00043% 0.00086% 0.00012% 0.00024% 0.00049%
2014 2013
0.00043% 0.00086% 0.00012% 0.00024% 0.00049%
Fall in CAR
2013Moderate
Major
2013Moderate
Major
2012
Scenario 1 Scenario 2 Scenario 3
10% 20% 40%
- - -
- - -
- - -
42,053,160,000 42,053,160,000 42,053,160,000
311,511,600,000 311,511,600,000 311,511,600,000
13.4997% 13.4997% 13.4997%
0.0% 0.0% 0.0%
2012
0.00000% 0.00000% 0.00000%
2012
0.00000% 0.00000% 0.00000%
Year 2016 2015 2014
RWA (Risk Weighted Assets) 467,212,420,000 410,332,280,000 378,742,720,000
CAR (Capital Adequacy ratio) 10.82% 11.87% 12.82%
Year 2016
Fall in liquid assets/ liabilities Minor Moderate Major
Total liquid assets 487,917,464,851 487,917,464,851 487,917,464,851
Total liquid liabilities 427,635,314,962 427,635,314,962 427,635,314,962
Liquidity ratio 114.10% 114.10% 114.10%
Fall in liquid liabilities 42,763,531,496 85,527,062,992 128,290,594,489
Revised Liquid assets 445,153,933,355 402,390,401,859 359,626,870,362
Revised liquid liabilities 384,871,783,466 342,108,251,970 299,344,720,473
Revised liquidity ratio 115.66% 117.62% 120.14%
Fall in liquidity ratio -1.57% -3.52% -6.04%
2016 2015 2014

i) Cash 71,455,041,556 55,256,075,599 46,219,359,426
ii) Balance with other banks and FI 27,969,527,234 19,766,322,649 20,199,350,245
ment with banks & other financial institutions 3,000,000,000 3,000,000,000 2,000,000,000
iv) Investments 385,382,578,291 328,358,588,815 278,154,144,019
v) Govt. Securities (within one year) 110,317,770 82,757,770 117,777,770
Total Liquid Assets 487,917,464,851 406,463,744,833 346,690,631,460
ent from banks & other financial institutions 16,920,973,000 17,766,330,139 7,657,500,743
ii) Deposits 410,714,341,962 380,274,726,214 356,260,007,074
Total Liquid Liabilities 427,635,314,962 398,041,056,353 363,917,507,817
Year 2016 2015 2014

Liquidity Ratio 114.10% 102.12% 95.27%
Graphical View
120.00%
115.00% 114.10%
110.00%
105.00%
102.
100.00%
95.00%
110.00%
105.00%
102.
100.00%
95.00%
90.00%
85.00%
2016 20
Year 2016
Fall in liquid assets/ liabilities Minor Moderate Major
Fall in liquidity ratio -1.57% -3.52% -6.04%
Graphical View 3.00%
2.00%
1.00%
0.00%
Minor
Minor
Major
Mode
rate
-1.00%
2016
-2.00%
-3.00%
-4.00%
-5.00%
-6.00%
-7.00%
2013 2012
45,412,000,000 42,053,160,000
319,215,900,000 311,511,600,000
14.23% 13.50%
2015 2014
10% 20% 30% 10%
406,463,744,833 406,463,744,833 406,463,744,833 346,690,631,460
398,041,056,353 398,041,056,353 398,041,056,353 363,917,507,817
102.12% 102.12% 102.12% 95.27%
39,804,105,635 79,608,211,271 119,412,316,906 36,391,750,782
366,659,639,198 326,855,533,562 287,051,427,927 310,298,880,678
358,236,950,718 318,432,845,082 278,628,739,447 327,525,757,035
102.35% 102.65% 103.02% 94.74%
-0.24% -0.53% -0.91% 0.53%
2013 2012
44,291,514,939 41,774,009,647
12,327,320,344 23,048,348,207
- -
252,354,395,284 213,175,483,257
98,877,770 70,977,770
309,072,108,337 278,068,818,881
- -
302,004,034,558 253,916,525,977
302,004,034,558 253,916,525,977
2013 2012
102.34% 109.51%
Liquidity Ratio
114.10%
109.51%
102.12% 102.34% Liquidity Ratio
95.27%
109.51%
102.12% 102.34% Liquidity Ratio
95.27%
2016 2015 2014 2013 2012
2015 2014
-0.24% -0.53% -0.91% 0.53%
Minor
Minor
Major
Major
Major
Minor
Major
Minor
Major
Mode
Mode
Mode
Mode
rate
rate
rate
rate
rate
2016
2015
2014
2013
2012
Fall in liquidity ratio

2014 2013
20% 30% 10% 20% 30%
346,690,631,460 346,690,631,460 309,072,108,337 309,072,108,337 309,072,108,337
363,917,507,817 363,917,507,817 302,004,034,558 302,004,034,558 302,004,034,558
95.27% 95.27% 102.34% 102.34% 102.34%
72,783,501,563 109,175,252,345 30,200,403,456 60,400,806,912 90,601,210,367
273,907,129,897 237,515,379,115 278,871,704,881 248,671,301,425 218,470,897,970
291,134,006,254 254,742,255,472 271,803,631,102 241,603,227,646 211,402,824,191
94.08% 93.24% 102.60% 102.93% 103.34%
1.18% 2.03% -0.26% -0.59% -1.00%
Liquidity Ratio
Liquidity Ratio
2014 2013
1.18% 2.03% -0.26% -0.59% -1.00%
Major
Minor
Major
Mode
rate
2012
2012
10% 20% 30%
278,068,818,881 278,068,818,881 278,068,818,881
253,916,525,977 253,916,525,977 253,916,525,977
109.51% 109.51% 109.51%
25,391,652,598 50,783,305,195 76,174,957,793
252,677,166,283 227,285,513,686 201,893,861,088
228,524,873,379 203,133,220,782 177,741,568,184
110.57% 111.89% 113.59%
-1.06% -2.38% -4.08%
2012
-1.06% -2.38% -4.08%
2016
Not more than _x000D_1 month
Particulars 1-3 months term
term
TOTAL OUTFLOWS (A) 116,200,038,665 140,311,602,218
TOTAL INFLOWS (B) 134,574,744,106 156,666,087,120
MISMATCH 18,374,705,441 16,354,484,902
MISMATCH (%) 15.81% 11.66%
cumulative mismatch 18,374,705,441 34,729,190,343
F. CUMULATIVE COUNTER BALAN 120,520,976,769 136,875,461,671
Shock of 5%
TOTAL OUTFLOWS (A) 123,215,618,776 142,868,457,137
TOTAL INFLOWS (B) 127,846,006,901 155,561,519,969
MISMATCH 4,630,388,125 12,693,062,832
MISMATCH (%) 3.76% 8.88%
cumulative mismatch 4,630,388,125 17,323,450,957
cumulative counter balancing ability 106,776,659,453 119,469,722,285
Shock of 7%
TOTAL OUTFLOWS (A) 126,021,850,820 143,891,199,105
TOTAL INFLOWS (B) 125,154,512,019 155,119,693,109
MISMATCH (867,338,802) 11,228,494,004
MISMATCH (%) -0.69% 7.80%
cumulative mismatch (867,338,802) 10,361,155,203
Shock of 10%
TOTAL OUTFLOWS (A) 130,231,198,887 145,425,312,056
TOTAL INFLOWS (B) 121,117,269,695 154,456,952,819
MISMATCH (9,113,929,191) 9,031,640,763
MISMATCH (%) -7.00% 6.21%
cumulative mismatch (9,113,929,191) (82,288,429)
Summary Minor 5%
Gap during 1-90 day time bucket 6.51%
Cumulative gap upto 1 year 6.49%
Subtotal
1st line of defense 84,849,568,790 42,424,784,395
2nd line of defense 298,607,434,664 59,721,486,933
Particulars 1st line of defense

