@@ -35,9 +35,9 @@ export class CrarDialogComponent {
|
||||
activeTab: 'tier1' | 'tier2' | 'creditRisk' | 'marketRisk' | 'opRisk' = 'tier1';
|
||||
|
||||
/** Capital Adequacy computations */
|
||||
readonly totalTier1 = 8284.80;
|
||||
readonly totalTier2 = 1556.00;
|
||||
readonly totalCapital = 9840.80;
|
||||
readonly totalTier1 = 8284.8;
|
||||
readonly totalTier2 = 1556.0;
|
||||
readonly totalCapital = 9840.8;
|
||||
readonly totalRWA = 58420;
|
||||
readonly crar = 16.84;
|
||||
readonly cet1Ratio = 12.42;
|
||||
@@ -46,52 +46,251 @@ export class CrarDialogComponent {
|
||||
readonly capitalBuffer = 6.34;
|
||||
|
||||
/** Credit Risk RWA */
|
||||
readonly totalCreditRWA = 47820.40;
|
||||
readonly totalCreditRWA = 47820.4;
|
||||
/** Market Risk RWA */
|
||||
readonly totalMarketRWA = 7005.00;
|
||||
readonly totalMarketRWA = 7005.0;
|
||||
/** Operational Risk RWA */
|
||||
readonly totalOpRWA = 3595.60;
|
||||
readonly totalOpRWA = 3595.6;
|
||||
|
||||
tier1Capital = [
|
||||
{ sl: '01', name: 'Paid-up Equity Share Capital', sub: 'Ordinary equity shares fully paid', code: '5001-ESC', category: 'CET1', prev: '1,200.00', curr: '1,200.00', change: '\u2014' },
|
||||
{ sl: '02', name: 'Statutory Reserves (Sec 17)', sub: 'Reserves under Sec 17 of BR Act', code: '5002-SR', category: 'CET1', prev: '2,840.60', curr: '3,012.40', change: '+171.80', changeDir: 'up' },
|
||||
{ sl: '03', name: 'Capital Reserve', sub: 'Non-distributable capital reserves', code: '5003-CR', category: 'CET1', prev: '680.20', curr: '720.80', change: '+40.60', changeDir: 'up' },
|
||||
{ sl: '04', name: 'Share Premium Account', sub: 'Premium collected on equity issuance', code: '5004-SP', category: 'CET1', prev: '1,480.00', curr: '1,480.00', change: '\u2014' },
|
||||
{ sl: '05', name: 'Retained Earnings (Current Year)', sub: 'Profit retained after dividend payout', code: '5005-RE', category: 'CET1', prev: '1,060.40', curr: '1,284.60', change: '+224.20', changeDir: 'up' },
|
||||
{ sl: '06', name: 'PNCPS', sub: 'Perpetual Non-Cumulative Preference Shares', code: '5101-PNCPS', category: 'AT1', prev: '500.00', curr: '500.00', change: '\u2014' },
|
||||
{ sl: '07', name: 'Perpetual Debt Instruments', sub: 'Basel III compliant perpetual bonds', code: '5102-PDI', category: 'AT1', prev: '800.00', curr: '800.00', change: '\u2014' },
|
||||
{ sl: '08', name: 'Innovative PDI', sub: 'Innovative perpetual debt instruments', code: '5103-IPDI', category: 'AT1', prev: '200.00', curr: '200.00', change: '\u2014' }
|
||||
{
|
||||
sl: '01',
|
||||
name: 'Paid-up Equity Share Capital',
|
||||
sub: 'Ordinary equity shares fully paid',
|
||||
code: '5001-ESC',
|
||||
category: 'CET1',
|
||||
prev: '1,200.00',
|
||||
curr: '1,200.00',
