Basel III Pillar 3 Disclosure

    Capital Structure

    Capital Disclosures

    In compliance with the requirement under Basel II The Third Pillar – Market Discipline and the Bank of Thailand (BOT) disclosure requirements, United Overseas Bank (Thai) – ‘UOBT or the Bank’ has developed a set of disclosures on a solo basis for the positions as of 30 June 2012 compared with the positions as of 31 December 2011, covering:

    1. Capital Structure
    2. Capital Adequacy
    3. Minimum Capital Requirement by Risk Type.

    UOBT assesses its capital adequacy to support current and future activities. The Bank has received the approval from Bank of Thailand (BOT) to adopt Foundation Internal Ratings-Based Approach (FIRB) for credit risk capital computation since 30 June 2010.

    The following table represents the breakdown of the total regulatory capital as of 30 June 2012, compared with the positions as of 31 December 2011

    Capital Structure


    Note: SA = Standardized Approach, IRBA = Internal Rating-Based Approach

    Capital Adequacy

    The Bank is subjected to the capital adequacy guidelines stipulated by BOT, which are based on the framework of Basel II. As per these guidelines, the Bank is required to maintain a minimum ratio of total capital to risk weighted assets of 8.50%. In addition, the ratio of Tier 1 capital to risk weighted assets cannot be less than 4.25% and Tier 2 capital cannot exceed Tier 1 capital

    As of 30 June 2012, UOBT’s Total Capital Adequacy Ratio was 17.04%, and the ratio of Tier 1 capital to risk weighted assets was 15.42%


    Risk Weighted Assets

    The following table shows information of risk weighted assets and equivalent amount for risk weighted assets, categorized by types of risk as of 30 June 2012, compared with the positions as of 31 December 2011

    Minimum Capital Requirement by Risk Type

    UOBT assesses its capital adequacy to support current and future activities. The Bank has received the approval from Bank of Thailand (BOT) to adopt Foundation Internal Ratings-Based Approach (FIRB) for credit risk capital computation since 30 June 2010.

    The following table represents the breakdown of the total regulatory capital as of 30 June 2012, compared with the positions as of 31 December 2011

    Capital Structure


    Note: SA = Standardized Approach, IRBA = Internal Rating-Based Approach