Counter balancing capacity: Tk Sub total
2016 84,849,568,790 42,424,784,395
2015 63,297,398,248 31,648,699,124
2014 50,413,709,671 25,206,854,836
2013 50,598,835,283 25,299,417,642
2012 49,832,357,854 24,916,178,927
Current Scenario (1=Satisfactory; 2016

Negative Gap During 1-90 days time 1 1
Cumulative Gap up to 1 year 1 1
Counter balancing capacity up to 1 y 1 1
Overall Rating 1.1.1 1.1.1
Liquidity Risk 2016
Magnitude of shock Minor Moderate
5% 7%
Gap during 1-90 days time bucket 6.51% 3.84%
Cumulative gap upto 1 year 6.49% 5.05%
Counter balancing capacity up to 1 y 102,146,271,328 102,146,271,328
Liquidity Statement: Assets & Liabilities

Assets Up to 1 month 1-3 months
Cash in hand 12,685,186,392 -
Balance with other banks & FIs 16,544,527,234 11,255,000,000
Placement with banks and other finan - 3,000,000,000
Investments (in shares & securities) 26,884,210,279 25,610,000,000
General investments etc. 68,262,835,880 102,116,123,906
9,954,815,432 13,367,675,885
Fixed assets including premises, furn - -
Other assets 243,168,889 1,317,287,329
Non banking assets - -
Total assets (A) 134,574,744,106 156,666,087,120
Liabilities
Placement from banks and other finan - 2,754,563,000
Deposits 113,151,755,828 124,308,551,836
Other accounts - -
Provision & other liabilities 3,048,282,837 13,248,487,382
Deferred tax liability/ assets - -
Mudaraba perpetual bond - -
Total Liabilities 116,200,038,665 140,311,602,218
Net Liquidity Gap 18,374,705,441 16,354,484,902
Liquidity Risk 2016
Magnitude of shock Minor Moderate
Gap during 1-90 days time bucket 6.51% 3.84%
Cumulative gap upto 1 year 6.49% 5.05%
15.00%
Graphical View
10.00%
5.00%
0.00%
Minor
Minor
Major
Minor
Major
Minor
Major
Mode
Mode
Mode
Mode
rate
rate
rate
rate
2016
2015
2014
2013
-5.00%
-10.00%
Gap during 1-90 days time bucket Cumulative gap upto 1 y

Till now understanding …
First Line of Defense (SOD)
Second Line of Defense(short-term loan, commercial paper, bill discounting facility)
2016
3-12 months term 1-5 years term Above 5-years term
191,448,700,597 118,310,633,768 182,689,732,708

202,219,137,083 120,444,612,601 183,795,075,268
10,770,436,486 2,133,978,833 1,105,342,560
5.63% 1.80% 0.61%
45,499,626,829 47,633,605,662 48,738,948,222
147,645,898,157
187,791,797,256 121,529,588,715 173,555,246,073

199,941,484,585 124,533,338,825 180,627,552,135
12,149,687,329 3,003,750,110 7,072,306,062
6.47% 2.47% 4.07%
29,473,138,286 32,476,888,397 39,549,194,459
131,619,409,614
186,329,035,919 122,817,170,694 169,901,451,418

199,030,423,586 126,168,829,315 179,360,542,881
12,701,387,667 3,351,658,621 9,459,091,463
6.82% 2.73% 5.57%
23,062,542,869 26,414,201,490 35,873,292,953
125,208,814,197
184,134,893,914 124,748,543,662 164,420,759,437

197,663,832,087 128,622,065,049 177,460,029,001
13,528,938,173 3,873,521,387 13,039,269,564
7.35% 3.11% 7.93%
13,446,649,744 17,320,171,131 30,359,440,695
115,592,921,072
Moderate 7% Major 10%

3.84% -0.03%
5.05% 2.92%
2nd line of defense

Total
TK Sub total
298,607,434,664 59,721,486,933 102,146,271,328
254,850,806,470 50,970,161,294 82,618,860,418
224,635,644,007 44,927,128,801 70,133,983,637
183,464,240,817 36,692,848,163 61,992,265,805
186,975,964,476 37,395,192,895 62,311,371,822
1
1
1
1.1.1
2016
10% Rating Rating Rating
-0.03% 1 1 1
2.92% 1 1 1
102,146,271,328 1 1 1
Assets & Liabilities analysis 2016

3-12 months 1-5 years More than 5 years Total
- - 58,769,855,164 71,455,041,556
170,000,000 - - 27,969,527,234
- - - 3,000,000,000
2,570,000,000 2,049,412,742 3,215,263,770 60,328,886,791
183,003,258,420 115,378,803,044 109,311,144,859 578,072,166,109
15,024,255,340 - - 38,346,746,657
729,467,591 2,576,516,939 12,280,929,799 15,586,914,329
722,155,732 439,879,876 217,881,676 2,940,373,502
-
202,219,137,083 120,444,612,601 183,795,075,268 797,699,656,178
14,166,410,000 - - 16,920,973,000
173,254,034,298 116,440,203,650 154,197,703,780 681,352,249,392
- - - -
4,028,256,299 1,870,430,118 25,245,225,961 47,440,682,597
- - 246,802,967 246,802,967
- - 3,000,000,000 3,000,000,000
191,448,700,597 118,310,633,768 182,689,732,708 748,960,707,956
10,770,436,486 2,133,978,833 1,105,342,560 48,738,948,222
2015
-0.03% 6.58% 4.31% 0.99%
2.92% 7.15% 5.85% 3.92%
Minor
Major
Major
Major
Minor
Mode
Mode
Mode
rate
rate
rate
2014
2013
2012
cket Cumulative gap upto 1 year

2015
Not more than _x000D_1 month
1-3 months term 3-12 months term 1-5 years term
term
127,182,537,964 139,129,825,191 151,053,422,098 107,178,844,988
145,907,243,406 153,659,283,691 161,447,950,007 109,933,748,368
18,724,705,442 14,529,458,500 10,394,527,909 2,754,903,380
14.72% 10.44% 6.88% 2.57%
18,724,705,442 33,254,163,942 43,648,691,851 46,403,595,231
101,343,565,860 115,873,024,360 126,267,552,269
134,139,029,224 139,726,005,036 148,859,693,243 109,523,746,811

