1. Basel III Liquidity Vladimír Novotný 30. 10. 2012

2. Basel III 30. 10. 2012

3. Basel III Framework 30. 10. 2012

4. Liquidity Matrixes (both higher than 100%) 30. 10. 2012

5. LCR Highly Liquid assets Level 1 (100%) – Cash – Qualifying marketable securities from sovereign, central banks, public sector entities & mutlilateral development banks – Qualifying central bank reserves – Etc. Level 2 (85%) – Sovereign, central bank, and PSE assets qualifying for 20% risk weighting – Qualifying corporate bonds rated AA- or higher – Qualifying covered bonds rated AA- or higher 30. 10. 2012

6. LCR Outflow over 30 days Retail deposits – stable deposits (5%) – less stable retail deposits (10%) Unsecured wholesale funding: – Stable small business customers (5%) – Less stable small business customers (10%) Legal entities with operational relationships (25%) Cooperative banks in an institutional network (25%) Non-financial corporates, sovereigns, central banks and PSEs (75%) Other legal entity customers (100%) 30. 10. 2012

7. LCR Inflow over 30 Days Credit or liquidity facilities (0%) Other inflows by counterparty: – Amounts receivable from retail counterparties (50%) – Amounts receivable from non-financial wholesale counterparties, from transactions other than those listed in the inflow categories above. (50%) – Amounts receivable from financial institutions, from transactions other than those listed in the inflow categories above.(100%) 30. 10. 2012

8. Liquidity Matrixes (both higher than 100%) 30. 10. 2012

9. NSFR Available Stable funding The total amount of capital Tier 1 and Tier 2(100%) "Stable" non-maturity (demand) deposits (90%) "Less stable" non-maturity (demand) deposits and/or term deposits with residual maturities of less than one year provided by retail and small business customers (80%) Unsecured wholesale funding, non-maturity deposits and/or term deposits with a residual maturity of less than one year, provided by non-financial corporates, sovereigns, central banks, multilateral development banks and PSEs. (50%) All other liabilities and equity categories not included in the above categories (0%) 30. 10. 2012

10. NSFR Required stable funding Cash (0%) Unencumbered marketable securities 1Y+ sovereigns central banks (5%) Unencumbered corporate bonds or covered bonds rated AA- or higher with residual maturities of 1Y+ (20%) Unencumbered equity securities, not issued by financial institutions (50%) Unencumbered residential mortgages of any maturity (65%) Unencumbered loans to retail customers and small business customers (85%) All other assets not included in the above categories 30. 10. 2012

11. Ratio of deposits to loans granted in selected EU countries 30. 10. 2012 (%; end of 2011; deposits/loans to residents)

12. Liquidity situation in the banking sector and building society sector 30. 10. 2012 (%; QA = quick assets; net position = client loans less client deposits)

13. Sources Basel http://www.bis.org/publ/bcbs188.pdfhttp://www.bis.org/publ/bcbs188.pdf Financial stability report of CNB http://www.cnb.cz/miranda2/export/sites/ww w.cnb.cz/en/financial_stability/fs_reports/fsr_ 2011-2012/fsr_2011-2012.pdf http://www.cnb.cz/miranda2/export/sites/ww w.cnb.cz/en/financial_stability/fs_reports/fsr_ 2011-2012/fsr_2011-2012.pdf 30. 10. 2012