St

T
Balance

Properties and Assets

Assets :
Cash
Balance with Bangladesh Bank
Balance with other Banks/Fis
Money at call and short notice
Investments:
30 days bangladesh Bank bills
182- days treasury bills
364- days treasury bills
2- year Treasury bonds
5- year Treasury bonds
10- year Treasury bonds
15- year Treasury bonds
20- year Treasury bonds

Investments in corporate bonds:

Prime Bank Ltd. Subordinated Bond

Dhaka Bank Ltd. Subordinated Bond

National Bank Ltd. Subordinated Bond

Al-Arafa Islamic Bank Ltd. Subordinated Bond

MTBL Partly Convertible Subordinated Bond

Investment in Govt. Islamic Investment Bond

Investments in shares
Investment in commercial paper
Investment in prizebond
Loans and Advances
Repayable on demand
Not more than 3 months
 More than 3 months but not more than 1 Year

More than 1 Year but not more than 5 Years

More than 5 Years

Fixed Assets
Other Assets
Total Assets :

Liabilities :

Borrowing from other Banks/FIs

Payable on demand
Not more than 3 months

More than 3 months but not more than 1 Year

More than 1 Year but not more than 5 Years

More than 5 Years
Current accounts
Bills Payable
Savings Deposits
Fixed Deposits:
Within one month

Over one month but within three months

Over three months but within twelve months

Over one year but within five years

More than five years
Short Notice Deposits
Scheme Deposits
Other Liabilities
Total Liabilities :
Equity
Total Liabilities and Equities :

Weighted average Duration Of Assets

Weighted average Duration Of iabilities(unadjusted)

DA=
DL=(MVL/MVA)*DL
Interest Rate Shock

Eligible Regulatory Capital

Risk Weighted Assets
Capital Adequacy Ratio (CAR)

Magnitude of shock
Weighted Avg. Yield on Asset
Total Asset
Duration GAP
Fall in MVE
Tax adjusted loss
Revised Capital
Revised RWA
Revised CAR (%)
Fall in CAR

NB: Calculated Weighted Avg. Yield on Asset

 Stress Testing
Trust Bank
Balance Sheet Duration

Yield to
Book Value Coupon Market Value
Repricing period in Maturity
years

2,714,773,207 2,714,773,207
11,287,838,567 11,287,838,567
5,026,402,674 5,026,402,674
0 0

947,935,650 2.95% 0.08 2.95% 947,907,575

495,276,000 4.68% 0.50 4.68% 495,276,000
6,196,182,580 5% 1.00 5% 6,187,261,826
860,408,724 6.00% 2 5.29% 871,842,710
2,117,812,291 7.00% 5 6% 2,185,052,197
6,487,403,355 8% 10 6.94% 6,977,049,818
3,122,551,790 9% 15 7.79% 3,453,242,633
1,370,916,630 10% 20 8.24% 1,605,391,778

130,000,000 11.00% 4 11.50% 127,961,724

35,000,000 12.00% 2 11.65% 35,212,508

25,600,000 12.00% 3 11.50% 25,916,719

600,000,000 11.50% 3 10.50% 615,089,486

82,500,000 13.00% 7 12.00% 86,330,571

750,000,000 4 7.50% 558,784,392

536,305,437 536,305,437
500,000,000 500,000,000
4,313,600 4,313,600

5,530,510,010 5,530,510,010
35,941,366,666 12% 0.25 12% 35,941,366,666
 51,571,034,885 12% 0.83 12% 51,571,034,885

29,428,106,199 12% 3 12% 29,428,106,199

8,143,628,009 12% 8 12% 8,143,628,009

827,551,414 827,551,414
5,496,155,001 5,496,155,001
180,229,572,689 181,180,305,606

2,200,374,466 2,200,374,466
1,734,825,365 11% 0.25 11% 1,734,825,365

911,866,346 11% 0.75 11% 911,866,346

7,682,491,313 11% 4 11% 7,682,373,240

400,000,000 11% 8 11% 399,987,737
16,904,479,838 16,904,479,838
1,287,908,705 1,287,908,705
18,521,408,929 3.50% 0.75 18,521,408,929

