Banking Sector Data

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.

  1. 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.
  2. 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.
  3. 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:

  1. bank-level, or microprudential, regulation, which will help raise the resilience of individual banking institutions to periods of stress; and
  2. 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:

  1. bank-level, or microprudential, regulation, which will help raise the resilience of individual banking institutions to periods of stress; and
  2. 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:

  1. to obtain selected balance sheet information of banks for economic statistics purposes;
  2. 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;
  3. to obtain selected data required for the compilation of flow statistics relating to the monetary and credit aggregates and the flow-of-funds accounts;
  4. to obtain selected data required to analyse flows in respect of mortgage advances, credit card debtors and instalment sale transactions;
  5. to obtain selected data in respect of the scale of banking activity in South Africa.

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