138,611,881,236 153,271,681,677 161,058,516,691 112,509,458,450
4,472,852,012 13,545,676,640 12,198,823,449 2,985,711,639
3.33% 9.69% 8.19% 2.73%
4,472,852,012 18,018,528,653 30,217,352,101 33,203,063,740
87,091,712,430 100,637,389,071 112,836,212,519
136,921,625,727 139,964,476,974 147,982,201,700 110,461,707,540

135,693,736,368 153,116,640,871 160,902,743,365 113,539,742,483
(1,227,889,360) 13,152,163,897 12,920,541,665 3,078,034,943
-0.90% 9.40% 8.73% 2.79%
(1,227,889,360) 11,924,274,537 24,844,816,201 27,922,851,144
81,390,971,058 94,543,134,955 107,463,676,619
141,095,520,483 140,322,184,882 146,665,964,387 111,868,648,634

131,316,519,065 152,884,079,663 160,669,083,375 115,085,168,532
(9,779,001,418) 12,561,894,781 14,003,118,988 3,216,519,898
-6.93% 8.95% 9.55% 2.88%
(9,779,001,418) 2,782,893,363 16,786,012,352 20,002,532,250
72,839,859,000 85,401,753,781 99,404,872,770
Minor 5% Moderate 7%
6.58% 4.31%
7.15% 5.85%
Subtotal
63,297,398,248 31,648,699,124
254,850,806,470 50,970,161,294
2015
1 1 1
1 1 1
1 1 1
1.1.1 1.1.1 1.1.1
2015
5% 7% 10% Rating
6.58% 4.31% 0.99% 1
7.15% 5.85% 3.92% 1
82,618,860,418 82,618,860,418 82,618,860,418 1

Up to 1 month 1-3 months 3-12 months 1-5 years
11,690,714,736 - - -
13,471,322,649 6,125,000,000 170,000,000 -
- 3,000,000,000 - -
39,338,915,569 47,860,000,000 8,450,000,000 700,000,000
71,762,607,487 82,939,457,431 137,251,322,603 106,267,162,619
9,450,946,060 12,690,491,610 14,263,763,624 -
- - 740,411,968 2,617,898,904
192,736,905 1,044,334,650 572,451,812 348,686,845
- -
145,907,243,406 153,659,283,691 161,447,950,007 109,933,748,368
14,363,362,996 869,506,935 2,533,460,208 -

109,919,107,672 125,666,183,243 144,689,435,299 105,399,714,284
- - - -
2,900,067,296 12,594,135,013 3,830,526,591 1,779,130,704
- - - -
- - - -
127,182,537,964 139,129,825,191 151,053,422,098 107,178,844,988
18,724,705,442 14,529,458,500 10,394,527,909 2,754,903,380
2014 2013
4.83% 2.22% -1.57% -2.70%
3.91% 2.55% 0.54% -1.23%
2014
15.00%
Not more than
Above 5-years term 1-3 months term
_x000D_1 month term
154,076,881,447
10.00% 99,923,063,877 122,682,701,922
154,872,899,225 111,522,625,597 137,139,832,688
796,017,778 11,599,561,720 14,457,130,766
5.00%
0.52% 11.61% 11.78%
Gap during 1-90 days time
47,199,613,009 11,599,561,720 bucket
26,056,692,486
Cumulative gap upto 1 year
0.00% 81,733,545,357 96,190,676,123
2016Moderate
2015Moderate
2014Moderate
2012Moderate
2013Moderate
Minor
Major
Minor
Minor
Major
Minor
Minor
Major
Major
Major
-5.00%
146,373,037,375 106,057,198,973 124,597,850,227
152,625,941,682 105,946,494,317 135,858,972,333
6,252,904,308
-10.00% (110,704,656) 11,261,122,107
4.27% -0.10% 9.04%
39,455,968,048 (110,704,656) 11,150,417,451
70,023,278,981 81,284,401,088
143,291,499,746 108,510,853,012 125,363,909,549

151,727,158,665 103,716,041,805 135,346,628,192
8,435,658,919 (4,794,811,206) 9,982,718,643
5.89% -4.42% 7.96%
36,358,510,063 (4,794,811,206) 5,187,907,437
65,339,172,431 75,321,891,074
138,669,193,302 112,191,334,069 126,512,998,531

150,378,984,139 100,370,363,037 134,578,111,979
11,709,790,837 (11,820,971,032) 8,065,113,447
8.44% -10.54% 6.37%
31,712,323,087 (11,820,971,032) (3,755,857,584)
70,797,889,386 78,863,002,834
Major 10% Minor 5%

0.99% 4.83%
3.92% 3.91%
Subtotal
50,413,709,671 25,206,854,836
224,635,644,007 44,927,128,801
2014
1 1
1 1
1 1
1.1.1 1.1.1
2014
Moderate Major Minor Moderate
Rating Rating 5% 7%
1 1 4.83% 2.22%
1 1 3.91% 2.55%
1 1 70,133,983,637 70,133,983,637
015 Assets & Liabilities analy

More than 5 years Total Up to 1 month 1-3 months
43,565,360,863 55,256,075,599 10,375,904,079 -
- 19,766,322,649 10,994,350,245 9,025,000,000
- 3,000,000,000 - 2,000,000,000
3,087,853,770 99,436,769,339 19,355,655,126 35,460,000,000
95,568,751,282 493,789,301,422 63,378,766,515 79,432,061,802
- 36,405,201,294 7,108,296,384 9,544,931,260
12,478,168,194 15,836,479,066 - -
172,765,116 2,330,975,328 309,653,248 1,677,839,626
- - -
154,872,899,225 725,821,124,697 111,522,625,597 137,139,832,688
- 17,766,330,139 4,254,533,600 869,506,935

129,684,769,537 615,359,210,035 92,716,058,878 108,991,484,445
- - - -
21,081,382,228 42,185,241,832 2,952,471,399 12,821,710,542
310,729,682 310,729,682 - -
3,000,000,000 3,000,000,000 - -
154,076,881,447 678,621,511,688 99,923,063,877 122,682,701,922
796,017,778 47,199,613,009 11,599,561,720 14,457,130,766
2013 2012
-5.23% -8.88% 11.79% 8.71%
-2.75% -4.99% 11.76% 9.97%
2014
3-12 months term 1-5 years term Above 5-years term
160,985,668,016 97,808,920,703 124,408,871,902

163,152,409,797 99,994,722,294 140,612,448,375
2,166,741,781 2,185,801,591 16,203,576,473
during 1-90 days time1.35% 2.23% 13.02%
et 28,223,434,267 30,409,235,858 46,612,812,331
ulative gap upto 1 year
98,357,417,904
157,826,830,650 99,138,918,263 118,188,428,307

