Habib Bank Zurich (Hong Kong) Limited Capital Disclosures Template - 30 June 2017 Expressed in HK$' Investments in own AT1 capital instruments 3

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1 Habib Bank Zurich (Hong Kong) Limited Capital Disclosures Template - 30 June 2017 Expressed in HK$'000 CET1 capital: instruments and reserves Cross-referenced* to 1 Directly issued qualifying CET1 capital instruments plus any related share premium 300,000 (4) 2 Retained earnings 215,327 (9) 3 Disclosed reserves 26,300 (5) + (6) + (8) 4 Directly issued capital subject to phase out from CET1 capital (only applicable to non-joint stock companies) 5 Minority interests arising from CET1 capital instruments issued by consolidated bank subsidiaries and held by third parties (amount allowed in CET1 capital of the consolidation group) 6 CET1 capital before regulatory deductions 541,627 7 Valuation adjustments 8 Goodwill (net of associated deferred tax liability) 9 Other intangible assets (net of associated deferred tax liability) 10 Deferred tax assets net of deferred tax liabilities 4,054 (3) 11 Cash flow hedge reserve 12 Excess of total EL amount over total eligible provisions under the IRB approach 13 Gain-on-sale arising from securitization transactions 14 Gains and losses due to changes in own credit risk on fair valued liabilities 15 Defined benefit pension fund net assets (net of associated deferred tax liabilities) 16 Investments in own CET1 capital instruments (if not already netted off paid-in capital on reported balance sheet) 17 Reciprocal cross-holdings in CET1 capital instruments Insignificant capital investments in CET1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation (amount above 10% threshold) Significant capital investments in CET1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation (amount above 10% threshold) 20 Mortgage servicing rights (amount above 10% threshold) 21 Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability) 22 Amount exceeding the 15% threshold 23 of which: significant investments in the common stock of financial sector entities 24 of which: mortgage servicing rights 25 of which: deferred tax assets arising from temporary differences 26 National specific regulatory adjustments applied to CET1 capital 27,244 26a Cumulative fair value gains arising from the revaluation of land and buildings (own-use and investment properties) 11,244 (5) 26b Regulatory reserve for general banking risks 16,000 (6) 26c Securitization exposures specified in a notice given by the Monetary Authority 26d Cumulative losses below depreciated cost arising from the institution's holdings of land and buildings 26e Capital shortfall of regulated non-bank subsidiaries 26f 27 Capital investment in a connected company which is a commercial entity (amount above 15% of the reporting institution's capital base) Regulatory deductions applied to CET1 capital due to insufficient AT1 capital and