TMBThanachart Bank Public Company Limited and its Subsidiaries (Formerly TMB Bank Public Company Limited and its Subsidiaries) Notes to the financial statements For the year ended 31 December 2021 52 Stress tests are performed under various scenarios, in accordance with the BoT’s guidelines, in order to assess the Bank and its subsidiaries’ ability to withstand a crisis. In addition, the liquidity contingency plan is prepared for various crisis situations, whereby the roles of the relevant responsible units are defined, as well as funding plans and communication plans to customers, etc. The Bank will disclose Liquidity Coverage Ratio (LCR) information of statements of financial position, as at 31 December 2021 on the Bank’s website (www.ttbbank.com/ir/capital_funds/basel3) within April 2022. The significant financial assets and liabilities classified by remaining periods to maturity, counted from the date of statements of financial position, as at 31 December 2021 and 2020 were summarised as follows: Consolidated 2021 Within No At call (1) 1 year 1 - 5 year Over 5 year maturity Total (in million Baht) Financial assets Cash - - - - 16,011 16,011 Interbank and money market items net of deferred revenue 31,168 127,291 433 - - 158,892 Financial assets measured at fair value through profit or loss - - 703 340 378(2) 1,421 Investments, net Investments in debt instruments measured at FVOCI - 27,864 130,793 18,367 315 177,339 Investments in equity instruments designated at FVOCI - - - - 2,890(2) 2,890 Investments in subsidiaries and associates, net - - - - 8,620(2) 8,620 Loans to customers net of deferred revenue 133,518 373,194 462,708 361,323 41,572(3) 1,372,315 Other financial assets - net 587 1,479 - 399 5,110 7,575 Total financial assets 165,273 529,828 594,637 380,429 74,896 1,745,063 Financial liabilities Deposits 1,185,922 108,856 44,417 - - 1,339,195 Interbank and money market items 17,455 57,770 9,704 37 - 84,966 Liabilities payable on demand 5,325 - - - - 5,325 Financial liabilities measured at fair value through profit or loss - - 300 137 - 437 Debts issued and borrowings 5 14,071 54,291 31 - 68,398 Other financial liabilities 1,124 1,901 - 386 13,024 16,435 Total financial liabilities 1,209,831 182,598 108,712 591 13,024 1,514,756 Net liquidity gap (1,044,558) 347,230 485,925 379,838 61,872 230,307 (1) Including transactions with 1-day term. (2) Investment in equity securities. (3) Non-performing loans. 296 TMBThanachart Bank Public Company Limited
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