161,851,780,942 103,152,606,669 138,581,562,071
4,024,950,291 4,013,688,406 20,393,133,764
2.55% 4.05% 17.25%
15,175,367,742 19,189,056,148 39,582,189,912
85,309,351,379
156,563,295,704 99,670,917,287 115,700,250,869

161,331,529,399 104,415,760,419 137,769,207,549
4,768,233,695 4,744,843,132 22,068,956,680
3.05% 4.76% 19.07%
9,956,141,132 14,700,984,264 36,769,940,945
80,090,124,769
154,667,993,285 100,468,915,823 111,967,984,712

160,551,152,086 106,310,491,044 136,550,675,767
5,883,158,801 5,841,575,221 24,582,691,055
3.80% 5.81% 21.96%
2,127,301,217 7,968,876,438 32,551,567,494
84,746,161,635

2.22% -1.57%
2.55% 0.54%
14
1
1
1
1.1.1
2014
10% Rating Rating Rating
-1.57% 1 1 1
0.54% 1 1 1
70,133,983,637 1 1 1

3-12 months 1-5 years More than 5 years Total
- - 35,843,455,347 46,219,359,426
180,000,000 - - 20,199,350,245
- - - 2,000,000,000
42,618,000,000 300,000,000 3,122,873,770 100,856,528,896
107,961,949,441 96,501,760,873 88,819,562,574 436,094,101,205
10,728,138,617 - - 27,381,366,261
744,614,312 2,632,757,271 12,548,990,333 15,926,361,916
919,707,427 560,204,150 277,566,351 3,744,970,802
-
163,152,409,797 99,994,722,294 140,612,448,375 652,422,038,751
2,533,460,208 - - 7,657,500,743
154,552,463,751 95,997,641,176 108,438,652,586 560,696,300,836
- - -
3,899,744,057 1,811,279,527 12,566,821,569 34,052,027,094
- - 403,397,747 403,397,747
- - 3,000,000,000 3,000,000,000
160,985,668,016 97,808,920,703 124,408,871,902 605,809,226,420
2,166,741,781 2,185,801,591 16,203,576,473 46,612,812,331
12
Major
4.27%
7.32%
2013
Not more than _x000D_1 month term 1-3 months term 3-12 months term
80,386,661,274 88,801,124,340 138,664,426,727

84,504,969,594 91,432,661,217 140,092,618,842
4,118,308,320 2,631,536,877 1,428,192,115
5.12% 2.96% 1.03%
4,118,308,320 6,749,845,197 8,178,037,312
66,110,574,125 68,742,111,002 70,170,303,117
84,826,717,491 91,294,289,459 136,746,455,985

80,279,721,114 91,086,276,636 137,659,620,961
(4,546,996,377) (208,012,824) 913,164,976
-5.36% -0.23% 0.67%
(4,546,996,377) (4,755,009,200) (3,841,844,225)
57,445,269,428 57,237,256,605 58,150,421,580
86,602,739,978 92,291,555,507 135,979,267,689

78,589,621,722 90,947,722,803 136,686,421,808
(8,013,118,255) (1,343,832,704) 707,154,120
-9.25% -1.46% 0.52%
(8,013,118,255) (9,356,950,959) (8,649,796,839)
53,979,147,550 52,635,314,846 53,342,468,966
89,266,773,708 93,787,454,579 134,828,485,244

76,054,472,635 90,739,892,055 135,226,623,080
(13,212,301,073) (3,047,562,524) 398,137,836
-14.80% -3.25% 0.30%
(13,212,301,073) (16,259,863,597) (15,861,725,761)
48,779,964,732 45,732,402,208 46,130,540,044
Minor 5% Moderate 7%
-2.70% -5.23%
-1.23% -2.75%
Subtotal
50,598,835,283 25,299,417,642
183,464,240,817 36,692,848,163
2013
1 1 1
1 1 1
1 1 1
1.1.1 1.1.1 1.1.1
2013
5% 7% 10%
-2.70% -5.23% -8.88%
-1.23% -2.75% -4.99%
61,992,265,805 61,992,265,805 61,992,265,805

Up to 1 month 1-3 months 3-12 months
11,418,521,031 - -
6,307,320,344 6,020,000,000 -
- - -
7,870,025,198 3,110,000,000 32,230,000,000
58,597,420,452 79,911,556,257 106,200,639,532
-
- - 736,244,555
311,682,569 2,391,104,960 925,734,755
- -
84,504,969,594 91,432,661,217 140,092,618,842
- - -
78,338,398,146 87,591,231,914 136,074,404,498
- - -
2,048,263,128 1,209,892,426 2,590,022,229
- - -
- - -
80,386,661,274 88,801,124,340 138,664,426,727
4,118,308,320 2,631,536,877 1,428,192,115
Not more than _x000D_1
1-5 years term Above 5-years term
month term
100,305,011,892 98,896,872,524 52,234,210,559
104,489,015,633 130,320,116,121 72,887,716,178
4,184,003,741 31,423,243,597 20,653,505,619
4.17% 31.77% 39.54%
12,362,041,053 43,785,284,650 20,653,505,619
82,964,877,441
100,234,604,924 93,952,028,898 56,566,043,733

106,269,195,793 129,028,561,097 69,243,330,369
6,034,590,870 35,076,532,199 12,677,286,636
6.02% 37.33% 22.41%
2,192,746,645 37,269,278,844 12,677,286,636
74,988,658,458
100,206,442,136 91,974,091,447 58,298,777,002

106,981,267,858 128,511,939,087 67,785,576,046
6,774,825,721 36,537,847,640 9,486,799,043
6.76% 39.73% 16.27%
(1,874,971,118) 34,662,876,522 9,486,799,043
71,798,170,865
100,164,197,955 89,007,185,272 60,897,876,907

108,049,375,954 127,737,006,072 65,598,944,560
7,885,177,999 38,729,820,801 4,701,067,654
7.87% 43.51% 7.72%
(7,976,547,763) 30,753,273,038 4,701,067,654
67,012,439,476
Major 10% Minor 5%

-8.88% 11.79%
-4.99% 11.76%
Subtotal
49,832,357,854
186,975,964,476
2012
1
1
1
1.1.1
3
Rating Rating Rating 5%
1 1 1 11.79%
1 1 1 11.76%
1 1 1 62,311,371,822
es analysis 2013 Asse

1-5 years More than 5 years Total Up to 1 month
- 32,872,993,908 44,291,514,939 6,308,271,684
- - 12,327,320,344 34,524,086,170
- - - -
20,980,000,000 3,021,373,770 67,211,398,968 54,700,000
81,825,115,535 80,269,823,654 406,804,555,430 31,791,392,460
1,120,024,635 13,876,539,399 15,732,808,589 -