Tier 2 capital to cover deductions 28 Total regulatory deductions to CET1 capital 31, CET1 capital 510, Qualifying AT1 capital instruments plus any related share premium 31 of which: classified as equity under applicable accounting standards 32 of which: classified as liabilities under applicable accounting standards 33 Capital instruments subject to phase out arrangements from AT1 capital 34 CET1 capital: regulatory deductions AT1 capital: instruments AT1 capital instruments issued by consolidated bank subsidiaries and held by third parties (amount allowed in AT1 capital of the consolidation group) 35 of which: AT1 capital instruments issued by subsidiaries subject to phase out arrangements 36 AT1 capital before regulatory deductions 0 1

2 Habib Bank Zurich (Hong Kong) Limited Capital Disclosures Template - 30 June 2017 Expressed in HK$' Investments in own AT1 capital instruments 38 Reciprocal cross-holdings in AT1 capital instruments Insignificant capital investments in AT1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation (amount above 10% threshold) Significant capital investments in AT1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation 41 National specific regulatory adjustments applied to AT1 capital 42 Regulatory deductions applied to AT1 capital due to insufficient Tier 2 capital to cover deductions 43 Total regulatory deductions to AT1 capital 0 44 AT1 capital 0 45 Tier 1 capital (Tier 1 = CET1 + AT1) 510, Qualifying Tier 2 capital instruments plus any related share premium 47 Capital instruments subject to phase out arrangements from Tier 2 capital 48 Tier 2 capital instruments issued by consolidated bank subsidiaries and held by third parties (amount allowed in Tier 2 capital of the consolidation group) 49 of which: capital instruments issued by subsidiaries subject to phase out arrangements 50 Collective impairment allowances and regulatory reserve for general banking risks eligible for inclusion in Tier 2 capital 51 Tier 2 capital before regulatory deductions 18, Investments in own Tier 2 capital instruments 53 Reciprocal cross-holdings in Tier 2 capital instruments Insignificant capital investments in Tier 2 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation (amount above 10% threshold) Significant capital investments in Tier 2 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation 56 National specific regulatory adjustments applied to Tier 2 capital (5,060) 56a AT1 capital: regulatory deductions Tier 2 capital: instruments and provisions Tier 2 capital: regulatory deductions Add back of cumulative fair value gains arising from the revaluation of land and buildings (ownuse and investment properties) eligible for inclusion in Tier 2 capital 57 Total regulatory deductions to Tier 2 capital (5,060) 58 Tier 2 capital 23, Total capital (Total capital = Tier 1 + Tier 2) 534, Total risk weighted assets 1,674,541 Capital ratios (as a percentage of risk weighted assets) 