NovaBank SA — Capital Adequacy & Funding Plan

The capital-adequacy position — CET1 and Tier 2 capital, risk-weighted assets and regulatory ratios — and the staged funding plan.

NovaBank SA Business PlanSection 15 › Capital Adequacy & Funding Plan

Section 15 · Business Plan

Capital Adequacy & Funding Plan

The capital-adequacy position — CET1 and Tier 2 capital, risk-weighted assets and regulatory ratios — and the staged funding plan.

Capital adequacy is the single most binding constraint on a new
bank’s growth. NovaBank’s capital plan is designed to maintain capital
ratios significantly above SARB minima throughout the planning period,
while simultaneously delivering investor-relevant returns on equity by
Year 5.

15.1 Capital Adequacy Trajectory

Figure 15.1
Figure 15.1 — Capital adequacy ratios versus SARB regulatory minima.

15.2 Capital Composition

ZAR millions Year 1 Year 2 Year 3 Year 4 Year 5
Common Equity Tier 1 (CET1) 1,025 2,160 2,510 3,780 6,220
Risk-Weighted Assets (RWA) 4,560 11,750 15,510 25,030 43,200
CET1 Ratio (%) 22.5% 18.4% 16.2% 15.1% 14.4%
Regulatory Minimum CET1 8.0% 8.0% 8.0% 8.0% 8.0%
Headroom Above Minimum 14.5% 10.4% 8.2% 7.1% 6.4%
Tier 2 Capital 73 165 200 300 350
Total Capital 1,098 2,325 2,710 4,080 6,570
Total Capital Ratio 25.8% 21.4% 19.0% 17.8% 17.0%
Regulatory Minimum Total 11.5% 11.5% 11.5% 11.5% 11.5%

15.3 Liquidity Ratios

Liquidity Metric SARB Min. Year 1 Year 3 Year 5
Liquidity Coverage Ratio (LCR) >100% 168% 135% 118%
Net Stable Funding Ratio (NSFR) >100% 142% 118% 108%
Loan-to-Deposit Ratio (target <100%) 139% 111% 101%
High-Quality Liquid Asset Buffer ZAR 415m ZAR 1,750m ZAR 3,560m

15.4 Funding Strategy

The funding strategy emphasises the steady migration from
primarily-wholesale to primarily-deposit-based funding as the customer
base scales:

  • Year 1–2: Bridge funding from wholesale lines and Tier 2 issuance
    while customer deposits build.
  • Year 3 onwards: Customer deposit franchise becomes the dominant
    funding source, as is typical for a successful retail bank.
  • Throughout: Diversification across short, medium, and long-tenor
    wholesale instruments; a senior unsecured note programme (under DMTN)
    launched in Year 4.
  • Treasury policy maintains a minimum 60-day liquidity buffer at
    all times under stressed assumptions.

Confidential — this business plan is provided to prospective investors and lenders for evaluation purposes only and may not be reproduced or distributed without the written consent of NovaBank SA (Pty) Ltd.