563,875,463 279,385,390 4,471,783,137 209,265,864
- -
104,489,015,633 130,320,116,121 550,839,381,407 72,887,716,178
- - - -
91,796,376,897 79,340,543,576 473,140,955,031 50,491,777,908
- - -
8,508,634,995 16,362,194,907 30,719,007,685 1,742,432,651
- 194,134,041 194,134,041 -
- 3,000,000,000 3,000,000,000 -
100,305,011,892 98,896,872,524 507,054,096,757 52,234,210,559
4,184,003,741 31,423,243,597 43,785,284,650 20,653,505,619
2012
1-3 months term 3-12 months term 1-5 years term Above 5-years term
86,636,663,477 119,123,064,972 92,868,170,232 91,918,697,974

93,702,979,999 133,615,215,926 87,124,870,791 95,205,533,823
7,066,316,522 14,492,150,954 -5,743,299,441 3,286,835,849
8.16% 12.17% -6.18% 3.58%
27,719,822,141 42,211,973,095 36,468,673,654 39,755,509,503
90,031,193,963 104,523,344,917
88,260,983,552 117,810,320,235 92,820,696,619 87,322,763,075

92,662,216,808 131,619,604,130 89,449,388,048 94,801,500,671
4,401,233,256 13,809,283,895 (3,371,308,571) 7,478,737,596
4.99% 11.72% -3.63% 8.56%
17,078,519,892 30,887,803,787 27,516,495,216 34,995,232,812
79,389,891,715 93,199,175,609
88,910,711,582 117,285,222,340 92,801,707,174 85,484,389,116

92,245,911,532 130,821,359,411 90,379,194,950 94,639,887,411
3,335,199,950 13,536,137,071 (2,422,512,223) 9,155,498,295
3.75% 11.54% -2.61% 10.71%
12,821,998,993 26,358,136,064 23,935,623,840 33,091,122,135
75,133,370,815 88,669,507,886
89,885,303,627 116,497,575,498 92,773,223,006 82,726,828,177

91,621,453,617 129,623,992,333 91,773,905,305 94,397,467,520
1,736,149,990 13,126,416,835 (999,317,702) 11,670,639,343
1.93% 11.27% -1.08% 14.11%
6,437,217,644 19,563,634,479 18,564,316,778 30,234,956,121
68,748,589,466 81,875,006,301

8.71% 4.27%
9.97% 7.32%
Subtotal
24,916,178,927
37,395,192,895
2012
1 1
1 1
1 1
1.1.1 1.1.1
2012
7% 10% Rating Rating
8.71% 4.27% 1 1
9.97% 7.32% 1 1
62,311,371,822 62,311,371,822 1 1

1-3 months 3-12 months 1-5 years More than 5 years
- - - -
14,800,000,000 9,190,000,000 - -
- - - -
4,000,000,000 15,434,000,000 4,000,000,000 3,521,373,770
73,313,354,365 108,070,736,432 82,343,342,943 77,401,896,687
-
- 305,043,651 406,658,946 14,096,525,732
1,589,625,634 615,435,843 374,868,902 185,737,634
-
93,702,979,999 133,615,215,926 87,124,870,791 95,205,533,823
- - - -
86,118,226,950 117,306,521,119 86,900,534,735 77,027,081,533
- - -
518,436,527 1,816,543,853 5,967,635,497 11,653,385,449
- - - 238,230,992
- - - 3,000,000,000
86,636,663,477 119,123,064,972 92,868,170,232 91,918,697,974
7,066,316,522 14,492,150,954 (5,743,299,441) 3,286,835,849
Major
Rating
1
1
1
Total
6,308,271,684
58,514,086,170
-
27,010,073,770
372,920,722,887
14,808,228,329
2,974,933,877
-
482,536,316,717
-
417,844,142,245
-
21,698,433,977
238,230,992
3,000,000,000
442,780,807,214
39,755,509,503
Year 2016 2015 2014 2013
CAR at Different Minor Moderate Major Minor ModerateMajor Minor Moderate Major Minor
1.0 Interest Risk - 10.27% 9.72% 9.15% 11.42% 10.97% ### 12.34% 11.85% 11.36% ###
2.0 Exchange Rate10.74% 10.67% 10.59% 11.82% 11.77% ### 12.76% 12.69% 12.62% ###
3.1 Increase in NP 9.67% 8.50% 7.29% 10.76% 9.63% 8.47% 11.80% 10.75% 9.67% ###
3.2 Downward shif 10.80% 10.79% 10.78% 11.85% 11.83% ### 12.80% 12.79% 12.78% ###
3.3 Fall in the FSV 10.80% 10.79% 10.75% 11.82% 11.77% ### 12.66% 12.50% 12.16% ###
3.4 Increase in NPL 9.0% 8.0% 7.0% 10.2% 9.3% 8.4% 11.3% 10.5% 9.7% 12.5%
3.5 Increase in NP 10.29% 10.02% 9.75% 11.29% 10.99% ### 12.02% 11.61% 11.20% ###
4.0 Equity Price Ri10.79% 10.76% 10.70% 11.87% 11.87% ### 12.82% 12.82% 12.82% ###
5.0 Liquidity Sho 1.1.1 1.1.1 1.1.1 1.1.1 1.1.1 1.1.1 1.1.1 1.1.1 1.1.1 1.1.1
Risk Shocks in Str 2016

Risk Factor
CAR Zone Score CAR Zone Score CAR Zone Score
Weight 50% 30% 20%
1.0 Interest Risk - 10% 10.27% 80 9.72% 0 9.15% 0
2.0 Exchange Rate 10% 10.74% 80 10.67% 80 10.59% 80
3.1 Increase in NP 10% 9.67% 0 8.50% 0 7.29% 0
3.2 Downward shif 10% 10.80% 80 10.79% 80 10.78% 80
3.3 Fall in the FSV 5% 10.80% 80 10.79% 80 10.75% 80
3.4 Increase in NPL 15% 8.96% 0 8.00% 0 7.01% 0
3.5 Increase in NP 10% 10.29% 80 10.02% 80 9.75% 0
4.0 Equity Price Ri 10% 10.79% 80 10.76% 80 10.70% 80
5.0 Liquidity Sho 20% 1.1.1 100 1.1.1 100 1.1.1 100
VWAR 100% 64 56 48
Rating
CAR More than 12% 10%-12% Less than 10%

Rating 100%
G 80%
Y 0%
R
Chart T
12.00%
Year 2016 8.00%
CAR at Different Minor Moderate Major 4.00%
1.0 Interest Risk - 10.27% 9.72% 9.15% 0.00%
2.0 Exchange Rate10.74% 10.67% 10.59%
3.1 Increase in NP 9.67% 8.50% 7.29%
3.2 Downward shif 10.80% 10.79% 10.78%
3.3 Fall in the FSV 10.80% 10.79% 10.75%
2016 Minor Mo
3.4 Increase in NPL 8.96% 8.00% 7.01%
3.5 Increase in NP 10.29% 10.02% 9.75%
4.0 Equity Price Ri10.79% 10.76% 10.70%
5.0 Liquidity Sho 1.1.1 1.1.1 1.1.1 2016 Minor Mo
Chart Titl
Year 2015 12.00%