61 CET1 capital ratio 30.48% 62 Tier 1 capital ratio 30.48% 63 Total capital ratio 31.90% 18,787 (1) + (2) + (7) (5,060) (5) x 45% 64 Institution specific buffer requirement (minimum CET1 capital requirement as specified in s.3b of the BCR plus capital conservation buffer plus countercyclical buffer requirements plus G-SIB or D- SIB requirements) 6.826% 65 of which: capital conservation buffer requirement 1.250% 66 of which: bank specific countercyclical buffer requirement 1.076% 67 of which: G-SIB or D-SIB buffer requirement 0.00% 68 CET1 capital surplus over the minimum CET1 requirement and any CET1 capital used to meet the Tier 1 and Total capital requirement under s.3b of the BCR National minima (if different from Basel 3 minimum) 18.65% 69 National CET1 minimum ratio 70 National Tier 1 minimum ratio 71 National Total capital minimum ratio 2

3 Habib Bank Zurich (Hong Kong) Limited Capital Disclosures Template - 30 June 2017 Expressed in HK$' Insignificant capital investments in CET1 capital instruments, AT1 capital instruments and Tier 2 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation Significant capital investments in CET1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation 74 Mortgage servicing rights (net of related tax liability) 75 Deferred tax assets arising from temporary differences (net of related tax liability) Provisions eligible for inclusion in Tier 2 in respect of exposures subject to the basic approach and the standardized (credit risk) approach (prior to application of cap) Cap on inclusion of provisions in Tier 2 under the basic approach and the standardized (credit risk) approach Provisions eligible for inclusion in Tier 2 in respect of exposures subject to the IRB approach (prior to application of cap) 26,646 18, Cap for inclusion of provisions in Tier 2 under the IRB approach 80 Current cap on CET1 capital instruments subject to phase out arrangements 81 Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities) 82 Current cap on AT1 capital instruments subject to phase out arrangements 83 Amount excluded from AT1 capital due to cap (excess over cap after redemptions and maturities) 84 Current cap on Tier 2 capital instruments subject to phase out arrangements 85 Amounts below the thresholds for deduction (before risk weighting) Applicable caps on the inclusion of provisions in Tier 2 capital Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2018 and 1 Jan 2022) Amount excluded from Tier 2 capital due to cap (excess over cap after redemptions and maturities) Notes to the template: Elements where a more conservative definition has been applied in the BCR relative to that set out in Basel III capital standards: Row No. Description Hong Kong basis Basel III basis 10 Deferred tax assets net of deferred tax liabilities 4,054 0 Explanation As set out in paragraphs 69 and 87 of the Basel III text issued by the Basel Committee (December 2010), DTAs that rely on