1,502,475,643 7.50% 0.08 6.50% 1,513,269,192

57,657,901,401 7.50% 0.25 6.50% 57,756,313,365

31,416,824,732 7.50% 0.75 6.50% 31,624,623,843

410,770,498 7.50% 4 6.50% 424,831,599

2,111,979,120 7.50% 8 6.50% 2,240,477,872
13,772,663,549 3.50% 0.08 3.50% 13,772,054,194
7,267,783,011 7% 4 6.50% 7,392,154,843
6,933,771,244 6,933,771,244
170,717,524,160 171,288,116,977
9,512,048,529 9,512,048,529
180,229,572,689 181,180,305,606

1.6006
0.7308

1.5590
Duration GAP= 0.8674
0.6909
13,589,942,676
123,398,723,563
11.01%

1% 2% 3%
9.00% 9.00% 9.00%
181,180,305,606 181,180,305,606 181,180,305,606
0.87 0.87 0.87
1,553,307,194 3,106,614,389 4,659,921,583
893,151,637 1,786,303,273 2,679,454,910
12,696,791,039 11,803,639,403 10,910,487,766
122,505,571,926 121,612,420,290 120,719,268,653
10.36% 9.71% 9.04%
0.0065 0.0131 0.0198

0.09
 settlement

W.A.
Duration Weight
Duration

0
0.0150 0.0000 0
0.0623 0.0000 0
0.0277 0.0000 0
0.0000 0.0000 0
0.0000 0.0000 0
0.08 0.0052 0.0004 0.0001551582
0.50 0.0027 0.0014 0.0001286077
0.98 0.0341 0.0335 0.0017705385
1.91 0.0048 0.0092 0.0002525425
4.31 0.0121 0.0520 0.0007344148
7.18 0.0385 0.2763 0.0024980684
8.82 0.0191 0.1682 0.0013496497
9.75 0.0089 0.0864 0.0006267758

0.0000 0.0000 0

3.33 0.0007 0.0024 8.29497611E-005

1.83 0.0002 0.0004 2.26239231E-005

2.61 0.0001 0.0004 1.63347222E-005

2.62 0.0034 0.0089 0.0003495542

4.85 0.0005 0.0023 5.49299421E-005

4.00 0.0031 0.0123 0.0003121019

0.0030 0.0000 0
0.0028 0.0000 0
0.0000 0.0000 0
0.0000 0.0000 0
0.0305 0.0000 0
0.25 0.1984 0.0488 0.0229332906
 0.80 0.2846 0.2287 0.0329061925

2.62 0.1624 0.4252 0.0187773414

5.43 0.0449 0.2441 0.0051962461
0.0000 0.0000 0
0.0046 0.0000 0
0.0303 0.0000 0
1.0000 1.6006 0.09

0.01284604 0.0000
0.245901639 0.01012811 0.0025 0.0011178161

0.745901639 0.00532358 0.0040 0.0005875513

3.440976865 0.04485059 0.1543 0.0049501306

5.706720563 0.00233518 0.0133 0.0002577357
0 0.09869032 0.0000 0
0 0.00751896 0.0000 0
0.745901639 0.10813015 0.0807 0
0 0 0.0000 0
0.079452055 0.00883464 0.0007 0.0005720615

0.245901639 0.33718809 0.0829 0.0219530104

0.745901639 0.18462824 0.1377 0.0119618277

3.605091931 0.00248022 0.0089 0.0001563992

6.346252435 0.01308017 0.0830 0.0008041274
0.079452055 0.08040286 0.0064 0.0028236306
3.625072548 0.04315626 0.1564 0.0027671787
0 0.04048017 0.0000 0
0 1 0.7308 0.05
1/1/2026
2.Exchange Rate Risk Adverse Movement in Exchange Rate :

Magnitude of Shock
Net Exposure in FX
Loss on Exchange Rate Change
Tax adjusted Loss
Revised Capital
Revised RWA
Revised CAR (%)
Fall in CAR
 5% 10% 15%
40,000,000 40,000,000 40,000,000
2,000,000 4,000,000 6,000,000
1,150,000 2,300,000 3,450,000
13,588,792,676 13,587,642,676 13,586,492,676
123,397,573,563 123,396,423,563 123,395,273,563
11.01% 11.01% 11.01%
0.000008 0.000017 0.000025
 Magnitude of Shock