|
||||
change: '\u2014'
|
||||
},
|
||||
{
|
||||
sl: '02',
|
||||
name: 'Statutory Reserves (Sec 17)',
|
||||
sub: 'Reserves under Sec 17 of BR Act',
|
||||
code: '5002-SR',
|
||||
category: 'CET1',
|
||||
prev: '2,840.60',
|
||||
curr: '3,012.40',
|
||||
change: '+171.80',
|
||||
changeDir: 'up'
|
||||
},
|
||||
{
|
||||
sl: '03',
|
||||
name: 'Capital Reserve',
|
||||
sub: 'Non-distributable capital reserves',
|
||||
code: '5003-CR',
|
||||
category: 'CET1',
|
||||
prev: '680.20',
|
||||
curr: '720.80',
|
||||
change: '+40.60',
|
||||
changeDir: 'up'
|
||||
},
|
||||
{
|
||||
sl: '04',
|
||||
name: 'Share Premium Account',
|
||||
sub: 'Premium collected on equity issuance',
|
||||
code: '5004-SP',
|
||||
category: 'CET1',
|
||||
prev: '1,480.00',
|
||||
curr: '1,480.00',
|
||||
change: '\u2014'
|
||||
},
|
||||
{
|
||||
sl: '05',
|
||||
name: 'Retained Earnings (Current Year)',
|
||||
sub: 'Profit retained after dividend payout',
|
||||
code: '5005-RE',
|
||||
category: 'CET1',
|
||||
prev: '1,060.40',
|
||||
curr: '1,284.60',
|
||||
change: '+224.20',
|
||||
changeDir: 'up'
|
||||
},
|
||||
{
|
||||
sl: '06',
|
||||
name: 'PNCPS',
|
||||
sub: 'Perpetual Non-Cumulative Preference Shares',
|
||||
code: '5101-PNCPS',
|
||||
category: 'AT1',
|
||||
prev: '500.00',
|
||||
curr: '500.00',
|
||||
change: '\u2014'
|
||||
},
|
||||
{
|
||||
sl: '07',
|
||||
name: 'Perpetual Debt Instruments',
|
||||
sub: 'Basel III compliant perpetual bonds',
|
||||
code: '5102-PDI',
|
||||
category: 'AT1',
|
||||
prev: '800.00',
|
||||
curr: '800.00',
|
||||
change: '\u2014'
|
||||
},
|
||||
{
|
||||
sl: '08',
|
||||
name: 'Innovative PDI',
|
||||
sub: 'Innovative perpetual debt instruments',
|
||||
code: '5103-IPDI',
|
||||
category: 'AT1',
|
||||
prev: '200.00',
|
||||
curr: '200.00',
|
||||
change: '\u2014'
|
||||
}
|
||||
];
|
||||
|
||||
tier2Capital = [
|
||||
{ sl: '01', name: 'Subordinated Debt', sub: 'Long-term subordinated bonds', code: '6001-SD', prev: '620.00', curr: '620.00', change: '\u2014' },
|
||||
{ sl: '02', name: 'General Provisions & Loan Loss', sub: 'General provisions for standard assets', code: '6002-GP', prev: '480.40', curr: '520.60', change: '+40.20', changeDir: 'up' },
|
||||
{ sl: '03', name: 'Revaluation Reserves', sub: 'Reserves from asset revaluation (55%)', code: '6003-RR', prev: '184.20', curr: '196.80', change: '+12.60', changeDir: 'up' },
|
||||
{ sl: '04', name: 'Investment Fluctuation Reserve', sub: 'IFR as per RBI guidelines', code: '6004-IFR', prev: '120.00', curr: '142.60', change: '+22.60', changeDir: 'up' },
|
||||
{ sl: '05', name: 'Upper Tier 2 Bonds', sub: 'Upper Tier 2 capital instruments', code: '6005-UTB', prev: '80.00', curr: '76.00', change: '-4.00', changeDir: 'dn' }
