Regulatory Alerts2017-08-29
Added · Updated
Aggregate Values of Leverage Ratio Indicators for Determining Systemically Important Banks for 2016
The Central Bank of Jordan publishes aggregate leverage ratio indicator values for 2016 to enable licensed banks to calculate their systemic importance at the local level. The document specifies quantitative thresholds for indicators including size, interconnectedness, substitutability, and complexity, with values expressed in Jordanian Dinars based on consolidated financial data. These metrics cover total assets, off-balance sheet liabilities, interbank balances, facilities granted, and payment system transaction volumes.
Aggregate Values of Leverage Ratio Indicators Used to Determine Systemically Important Banks at the Local Level For the Purpose of Enabling Banks to Calculate Their Systemic Importance for 2016
| Indicator | Measurement Tool (Sub-indicator) | Sub-indicator Value for All Licensed Banks Based on 2016 Bank Data (JOD)* |
|---|---|---|
| Size | Total assets of bank branches within Jordan | 47,699,097,268 |
| Total off-balance sheet liabilities of Jordan branches | 8,944,653,712 | |
| Interconnectedness | Total balances and deposits with banks and banking institutions (Asset side**) | 6,824,756,693 |
| Total deposits from banks and banking institutions (Liability side**) | 5,466,677,327 | |
| Substitutability | Total facilities granted to individuals in addition to real estate facilities** | 13,514,821,926 |
| Total facilities granted to companies** | 21,663,037,921 | |
| Total facilities granted to the government and public sector** | 3,518,363,275 | |
| Volume of transactions in the Jordan National Payment System RTGS*** | 83,584,249,439 | |
| Complexity | Total assets of the bank outside Jordan (assets of bank branches and its subsidiaries outside Jordan) | 29,052,201,432 |
| Off-balance sheet liabilities outside Jordan (issued and confirmed letters of credit, guarantees, acceptances, unused limits, etc.) | 12,636,079,410 | |
| Financial assets at fair value through profit or loss + Financial assets at fair value through other comprehensive income** | 1,365,246,158 |
- Values are in total, i.e., before excluding provisions, suspended interest, and any other exclusions. ** At the level of consolidated financial data (Jordan branches, foreign branches, and subsidiaries inside and outside Jordan). *** The value of Swift messages issued by each bank of all types (MT102, MT103, MT202) was adopted, which were settled on their central accounts registered in the National Payment System during the year according to Central Bank data.
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