8.00%
CAR at Different Minor Moderate Major
4.00%
1.0 Interest Risk - 11.42% 10.97% 10.51% 0.00%
2.0 Exchange Rate11.82% 11.77% 11.72%
3.1 Increase in NP 10.76% 9.63% 8.47%
3.2 Downward shif 11.85% 11.83% 11.83%
3.3 Fall in the FSV 11.82% 11.77% 11.67%
3.4 Increase in NPL10.19% 9.32% 8.44%
3.5 Increase in NP 11.29% 10.99% 10.70%
4.0 Equity Price Ri11.87% 11.87% 11.87% 2015 Minor Moder
5.0 Liquidity Sho 1.1.1 1.1.1 1.1.1
Year 2014 Chart Title

CAR at Different Minor Moderate Major
12.00%
1.0 Interest Risk - 12.34% 11.85% 11.36% 8.00%
2.0 Exchange Rate12.76% 12.69% 12.62% 4.00%
3.1 Increase in NP 11.80% 10.75% 9.67% 0.00%
3.2 Downward shif 12.80% 12.79% 12.78%

3.3 Fall in the FSV 12.66% 12.50% 12.16%
3.4 Increase in NPL11.31% 10.53% 9.74%
3.5 Increase in NP 12.02% 11.61% 11.20%
4.0 Equity Price Ri12.82% 12.82% 12.82%
5.0 Liquidity Sho 1.1.1 1.1.1 1.1.1
2014 Minor Moderate Ma
Year 2013
Chart Title
CAR at Different Minor Moderate Major 16.00%
1.0 Interest Risk - 13.91% 13.60% 13.28% 12.00%
8.00%
2.0 Exchange Rate14.15% 14.06% 13.98% 4.00%
3.1 Increase in NP 13.16% 12.06% 10.94% 0.00%
3.2 Downward shif 14.21% 14.20% 14.19%
3.3 Fall in the FSV 14.11% 13.99% 13.75%
3.4 Increase in NPL12.50% 11.61% 10.71%
3.5 Increase in NP 13.82% 13.61% 13.41%
4.0 Equity Price Ri14.23% 14.23% 14.23%
5.0 Liquidity Sho 1.1.1 1.1.1 1.1.1
2013 Minor Moderate Majo
2013 Minor Moderate Majo
Year 2012
CAR at Different Minor Moderate Major Chart Title
1.0 Interest Risk - 13.37% 13.24% 13.11% 16.00%
12.00%
2.0 Exchange Rate13.52% 13.54% 13.55%
8.00%
3.1 Increase in NP 12.49% 11.46% 10.40% 4.00%
3.2 Downward shif 13.45% 13.41% 13.39% 0.00%
3.3 Fall in the FSV 13.33% 13.15% 12.81%
3.4 Increase in NPL12.01% 11.24% 10.46%
3.5 Increase in NP 12.91% 12.61% 12.31%
4.0 Equity Price Ri13.50% 13.50% 13.50%
5.0 Liquidity Sho 1.1.1 1.1.1 1.1.1
2012 Minor Moderate Major

2013 2012
13.60% 13.28% 13.37% 13.24% 13.11%
14.06% 13.98% 13.52% 13.54% 13.55%
12.06% 10.94% 12.49% 11.46% 10.40%
14.20% 14.19% 13.45% 13.41% 13.39%
13.99% 13.75% 13.33% 13.15% 12.81%
11.6% 10.7% 12.0% 11.2% 10.5%
13.61% 13.41% 12.91% 12.61% 12.31%
14.23% 14.23% 13.50% 13.50% 13.50%
1.1.1 1.1.1 1.1.1 1.1.1 1.1.1
2015
HWAR
100% Weight 50% 30% 20%
40 10% 11.42% 80 10.97% 80 10.51% 80
80 10% 11.82% 80 11.77% 80 11.72% 80
0 10% 10.76% 80 9.63% 0 8.47% 0
80 10% 11.85% 80 11.83% 80 11.83% 80
80 5% 11.82% 80 11.77% 80 11.67% 80
0 15% 10.19% 80 9.32% 0 8.44% 0
64 10% 11.29% 80 10.99% 80 10.70% 80
80 10% 11.87% 80 11.87% 80 11.87% 80
100 20% 1.1.1 100 1.1.1 100 1.1.1 100
58 100% 84 64 64
Chart Title

