User Guide > Banking Sector Data

The South African banking sector’s information is based on different regulatory frameworks, namely Basel II (1 Jan 2008 – 31 Dec 2011), Basel 2.5 (1 Jan 2011 – 31 Dec 2012), and Basel III (1 Jan 2013 onwards). DI forms refer to the period prior to 1 January 2008 and the implementation of Basel II. The implementation of Basel II in 2008 involved a detailed process, including Pillar 1 (minimum regulatory capital), Pillar 2 (capital management), and Pillar 3 (market discipline). Basel III addresses systemic risks through capital quality, risk coverage, and additional buffers.

Our source of data is from the SARB API.

BA 100-series (financial returns)

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Dataflow IDs: BA100, BA120, DI100

Description

The BA 100-series reports on financial returns, and is based on International Financial Reporting Standards (IFRS). Possible forms in this series are: BA100/DI100 (Balance Sheet), BA110/DI110 (Off-Balance Sheet Activities), and BA120 (Income Statement).

Bank Balance Sheet (IFRS)

ID: BA100

Bank Income Statement (IFRS)

ID: BA120

Bank Balance Sheet (IFRS) (pre-2008)

ID: DI100

BA 200 (Credit Risk)

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Dataflow IDs: BA200, DI200

Description

The purpose of the form BA 200 is, amongst other, to provide an executive summary and overview of reporting banks’ exposure to credit risk. In this regard, the reader should specifically note the following definitions.

Gross credit exposure: gross amount of credit extended, inclusive of on-balance sheet amounts, off-balance sheet items such as unutilised facilities, before the application of credit risk mitigation and any relevant conversion factor.
Risk weighted exposure: determined by applying prescribed risk weightings to on- and off balance sheet exposures according to the relative credit risk of the counterparty.
Impaired advance: advance in respect of which a specific credit impairment was raised.

Bank Credit Risk Exposure

ID: BA200

Bank Income Statement (IFRS) (pre-2008)

ID: DI200

BA 300-series (Liquidity Risk)

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Dataflow IDs: BA325

Description

The BA 300-series includes the following forms: BA300/DI300 (Liquidity Risk), BA310/DI310 (Minimum Reserve Balance and Liquid Assets), BA320/DI420 (Market Risk), BA325 (Daily Return: Selected Risk Exposure), BA330/DI410 (Interest Rate Risk: Banking Book), BA350/DI430 (Derivative Instruments).

The BA 300-series has been amended in line with the requirements of Basel III. Basel III is a comprehensive set of reform measures, developed by the Basel Committee on Banking Supervision, to strengthen the regulation, supervision and risk management of the banking sector. These measures aim to: improve the banking sector’s ability to absorb shocks arising from financial and economic stress, whatever the source; improve risk management and governance; and strengthen banks’ transparency and disclosures.

The reforms target both:

bank-level, or microprudential, regulation, which will help raise the resilience of individual banking institutions to periods of stress; and
macroprudential, system wide risks that can build up across the banking sector as well as the procyclical amplification of these risks over time.

Form BA 325 (Daily Return: Selected Risk Exposure)

ID: BA325

Form BA 325 (Daily Return: Selected Risk Exposure) covers the following sections: standardised approach for the position risk requirement; internal models approach for the position risk requirement; and foreign-currency exposure.

BA 700 (Capital Adequacy)

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Dataflow ID: BA700

Description

The BA 700 Form (Capital Adequacy) includes the following sections:

Required capital adequacy ratio
Risk-weighted exposure
Minimum required capital and reserve funds
Qualifying capital and reserve funds
Excess / (shortfall)
Net qualifying primary share capital and reserve funds
Issued primary share capital
Primary unimpaired reserve funds
Total primary share capital and unimpaired reserve funds before deductions, specified approved amounts and non qualifying amounts
Specified approved amounts related to consolidated supervision
Issued primary share capital instruments not qualifying due to prescribed limits
Deductions against primary share capital and primary unimpaired reserve funds
Net qualifying secondary capital and reserve funds
Issued secondary capital
Non-qualifying primary share capital instruments eligible to qualify as secondary capital
Secondary unimpaired reserve funds
Total secondary capital and unimpaired reserve funds before deductions and non-qualifying amounts
Issued secondary capital instruments, secondary reserve funds and other instruments not qualifying due to prescribed limits or haircuts
Deductions against secondary capital and secondary unimpaired reserve funds
Net qualifying tertiary capital
Tertiary capital
Tertiary capital not qualifying due to prescribed limits
Deductions against tertiary capital
Aggregate amount of qualifying primary and secondary capital and reserve funds and qualifying tertiary capital

The form BA 700 has been amended extensively in line with the requirements of Basel III. Basel III is a comprehensive set of reform measures, developed by the Basel Committee on Banking Supervision, to strengthen the regulation, supervision and risk management of the banking sector. These measures aim to: improve the banking sector’s ability to absorb shocks arising from financial and economic stress, whatever the source; improve risk management and governance; and strengthen banks’ transparency and disclosures.

The reforms target both:

bank-level, or microprudential, regulation, which will help raise the resilience of individual banking institutions to periods of stress; and
macroprudential, system wide risks that can build up across the banking sector as well as the procyclical amplification of these risks over time.

BA 900 (balance sheets)

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Dataflow ID: BA900

Form BA 900: Institutional and maturity breakdown of liabilities and assets

The purpose of the form BA 900 primarily is:

to obtain selected balance sheet information of banks for economic statistics purposes;
to calculate a range of key financial indicators, including indicators in respect of money supply, credit extension and net foreign assets of the banking system, in accordance with international standards, which indicators
1. are used by local and international economists and analysts for analytical purposes; and
2. are published on a monthly basis on the Reserve Bank Website;
to obtain selected data required for the compilation of flow statistics relating to the monetary and credit aggregates and the flow-of-funds accounts;
to obtain selected data required to analyse flows in respect of mortgage advances, credit card debtors and instalment sale transactions;
to obtain selected data in respect of the scale of banking activity in South Africa.