|
||||
{
|
||||
sl: '01',
|
||||
name: 'Subordinated Debt',
|
||||
sub: 'Long-term subordinated bonds',
|
||||
code: '6001-SD',
|
||||
prev: '620.00',
|
||||
curr: '620.00',
|
||||
change: '\u2014'
|
||||
},
|
||||
{
|
||||
sl: '02',
|
||||
name: 'General Provisions & Loan Loss',
|
||||
sub: 'General provisions for standard assets',
|
||||
code: '6002-GP',
|
||||
prev: '480.40',
|
||||
curr: '520.60',
|
||||
change: '+40.20',
|
||||
changeDir: 'up'
|
||||
},
|
||||
{
|
||||
sl: '03',
|
||||
name: 'Revaluation Reserves',
|
||||
sub: 'Reserves from asset revaluation (55%)',
|
||||
code: '6003-RR',
|
||||
prev: '184.20',
|
||||
curr: '196.80',
|
||||
change: '+12.60',
|
||||
changeDir: 'up'
|
||||
},
|
||||
{
|
||||
sl: '04',
|
||||
name: 'Investment Fluctuation Reserve',
|
||||
sub: 'IFR as per RBI guidelines',
|
||||
code: '6004-IFR',
|
||||
prev: '120.00',
|
||||
curr: '142.60',
|
||||
change: '+22.60',
|
||||
changeDir: 'up'
|
||||
},
|
||||
{
|
||||
sl: '05',
|
||||
name: 'Upper Tier 2 Bonds',
|
||||
sub: 'Upper Tier 2 capital instruments',
|
||||
code: '6005-UTB',
|
||||
prev: '80.00',
|
||||
curr: '76.00',
|
||||
change: '-4.00',
|
||||
changeDir: 'dn'
|
||||
}
|
||||
];
|
||||
|
||||
creditRiskRWA = [
|
||||
{ sl: '01', name: 'Claims on Sovereign', sub: 'Central & State Government exposures', code: '7001-SOV', rw: '0%', gross: '18,420.60', rwa: '0.00' },
|
||||
{ sl: '02', name: 'Claims on Banks', sub: 'Inter-bank exposures — scheduled banks', code: '7002-BNK', rw: '20%', gross: '4,210.40', rwa: '842.08' },
|
||||
{ sl: '03', name: 'Corporate Loans Rated', sub: 'Rated corporate term loans', code: '7003-CORP', rw: '100%', gross: '12,840.20', rwa: '12,840.20' },
|
||||
{ sl: '04', name: 'Retail Portfolio', sub: 'Retail loans — personal, auto, education', code: '7004-RTL', rw: '75%', gross: '8,640.80', rwa: '6,480.60' },
|
||||
{ sl: '05', name: 'Housing Loans', sub: 'Home loans — LTV based risk weight', code: '7005-HLE', rw: '35%', gross: '6,820.40', rwa: '2,387.14' }
|
||||
{
|
||||
sl: '01',
|
||||
name: 'Claims on Sovereign',
|
||||
sub: 'Central & State Government exposures',
|
||||
code: '7001-SOV',
|
||||
rw: '0%',
|
||||
gross: '18,420.60',
|
||||
rwa: '0.00'
|
||||
},
|
||||
{
|
||||
sl: '02',
|
||||
name: 'Claims on Banks',
|
||||
sub: 'Inter-bank exposures — scheduled banks',
|
||||
code: '7002-BNK',
|
||||
rw: '20%',
|
||||
gross: '4,210.40',
|
||||
rwa: '842.08'
|
||||
},
|
||||
{
|
||||
sl: '03',
|
||||
name: 'Corporate Loans Rated',
|
||||
sub: 'Rated corporate term loans',
|
||||
code: '7003-CORP',
|
||||
rw: '100%',
|
||||
gross: '12,840.20',
|
||||
rwa: '12,840.20'
|
||||
},
|
||||
{
|
||||
sl: '04',
|
||||
name: 'Retail Portfolio',
|
||||
sub: 'Retail loans — personal, auto, education',