Chart Title
Chart Title
Chart Title

Chart Title
nor Moderate Major

2015
CAR Zone Score CAR Zone Score CAR Zone
Weight 50% 30% 20%
10% 11.42% 80 ### 80 ###
10% 11.82% 80 ### 80 ###
10% 10.76% 80 9.63% 0 8.47%
10% 11.85% 80 ### 80 ###
5% 11.82% 80 ### 80 ###
15% 10.19% 80 9.32% 0 8.44%
10% 11.29% 80 ### 80 ###
10% 11.87% 80 ### 80 ###
20% 1.1.1 100 1.1.1 100 1.1.1
100% 84 64 64
2014
HWAR HWAR
100% Weight 50% 30% 20% 100%
80 10% 12.34% 100 ### 80 11.36% 80 90
80 10% 12.76% 100 ### 100 12.62% 100 100
40 10% 11.80% 80 ### 80 9.67% 0 64
80 10% 12.80% 100 ### 100 12.78% 100 100
80 5% 12.66% 100 ### 100 12.16% 100 100
40 15% 11.31% 80 ### 80 9.74% 0 64
80 10% 12.02% 100 ### 80 11.20% 80 90
80 10% 12.82% 100 ### 100 12.82% 100 100
100 20% 1.1.1 100 1.1.1 100 1.1.1 100 100
74 100% 95 91 71 89
2014
HWAR
Score CAR Zone Score CAR Zone Score CAR Zone
20% 100% Weight 50% 30% 20%
80 80 10% 12.34% 100 ### 80 ###
80 80 10% 12.76% 100 ### 100 ###
0 40 10% 11.80% 80 ### 80 9.67%
80 80 10% 12.80% 100 ### 100 ###
80 80 5% 12.66% 100 ### 100 ###
0 40 15% 11.31% 80 ### 80 9.74%
80 80 10% 12.02% 100 ### 80 ###
80 80 10% 12.82% 100 ### 100 ###
100 100 20% 1.1.1 100 1.1.1 100 1.1.1
74 100% 95 91 71
2013
HWAR
CAR Zone Score CAR Zone Score CAR Zone Score CAR Zone
Weight 50% 30% 20% 100% Weight 50%
10% 13.91% 100 13.60% 100 13.28% 100 100 10% 13.37%
10% 14.15% 100 14.06% 100 13.98% 100 100 10% 13.52%
10% 13.16% 100 12.06% 100 10.94% 80 96 10% 12.49%
10% 14.21% 100 14.20% 100 14.19% 100 100 10% 13.45%
5% 14.11% 100 13.99% 100 13.75% 100 100 5% 13.33%
15% 12.50% 100 11.61% 80 10.71% 80 90 15% 12.01%
10% 13.82% 100 13.61% 100 13.41% 100 100 10% 12.91%
10% 14.23% 100 14.23% 100 14.23% 100 100 10% 13.50%
20% 1.1.1 100 1.1.1 100 1.1.1 100 100 20% 1.1.1
100% 100 97 95 98 100% 100
Risk Sh
Risk Factor Minor
CAR Zone
Weight 50%
1.0 Inte 10% 13.37%
2.0 Exc 10% 13.52%
3.1 Incr 10% 12.49%
3.2 Dow 10% 13.45%
3.3 Fall 5% 13.33%
3.4 Incr 15% 12.01%
3.5 Incr 10% 12.91%
4.0 Equi 10% 13.50%
5.0 Liq 20% 1.1.1
VWAR 100% 100
Rating
2013
HWAR
Weight 50% 30% 20% 100%
10% ### 100 ### 100 ### 100 100
Score 10% ### 100 ### 100 ### 100 100
10% ### 100 ### 100 ### 80 96
80 10% ### 100 ### 100 ### 100 100
100 5% ### 100 ### 100 ### 100 100
0 15% ### 100 ### 80 ### 80 90
100 10% ### 100 ### 100 ### 100 100
100 10% ### 100 ### 100 ### 100 100
0 20% 1.1.1 100 1.1.1 100 1.1.1 100 100
80 100% 100 97 95 98
100
100 100
###
2012
HWAR
Score CAR Zone Score CAR Zone Score
50% 30% 20% 100%
100 13.24% 1 100 13.11% 100 100
100 13.54% 1 100 13.55% 100 100
100 11.46% 2.3 80 10.40% 80 90
100 13.41% 1 100 13.39% 100 100
100 13.15% 1 100 12.81% 100 100
100 11.24% 2.3 80 10.46% 80 90
100 12.61% 1 100 12.31% 100 100
100 13.50% 1 100 13.50% 100 100
100 1.1.1 1 100 1.1.1 100 100
95 95 98
2012
HWAR
Score CAR Zone Score CAR Zone Score
50% 30% 20% 100%
100 13.24% 1 100 13.11% 100 100
100 13.54% 1 100 13.55% 100 100
100 11.46% 2.3 80 10.40% 80 90
100 13.41% 1 100 13.39% 100 100
100 13.15% 1 100 12.81% 100 100
100 11.24% 2.3 80 10.46% 80 90
100 12.61% 1 100 12.31% 100 100
100 13.50% 1 100 13.50% 100 100
100 1.1.1 1 100 1.1.1 100 100
95 95 98
Basic Information 2016 2015 2014
Total loan 616,418,912,766 530,194,502,716 463,475,467,466
Total NPL 23,601,592,064 22,541,239,819 22,807,238,178
Infection Ratio (NPL to Loans) 3.83% 4.25% 4.92%
Critical infection ratio 12.03% 13.44% 15.40%
Insolvency ratio 31.83% 31.64% 31.95%
Combined Shocks 2016

Increase of NPL after CR-1 5,928,173,207 11,856,346,414 17,784,519,621
Increase of NPL after CR-2 101,150,775 161,841,240 202,301,550
Increase of NPL after CR-3 88,720,835 177,441,670 354,883,340
Revised Regulatory Capital after 44,628,296,793 38,700,123,586 32,771,950,379
Increase of NPL 3,693,268,634 6,143,615,371 8,607,660,244
Revised NPL 27,294,860,698 29,745,207,435 32,209,252,308
Revised Regulatory Capital 46,863,201,366 44,412,854,629 41,948,809,756
Total of NPL & Regulatory Capita 74,158,062,064 74,158,062,064 74,158,062,064
Revised Infection Ratio (Revise 4.43% 4.83% 5.23%
Revised Critical Infection Ratio 12.03% 12.03% 12.03%
Revised Insolvency Ratio 36.81% 40.11% 43.43%
Weight 0.5 0.3 0.2
WIR 39.12%
Year WIR Rating Zone

2016 39.12% 3 Y
2015 38.16% 3 Y
2014 38.23% 3 Y
2013 30.76% 3 Y
2012 31.49% 3 Y
Infection Ratio (NPL to Loans)

4.92%
4.25%
3.83% 3.66% 3.81%
4.92%
4.25%
3.83% 3.66% 3.81%
2016 2015 2014 2013 2012
Insolvency ratio
Insolvency ratio
31.83% 31.64% 31.95%
24.76% 25.26%
2016 2015 2014 2013 2012
Critical infection ratio

Critical infection ratio
15.40% 14.80% 15.09%

13.44%
12.03%
2016 2015 2014 2013 2012

2013 2012
45,412,000,000 42,053,160,000
407,804,555,430 372,920,722,887
14,941,900,647 14,212,800,000
3.66% 3.81%
14.80% 15.09%
24.76% 25.26%
2015 2014
5,076,532,629 10,153,065,258 15,229,597,887 4,406,682,293 8,813,364,586
98,545,372 157,672,595 197,090,743 98,545,372 157,672,595
233,073,402 466,146,804 932,293,607 711,658,156 1,423,316,311
7,690,633,680 11,535,950,520 15,381,267,360 6,477,202,265 9,715,803,397
2,695,340,000 4,043,010,000 5,390,680,000 3,473,150,000 5,209,725,000
43,625,017,371 38,548,484,742 33,471,952,113 44,163,177,707 39,756,495,414
48,603,004,628 48,543,877,405 48,504,459,257 48,471,314,628 48,412,187,405
48,468,476,598 48,235,403,196 47,769,256,393 47,858,201,844 47,146,543,689
41,010,916,320 37,165,599,480 33,320,282,640 42,092,657,735 38,854,056,603
46,006,210,000 44,658,540,000 43,310,870,000 45,096,710,000 43,360,135,000
3,158,825,016 5,271,169,035 7,426,185,919 3,033,447,617 5,063,976,378
25,700,064,835 27,812,408,854 29,967,425,738 25,840,685,795 27,871,214,556
45,542,724,984 43,430,380,965 41,275,364,081 45,536,412,383 43,505,883,622
71,242,789,819 71,242,789,819 71,242,789,819 71,377,098,178 71,377,098,178
4.85% 5.25% 5.65% 5.58% 6.01%
13.44% 13.44% 13.44% 15.40% 15.40%
36.07% 39.04% 42.06% 36.20% 39.05%
0.5 0.3 0.2 0.5 0.3
38.16% 38.23%
3.81%
3.81%
2012
014 2013 2012
Major Minor Moderate Major Minor
13,220,046,879 3,928,626,548 7,857,253,096 11,785,879,643 3,587,079,229
197,090,743 64,661,000 103,457,600 129,322,000 193,027,400
2,846,632,622 437,264,866 874,529,732 1,749,059,464 619,282,120
12,954,404,529 6,289,427,391 9,434,141,086 12,578,854,782 5,289,336,234
6,946,300,000 1,505,700,000 2,258,550,000 3,011,400,000 2,113,000,000
35,349,813,121 41,483,373,452 37,554,746,904 33,626,120,357 38,466,080,771
48,372,769,257 45,347,339,000 45,308,542,400 45,282,678,000 41,860,132,600
45,723,227,378 44,974,735,134 44,537,470,268 43,662,940,536 41,433,877,880
35,615,455,471 39,122,572,609 35,977,858,914 32,833,145,218 36,763,823,766
41,623,560,000 43,906,300,000 43,153,450,000 42,400,600,000 39,940,160,000
7,232,894,955 2,445,135,961 4,105,586,303 5,850,903,178 2,360,344,997
30,040,133,133 17,387,036,608 19,047,486,950 20,792,803,825 16,573,144,997
41,336,965,045 42,966,864,039 41,306,413,697 39,561,096,822 39,692,815,003
71,377,098,178 60,353,900,647 60,353,900,647 60,353,900,647 56,265,960,000
6.48% 4.26% 4.67% 5.10% 4.44%
15.40% 14.80% 14.80% 14.80% 15.09%
42.09% 28.81% 31.56% 34.45% 29.46%
0.2 0.5 0.3 0.2 0.5
23% 30.76% 31.49%
2012
Moderate Major
7,174,158,458 10,761,237,687
308,843,840 386,054,800
1,238,564,240 2,477,128,480
7,934,004,351 10,578,672,469
3,169,500,000 4,226,000,000
34,879,001,542 31,291,922,313
41,744,316,160 41,667,105,200
40,814,595,760 39,576,031,520
34,119,155,649 31,474,487,532
38,883,660,000 37,827,160,000
3,965,014,178 5,685,818,687
18,177,814,178 19,898,618,687
38,088,145,822 36,367,341,313
56,265,960,000 56,265,960,000
4.87% 5.34%
15.09% 15.09%
32.31% 35.37%
0.3 0.2
31.49%
Year WIR Matrix Rating Zone WAR Matrix Rating Zone Weighted
2016 39.12% 3 58 0 0.6
2015 38.16% 3 74 0 0.6
2014 38.23% 3 89 0 0.6
2013 30.76% 3 98 0 0.6
2012 31.49% 3 98 0 0.6
WAR 2016
Green Yellow Red
Green
WIR
Yellow 3
Red
WAR 2014 WAR 20