3. Credit Risk increase in NPLs : Scenario 1

Magnitude of Shock 1%
Total Loan 127,675,865,045
Total Performing Loan 118,032,124,118
Total NPLs 9,643,740,927
NPLs to Loans (%) 7.55%
Increase in NPLs 96437409
Increase in Provisions (after adjustment of eligible securities; if 96,437,409
Tax adjusted provision (not yet applicable) 96,437,409
Revised Capital 13,493,505,267
Revised risk weighted assets 123,302,286,154
Revised CAR (%) 10.94%
Fall in CAR 0.0007
Revised NPLs 9,740,178,336
Revised NPLs to Loans (%) 8.55%

4. Credit Risk Downward shift in NPLs Categories :

Magnitude of Shock 50%

Weighted Amount of provision 2304975409.1
Provision after shift in categories 3720864796.65
Increase in provision 1415889387.55
Tax adjusted provision 1415889387.55
Revised Capital 12,174,053,288
Revised RWA 121,982,834,175
Revised CAR (%) 9.98%
Fall in CAR 0.0103

5. Credit Risk Fall in the FSV of Mortgaged Collateral :

Magnitude of Shock 10%

Total FASV of Mortgage collateral 883,883,425
Weighted Forced Sale Value of Collateral 579316561
Increase in provision 57931656
Tax adjusted provision 57931656
Revised Capital 13,532,011,020
Revised RWA 123,340,791,907
Revised CAR (%) 10.97%
Fall in CAR 0.0004
6. Increase in NPLs up to that position in which whole capital will be wiped out:

Total NPLs 9,643,740,927

NPL/Total Loan (%) 7.55%
Total Capital 13,589,942,676
Increase in NPL 13,589,942,676
Increase in Provision 13,589,942,676
Revised Capital 0
Revised risk weighted assets 109,808,780,887
Revised CAR 0%
Fall in CAR (% age points) 11.01%
Revised NPL 23,233,683,603
Revised NPL (%) 18%

7. Credit Risk Increase in NPLs under B/L category in 1 or 2 sectors :

Magnitude of Shock 5%
Loan to Garments & Textile Sectors 17,325,494,721
Increase in
Increase in provision
NPLs (after adjustment of value of eligible 866,274,736.05
securities; if any) 866,274,736.05
Tax adjusted provision 866274736.05
Revised Capital 12,723,667,940
Revised RWA 122,532,448,827
Revised CAR (%) 10.38%
Fall in CAR 0.0063

8. Credit Risk Increase in NPLs due to Top 10 large loan borrowers :

Magnitude of Shock 5%
Loan to Top 10 large loan borrowers 51648034808
Increase in NPLs 2582401740.4
Increase in provision (after adjustment of value of eligiblesecurit 2582401740.4
Tax adjusted provision 2582401740.4
Revised Capital 11,007,540,936
Revised RWA 120,816,321,823
Revised CAR (%) 9.11%
Fall in CAR 0.0190

A. Capital after one or more cumulative shocks :

Cumulative impact of Credit Shock (Aggregate of 5 types
of Credit Shock) 5,018,934,929
Tax adjusted Provision 5,018,934,929
Revised Capital 8,571,007,747
Revised RWA 118,379,788,634
Revised CAR (%) 7.24%
Fall in CAR 0.0377

Cumulative impact of all shocks 5,934,644,083.73

Tax adjusted provision 5,932,770,134.18
Revised capital 7,657,172,542
Revised RWA 117,465,953,429
Revised CAR (%) 6.52%
Scenario 2 Scenario 3

2% 3%
127,675,865,045 127,675,865,045
118,032,124,118 118,032,124,118
9,643,740,927 9,643,740,927
7.55% 7.55%
192874819 289312228
192,874,819 289,312,228
192,874,819 289,312,228
13,397,067,857 13,300,630,448
123,205,848,744 123,109,411,335
10.87% 10.80%
0.0014 0.0021
9,836,615,746 9,933,053,155
9.55% 10.55%

80% 100%
1107684048.2 410122511.2
3397068616.08 1856167307.1
2289384567.88 1446044795.9
2289384567.88 1446044795.9
11,300,558,108 12,143,897,880
121,109,338,995 121,952,678,767
9.33% 9.96%
0.0168 0.0106