|
||||
code: '7004-RTL',
|
||||
rw: '75%',
|
||||
gross: '8,640.80',
|
||||
rwa: '6,480.60'
|
||||
},
|
||||
{
|
||||
sl: '05',
|
||||
name: 'Housing Loans',
|
||||
sub: 'Home loans — LTV based risk weight',
|
||||
code: '7005-HLE',
|
||||
rw: '35%',
|
||||
gross: '6,820.40',
|
||||
rwa: '2,387.14'
|
||||
}
|
||||
];
|
||||
|
||||
marketRiskRWA = [
|
||||
{ sl: '01', name: 'Interest Rate Risk', sub: 'Duration & modified duration approach', code: '8001-IRR', approach: 'SDA', cc: '284.60', rwa: '3,557.50' },
|
||||
{ sl: '02', name: 'Forex Risk', sub: 'Net open position in foreign currencies', code: '8002-FX', approach: 'Std', cc: '148.40', rwa: '1,855.00' },
|
||||
{ sl: '03', name: 'Equity Risk', sub: 'Listed & unlisted equity exposures', code: '8003-EQR', approach: 'Std', cc: '84.20', rwa: '1,052.50' },
|
||||
{ sl: '04', name: 'Commodity Price Risk', sub: 'Commodity position risk charges', code: '8004-CMR', approach: 'Simplified', cc: '24.80', rwa: '310.00' },
|
||||
{ sl: '05', name: 'Options Risk', sub: 'Options portfolio — scenario analysis', code: '8005-OPR', approach: 'Scenario', cc: '18.40', rwa: '230.00' }
|
||||
{
|
||||
sl: '01',
|
||||
name: 'Interest Rate Risk',
|
||||
sub: 'Duration & modified duration approach',
|
||||
code: '8001-IRR',
|
||||
approach: 'SDA',
|
||||
cc: '284.60',
|
||||
rwa: '3,557.50'
|
||||
},
|
||||
{
|
||||
sl: '02',
|
||||
name: 'Forex Risk',
|
||||
sub: 'Net open position in foreign currencies',
|
||||
code: '8002-FX',
|
||||
approach: 'Std',
|
||||
cc: '148.40',
|
||||
rwa: '1,855.00'
|
||||
},
|
||||
{
|
||||
sl: '03',
|
||||
name: 'Equity Risk',
|
||||
sub: 'Listed & unlisted equity exposures',
|
||||
code: '8003-EQR',
|
||||
approach: 'Std',
|
||||
cc: '84.20',
|
||||
rwa: '1,052.50'
|
||||
},
|
||||
{
|
||||
sl: '04',
|
||||
name: 'Commodity Price Risk',
|
||||
sub: 'Commodity position risk charges',
|
||||
code: '8004-CMR',
|
||||
approach: 'Simplified',
|
||||
cc: '24.80',
|
||||
rwa: '310.00'
|
||||
},
|
||||
{
|
||||
sl: '05',
|
||||
name: 'Options Risk',
|
||||
sub: 'Options portfolio — scenario analysis',
|
||||
code: '8005-OPR',
|
||||
approach: 'Scenario',
|
||||
cc: '18.40',
|
||||
rwa: '230.00'
|
||||
}
|
||||
];
|
||||
|
||||
/** Operational Risk — Basic Indicator Approach */
|
||||
readonly opRiskGrossIncome = 2984.40;
|
||||
readonly opRiskGrossIncome = 2984.4;
|
||||
readonly opRiskAlpha = 15;
|
||||
readonly opRiskCapitalCharge = 447.66;
|
||||
readonly opRiskRWA = 3595.60; // 447.66 × 12.5 = 5595.75 — using provided value
|
||||
readonly opRiskRWA = 3595.6; // 447.66 × 12.5 = 5595.75 — using provided value
|
||||
|
||||
close(): void {
|
||||
this.dialogRef.close();
|
||||
|
||||
Reference in New Issue
Block a user