Green Yellow Red
Green Green
WIR WIR
Yellow 1.4 Yellow
Red Red
(Method:)
WAR
Green Yellow Red
Green GG GY GR
WIR
Yellow YG YY YR
Red RG RY RR
46.80
59.28
71.28
78.54
78.06
WAR 2015
Green Yellow Red
Green
WIR
Yellow 3
Red
WAR 2013 WAR 2012

Green Yellow Red Green Yellow Red
Green
WIR
1.4 Yellow 1.4
Red
Risk factors Recommended Action Plan
1.Profit Rate Rsik- increase in Profit Rates Three year capital management, Recovery plan
2. Exchange Rate Risk Monitor Strictly any downturn of performance i
3. Credit Risk
1. Credit risk- Increase in NPLs: Liquidity contingency plan, Recovery plan of N
2. Credit risk - Downward shift in NPL's categories Monitor Strictly any downturn of performance i
3. Credit risk- fall in the FSV of Mortgaged Collateral Monitor Strictly any downturn of performance i
4. Credit risk- Increase in NPL's under B/L category in 1 orThree year capital management plan, ALCO me
5. Credit risk - increase in NPL's due to Top 10 large loan Recovery plan of NPL, Alco meeting minutes,
6. Credit risk - Increase in NPLs upto capital be wiped out
4. Equity Price Shock- Fall in Stock Prices Monitor strictly any downturn of performance in
5. Liquidity Shock Submission of: Monitor strictly any downturn o
agement, Recovery plan of NPL, Credit Diversification Plan, Policy for Investment in Shares, liquidity Contingency Plan
wnturn of performance indicators
plan, Recovery plan of NPL, Three year Capital Management Pla, ALCO meeting minutes
agement plan, ALCO meeting minutes, increase in securities
Alco meeting minutes,

strictly any downturn of performance indicators.
ty Contingency Plan

Stress Testing of Islami Bank Bangladesh Limited From 2012 To 2016

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Stress Testing of Islami Bank Bangladesh Limited From 2012 To 2016

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Submitted to Course Code F- 503

Course name Financial Derivatives

Year 2016 2015 2014 2013

2016 2015 2014 2013 2012

Year 2016 2015 2014 2013

2016 2015 2014 2013 2012

Year 2016 2015 2014 2013

2016 2015 2014 2013 2012

Year 2016 2015 2014 2013

2016 2015 2014 2013 2012

Year 2016 2015 2014 2013

Year 2016 2015 2014 2013

Duration of the Assets

Calibration in CAR 2016 2015 2014 2013

Year 2016 201

Magnitude of shock -1% -2% -3% -1%

Year 2016 201

-1% -2% -3% -1%

0.0833 6.21% 9,954,815,432 0.083 0.012

-2% -3% -1% -2% -3%

-2% -3% -1% -2% -3%

0.001 9,450,946,060 5.17% 12/1/2016 1/30/2017

-1% -2% -3% -1% -2%

Magnitude of shock -1% -2%

-1% -2% -3%

0.0833 6.17% 9,450,946,060 0.0833 0.0118 0.0010 7,108,296,384

6.30% 12/1/2016 1/30/2017 0.0833 7.30% 7,108,296,384 0.0833 0.0089

0.0007 7,266,972,145 9.00% 12/1/2016 1/30/2017 0.0833 10.00%

7,266,972,145 0.0833 0.0091 0.0008 6,963,105,648 9.00%

12/1/2016 1/30/2017 0.0833 10.00% 6,963,105,648 0.0833 0.0087 0.0007

Year 2016 2015

Currency wise 2016 2015 2014 2013

Net On Balance 25,341,262,622 18,175,208,062 18,541,215,267 17,369,434,148

Currencywise 2016 2015 2014 2013

Revised CAR (%) 2016 2015 2014 2013

Year 2016 2015

2014 2013 2012

2016 2015 2014 2013

1. Credit risk- Increase in NPL 2016

3. Credir risk- fall in the FSV 2016

4. Credit risk- Increase in NPL 2016

5. Credir risk - increase in N 2016

6. Credit risk - Increase in NP 2016

Standard 572,356,659,974 0 4,584,126,238

Graphical View 12.00%

Revised CAR (%)

2. Credit risk - Downward shif 2016

3. Credir risk- fall in the FSV 2016

5. Credir risk - increase in N 2016 2015

Revised NPL (%)

490,091,826,375 0 3,975,349,000 424,231,589,013 0

2014 2013 2012

76% 6.049% 6.245%

3.528% 3.637% 3.416% 3.406%

2.08% 2.16% 2.04%

1.03% 1.07% 1.01%

Revised CAR (%)

Revised CAR (%)

3,431,119,000 376,148,939,514 0 3,203,673,000

Market Exposure in Stock Market

2016 2015 2014

Year 2016 2015 2014

Graphical View 3.00%