20% 40%
883,883,425 883,883,425
579316561 579316561
115863312 231726625
115863312 231726625
13,474,079,364 13,358,216,051
123,282,860,251 123,166,996,938
10.93% 10.85%
0.0008 0.0017
 7.50% 10%
17,325,494,721 17,325,494,721
1,299,412,104.08 1,732,549,472.10
1,299,412,104.08 1,732,549,472.10
1299412104.075 1732549472.1
12,290,530,572 11,857,393,204
122,099,311,459 121,666,174,091
10.07% 9.75%
0.0095 0.0127

7.50% 10%
51648034808 51648034808
3873602610.6 5164803480.8
3873602610.6 5164803480.8
3873602610.6 5164803480.8
9,716,340,065 8,425,139,195
119,525,120,952 118,233,920,082
8.13% 7.13%
0.0288 0.0389
 7,771,137,413 8,864,436,601
7,771,137,413 8,864,436,601
5,818,805,263 4,725,506,075
115,627,586,150 114,534,286,962
5.03% 4.13%
0.0598 0.0689

9,602,555,722.01 11,632,971,581.72
9,598,807,822.91 11,627,349,733.06
3,991,134,853 1,962,592,943
113,799,915,740 111,771,373,830
3.51% 1.76%
8. Equity price Risk Fall in Stock Prices : Scenario 1

Magnitude of Shock 10%

Total exposure in stock market 372304654
Fall in the stock prices 37230465
Tax adjusted loss 21407518
Revised Capital 13,568,535,158
Revised risk weighted assets 123,377,316,045
Revised CAR 11.00%
Fall in CAR 0.0002
Scenario 2 Scenario 3

20% 40%
372304654 372304654
74460931 148921862
42815035 85630070
13,547,127,641 13,504,312,606
123,355,908,528 123,313,093,493
10.98% 10.95%
0.0003 0.0006
9. Liquidity Shock Fall in Liquid Liabilities :

Magnitude of Shock
Liquid Assets
Liquid Liabilities
Liquidity Ratio (%)
Fall in Liquid Liabilities
Revised Liquid Liabilities
Revised Liquid Assets
Liquidity Ratio after shock (%)
Scenario 1 Scenario 2 Scenario 3

10% 20% 30%

111,381,760,507 111,381,760,507 111,381,760,507
149,643,660,217 149,643,660,217 149,643,660,217
74.43% 74.43% 74.43%
14,964,366,022 29,928,732,043 44,893,098,065
134,679,294,195 119,714,928,174 104,750,562,152
96,417,394,485 81,453,028,464 66,488,662,442
71.59% 68.04% 63.47%
 Risk Weighted Asset
Trust Bank Ltd.

Asset Amount Risk WeighRWA

Cash & Cash Equivalent 14,002,611,774 0% 0
Government Securities 22,352,800,620 0% 0
Corporate Loan rated AAA, AA 21,704,897,060 20% 4340979412
Loan Rated A 10,214,069,200 50% 5107034600
Loan Rated BBB 6,383,793,252 100% 6383793252
Loan Rated BB,b 19,151,379,760 100% 19151379760
Loan Rated Below B 2,553,517,301 150% 3830275951.5
Urated loan 67,668,208,470 125% 84585260587.5
164,031,277,437 545% 123,398,723,563

Regulatory capital 13,589,942,676

CAR 0.1101 0.11

125,420,500,000

123398723563
9.08
 SMA Sub-standardDoubtful
NPL 6055263957 484184277 633675156
FSV of mortgage collateral 0 242092139 221786305
Provision 0 48418428 205944426

Top Ten Borrowers

4,556,022,294
4,031,338,932
3,542,651,477
3,424,582,030
3,416,992,186
3,248,142,088
2,892,351,164
2,713,134,077
2,228,608,760
21,594,211,800
total 51,648,034,808
Bad & Loss
2470617537
420004981
2050612556

Liquid Asset Liquid Liabilities

14,002,611,774 2,200,374,466
130,614,645,769 1,734,825,365
5,026,402,674 911,866,346
19,859,315,347
24,966,132,673
26,052,930,477
35,656,315,833

Total 149,643,660,217 111,381,760,507