Friday, 4 March 2016

March 4, 2016: Revaluation Reserve, Foreign Currency Translation Reserve and Deferred Tax Assets in Tier-I

March 4, 2016: RBI eases tier-1 capital regulations and hence allows banks to expand capital base to meet Basel III norms

General Studies: Daily Capsule

Curtain Raiser –News Update (March 4, 2016)

Revaluation Reserve, Foreign Currency Translation Reserve & Deferred Tax Assets:

The RBI has come out with three amendments to include in Tier I, the revaluation reserve (at 55% discount), foreign currency translation reserve (at 25% discount) and Deferred Tax Assets (capped at 10%).

Revaluation Reserve is the amount added to the original acquired value of the asset in order to show its true value. Most of the banks, especially public sector ones are sitting on huge properties across the country bought at ridiculously low prices as compared to current land and real estate prices. Revaluation Reserve was allowed as a Tier-II capital by the central banker earlier. This has now been shifted to Tier-I in compliance with Basel-III guidelines.

(i.e. Revaluation reserves arise from the revaluation of assets that are undervalued on the bank’s books, typically bank premises.)

As for foreign currency translation reserve (FCTR), which allows 25% of the reserve to be included in the Tier-I calculation is formed due to translation differences which arise as a result of translating the financial statement items from the functional currency into the presentational currency using the exchange rate at the balance sheet date, which differs from the rate in effect at the last measurement date of the respective item. Banks with foreign operations and exposures generally create this reserve.

(i.e.  the foreign currency translation reserves arising due to the translation of financial statements of a bank’s foreign operations to the reporting currency would also be considered as Tier-I capital.)

The third amendment is on deferred tax assets (DTA) which will be capped at 10% of the bank’s Tier I capital. DTAs arise due to timing difference (and not due to losses) which are presently deducted from Tier I capital at 60% and AT 1 (additional tier 1) capital at 40%. 

[The Amendment one, two and three in nutshell:

--- Banks can now apply gains from revaluation of property to core capital requirements

--- The RBI also said conversions of foreign currency in financial statements can now more easily be considered common equity capital, while also easing rules on counting deferred tax assets.]

Tier-I capital and Tier-II capital:
--- Tier 1 capital is the core capital and is used to absorb losses.
--- Tier II, on the other hand, is supplementary capital.
--- Thus, it is Tier I capital that is a true measure of a bank’s financial health.”

[ Note: After amendments RBI has allowed Revaluation Reserves in Tier I capital:
--- In Tier I capital banks include: share capital, share premium and other reserves (excluding revaluation reserves).
--- In the case of Tier II capital, provisions or loan-loss reserves, which are freely available to meet losses, are included. Also, revaluation reserves at 55 per cent discount are included for Tier II capital calculation.
--- Now, the RBI has allowed revaluation reserves (at 55 per cent discount) to be included in Tier I (CET 1 — common equity) capital, instead of Tier II. ]

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 of the banking sector.

The Basel III reform measures aim to:--- Improve the banking sector's ability to absorb shocks arising from financial and economic stress--- Improve risk management and governance--- Strengthen banks' transparency and disclosures.

References:

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