future profitability of the bank to be realized are to be deducted, whereas DTAs which relate to temporary differences may be given limited recognition in CET1 capital (and hence be excluded from deduction from CET1 capital up to the specified threshold). In Hong Kong, an AI is required to deduct all DTAs in full, irrespective of their origin, from CET1 capital. Therefore, the amount to be deducted as reported in row 10 may be greater than that required under Basel III. The amount reported under the column "Basel III basis" in this box represents the amount reported in row 10 (i.e. the amount reported under the "Hong Kong basis") adjusted by reducing the amount of DTAs to be deducted which relate to temporary differences to the extent not in excess of the 10% threshold set for DTAs arising from temporary differences and the aggregate 15% threshold set for MSRs, DTAs arising from temporary differences and significant investments in CET1 capital instruments issued by financial sector entities (excluding those that are loans, facilities and other credit exposures to connected companies) under Basel III. Remarks: The amount of the 10% / 15% thresholds mentioned above is calculated based on the amount of CET1 capital determined under the Banking (Capital) Rules. Abbreviations: CET1: Common Equity Tier 1 AT1: Additional Tier 1 Footnote: * Cross-referenced to Reconciliation of balance sheet and capital items and regulatory deductions 3

4 恒比銀行蘇黎世 ( 香港 ) 有限公司資本披露模版以港幣千元列示 1 直接發行的合資格 CET1 資本票據加任何相關的股份溢價 300,000 (4) 2 保留溢利 215,327 (9) 對照參考 * 3 已披露的儲備 26,300 (5) + (6) + (8) 4 須從 CET1 資本逐步遞減的直接發行資本 ( 只適用於非合股公司 ) 不適用 5 CET1 資本 : 票據及儲備由綜合銀行附屬公司發行並由第三方持有的 CET1 資本票據產生的少數股東權益 ( 可計入綜合集團的 CET1 資本的數額 ) 不適用 6 監管扣減之前的 CET1 資本 541,627 CET1 資本 : 監管扣減 7 估值調整不適用 8 商譽 ( 已扣除相聯遞延稅項負債 ) 不適用 9 其他無形資產 ( 已扣除相聯遞延稅項負債 ) 不適用 10 已扣除遞延稅項負債的遞延稅項資產 4,054 (3) 11 現金流對沖儲備不適用 12 在 IRB 計算法下 EL 總額超出合資格準備金總額之數不適用 13 由證券化交易產生的出售收益不適用 14 按公平價值估值的負債因本身的信用風險變動所產生的損益不適用 15 界定利益的退休金基金淨資產 ( 已扣除相聯遞延稅項負債 ) 不適用 16 於機構本身的 CET1 資本票據的投資 ( 若並未在所報告的資產負債表中從實繳資本中扣除 ) 不適用 17 互相交叉持有的 CET1 資本票據不適用 18 於在監管綜合計算的範圍以外的金融業實體發行的 CET1 資本票據的非重大資本投資 ( 超出 10% 門檻之數 ) 不適用 19 於在監管綜合計算的範圍以外的金融業實體發行的 CET1 資本票據的重大資本投資 ( 超出 10% 門檻之數 ) 不適用 20 按揭供款管理權 ( 高於 10% 門檻之數 ) 不適用 21 由暫時性差異產生的遞延稅項資產 ( 高於 10% 門檻之數, 已扣除相聯遞延稅項負債 ) 不適用 22 超出 15% 門檻之數不適用 23 其中 : 於金融業實體的普通股的重大投資不適用 24 其中 : 按揭供款管理權不適用 25 其中 : 由暫時性差異產生的遞延稅項資產不適用 26 適用於 CET1 資本的司法管轄區特定監管調整 27,244 26a 因土地及建築物 ( 自用及投資用途 ) 進行價值重估而產生的累積公平價值收益 11,244 (5) 26b 一般銀行業務風險監管儲備 16,000 (6) 26c 金融管理專員給予的通知所指明的證券化類別風險承擔不適用 26d 因機構持有的土地及建築物低於已折舊的成本價值而產生的任何累積虧損不適用 26e 受規管非銀行附屬公司的資本短欠不適用 26f 在屬商業實體的有連繫公司中的資本投資 ( 超出申報機構的資本基礎的 15% 之數 ) 不適用 27 因沒有充足的 AT1 資本及二級資本以供扣除而須在 CET1 資本扣除的監管扣減不適用 28 對 CET1 資本的監管扣減總額 31, CET1 資本 510,329 AT1 資本 : 票據 30 合資格 AT1 資本票據加任何相關股份溢價不適用 31 其中 : 根據適用會計準則列為股本類別不適用 32 其中 : 根據適用會計準則列為負債類別不適用 33 須從 AT1 資本逐步遞減的資本票據不適用 34 由綜合銀行附屬公司發行並由第三方持有的 AT1 資本票據 ( 可計入綜合集團的 AT1 資本的數額 ) 不適用 35 其中 : 受逐步遞減安排規限的由附屬公司發行的 AT1 資本票據不適用 36 監管扣減之前的 AT1 資本 0 4

5 恒比銀行蘇黎世 ( 香港 ) 有限公司資本披露模版以港幣千元列示 37 於機構本身的 AT1 資本票據的投資不適用 38 互相交叉持有 AT1 資本票據不適用 39 於在監管綜合計算的範圍以外的金融業實體發行的 AT1 資本票據的非重大資本投資 ( 超出 10% 門檻之數 ) 不適用 40 於在監管綜合計算的範圍以外的金融業實體發行的 AT1 資本票據的重大資本投資不適用 41 適用於 AT1 資本的司法管轄區特定監管調整不適用 42 因沒有充足的二級資本以供扣除而須在 AT1 資本扣除的監管扣減不適用 43 對 AT1 資本的監管扣減總額 0 44 AT1 資本 0 45 一級資本 ( 一級資本 = CET1 + AT1) 510, 合資格二級資本票據加任何相關股份溢價不適用 47 須從二級資本逐步遞減的資本票據不適用 48 由綜合銀行附屬公司發行並由第三方持有的二級資本票據 ( 可計入綜合集團的二級資本的數額 ) 不適用 49 其中 : 受逐步遞減安排規限的由附屬公司發行的資本票據不適用 50 合資格計入二級資本的集體減值備抵及一般銀行風險監管儲備 18,787 (1) + (2) + (7) 51 監管扣減之前的二級資本 18, 於機構本身的二級資本票據的投資不適用 53 互相交叉持有的二級資本票據不適用 54 於在監管綜合計算的範圍以外的金融業實體發行的二級資本票據的非重大資本投資 ( 超出 10% 門檻之數 ) 不適用 55 於在監管綜合計算的範圍以外的金融業實體發行的二級資本票據的重大資本投資不適用 56 適用於二級資本的司法管轄區特定監管調整 (5,060) 56a 加回合資格計入二級資本的因對土地及建築物 ( 自用及投資用途 ) 進行價值重估而產生的累積公平價值收益 57 對二級資本的監管扣減總額 (5,060) 58 二級資本 23, 總資本 ( 總資本 = 一級資本 + 二級資本 ) 534, 風險加權總資產 1,674, CET1 資本比率 30.48% 62 一級資本比率 30.48% 63 總資本比率 31.90% 64 機構特定緩衝資本要求 ( 資本規則第 3B 條指明的最低 CET1 資本要求加防護緩衝資本加反周期緩衝資本要求加環球系統重要性銀行或本地系統重要性銀行的資本要求 (5,060) (5) x 45% 6.826% 65 其中 : 防護緩衝資本要求 1.250% 66 其中 : 銀行特定反周期緩衝資本要求 1.076% 67 其中 : 環球系統重要性銀行或本地系統重要性銀行的要求 0.00% 68 AT1 資本 : 監管扣減二級資本 : 票據及準備金二級資本 : 監管扣減資本比率 ( 佔風險加權資產的百分比 ) CET1 資本超出在資本規則第 3B 條下的最低 CET1 要求及用作符合該條下的一級資本及總資本要求的任何 CET1 資本司法管轄區最低比率 ( 若與巴塞爾協定三最低要求不同 ) 18.65% 69 司法管轄區 CET1 最低比率不適用 70 司法管轄區一級資本最低比率不適用 71 司法管轄區總資本最低比率不適用 5

6 恒比銀行蘇黎世 ( 香港 ) 有限公司資本披露模版以港幣千元列示低於扣減門檻的數額 ( 風險加權前 ) 於在監管綜合計算的範圍以外的金融業實體發行的 CET1 資本票據 AT1 資本票據及二級資本票據的非重大資本投資於在監管綜合計算的範圍以外的金融業實體發行的 CET1 資本票據 AT1 資本票據及二級資本票據的重大資本投資不適用不適用 74 按揭供款管理權 ( 已扣除相聯稅項負債 ) 不適用 75 由暫時性差異產生的遞延稅項資產 ( 已扣除相聯遞延稅項負債 ) 不適用就計入二級資本的準備金的適用上限 76 合資格計入二級資本中有關基本計算法及標準 ( 信用風險 ) 計算法下的準備金 ( 應用上限前 ) 26, 在基本計算法及標準 ( 信用 ) 風險計算法下可計入二級資本中的準備金上限 18, 合資格計入二級資本中有關 IRB 計算法下的準備金 ( 應用上限前 ) 不適用 79 在 IRB 計算法下可計入二級資本中的準備金上限不適用受逐步遞減安排規限的資本票據 ( 僅在 2018 年 1 月 1 日至 2022 年 1 月 1 日期間適用 ) 80 受逐步遞減安排規限的 CET1 資本票據的現行上限不適用 81 由於實施上限而不計入 CET1 的數額 ( 在計及贖回及到期期限後超出上限之數 ) 不適用 82 受逐步遞減安排規限的 AT1 資本票據的現行上限不適用 83 由於實施上限而不可計入 AT1 資本的數額 ( 在計及贖回及到期期限後超出上限之數 ) 不適用 84 受逐步遞減安排規限的二級資本票據的現行上限不適用 85 由於實施上限而不可計入二級資本的數額 ( 在計及贖回及到期期限後超出上限之數 ) 不適用模版附註 : 相對巴塞爾協定三資本標準所載定義, 資本規則對以下項目賦予較保守的定義 : 行數內容香港基準巴塞爾協定三基準已扣除遞延稅項負債的遞延稅項資產 4, 解釋正如巴塞爾委員會發出的巴塞爾協定三文本 (2010 年 12 月 ) 第 69 及 87 段所列載, 視乎銀行予以實現的未來或然率而定的遞延稅項資產須予扣減, 而與暫時性差異有關的遞延稅項資產則可 CET1 資本內予以有限度確認 ( 並因此可從 CET1 資本的扣減中被豁除, 但以指定門檻為限 ) 在香港, 不論有關資產的來源, 認可機構須從 CET1 資本中全數扣減所有遞延稅項資產因此, 在第 10 行所填報須予扣減的數額可能會高於巴塞爾協定三規定須扣減的數額在本格內的巴塞爾協定三基準項下匯報的數額為經調整的在第 10 行所匯報的數額 ( 即在香港基準項下匯報的數額 ), 而調整方法是按須扣減的與暫時性差異有關的遞延稅項資產數額予以下調, 並以不超過在巴塞爾協定三下就暫時性差異所產生的遞延稅項資產所定的 10% 門檻及就按揭供款管理權由暫時性差額所產生的遞延稅項資產與於金融業實體發行的 CET1 資本票據的重大投資 ( 不包括屬對有連繫公司的貸款融通或其他信用風險承擔的投資 ) 所定的整體 15% 門檻為限註 : 上述 10%/15% 門檻的數額的計算是以銀行業 ( 資本 ) 規則為基準簡稱 : CET1: 普通股權一級資本 AT1: 額外一級資本附註 : * 對照參考資産負債表資本項目和監管扣減項目的對帳 6

CHI_Website Disclosure Template_ xls

CHI_Website Disclosure Template_ xls 步驟一於二零一五年六月三十日之簡明綜合財務狀況表資產按已公佈財務報表內之資產表於二零一五年六月三十日按照監管綜合範圍於二零一五年六月三十日庫存現金及短期資金 18,399,357 18,374,679 存放同業於一至十二個月內到期之款項 8,923,63 8,923,63 衍生金融工具 227,218 227,218 按公平值列賬及列入損益賬之金融資產 323 - 可供出售之證券 11,347,23