v3.25.1
Information on Regulatory Capital and Capital Adequacy Ratios (Tables)
 12 Months Ended
Dec. 31, 2024
Information on Regulatory Capital and Capital Adequacy Ratios Disclosure [Abstract]  
Schedule of Total Assets, Risk-Weighted Assets and Components of the Effective Equity According To Basel III

Information on regulatory capital and capital adequacy indicators is presented below:

 

   Total assets, risk-weighted assets and components of the
effective equity according to Basel III		        Local and 
Overall consolidated
December 2024		    Local and 
Overall consolidated
December 2023		 
Item No.  Item description   Note    MCh$    MCh$ 
1  Total assets according to the statement of financial position        52,095,441    55,792,552 
2  Non-consolidated investment in subsidiaries   a    
—
    
—
 
3  Assets discounted from regulatory capital, other than item 2   b    2,544,175    2,253,206 
4  Derivative credit equivalents   c    1,056,941    886,789 
5  Contingent loans   d    3,104,187    2,827,120 
6  Assets generated by the intermediation of financial instruments   e    
—
    
—
 
7   = (1-2-3+4+5-6) Total assets for regulatory purposes        53,712,394    57,253,255 
8.a  Credit risk weighted assets, estimated according to the standard methodology (CRWA)   f    32,704,910    31,887,173 
8.b  Credit risk weighted assets, estimated according to internal methodologies (CRWA)   f    
—
    
—
 
9  Market risk weighted assets (MRWA)   h    1,309,590    1,693,317 
10  Operational risk weighted assets (ORWA)   g    4,339,979    4,110,324 
11.a   = (8.a/8.b+9+10) Risk-weighted assets (RWA)        38,354,479    37,690,814 
11.b   = (8.a/8.b+9+10) Risk-weighted assets, after application of the output floor (RWA)        38,354,479    37,690,814 
12  Owner’s equity        5,622,999    5,237,283 
13  Non-controlling interest   i    2    2 
14  Goodwill   j    
—
    
—
 
15  Excess minority investments   k    
—
    
—
 
16   = (12+13-14-15) Core Tier 1 Capital (CET1)        5,623,001    5,237,285 
17  Additional deductions to core tier 1 capital, other than item 2   l    111,087    60,992 
18   = (16-17-2) Core Tier 1 Capital (CET1)        5,511,914    5,176,293 
19  Voluntary provisions (additional) imputed as additional Tier 1 capital (AT1)   m    
—
    
—
 
20  Subordinated bonds imputed as additional tier 1 capital (AT1)   m    
—
    
—
 
21  Preferred shares allocated to additional tier 1 capital (AT1)        
—
    
—
 
22  Bonds without a fixed term of maturity imputed to additional tier 1 capital (AT1)        
—
    
—
 
23  Discounts applied to AT1   l    
—
    
—
 
24   = (19+20+21+22-23) Additional Tier 1 Capital (AT1)        
—
    
—
 
25   = (18+24) Tier 1 Capital        5,511,914    5,176,293 
26  Voluntary provisions (additional) imputed as Tier 2 capital (T2)   n    408,811    398,590 
27  Subordinated bonds imputed as Tier 2 capital (T2)   n    1,034,567    1,003,701 
28   = (26+27) Equivalent tier 2 capital (T2)        1,443,378    1,402,291 
29  Discounts applied to T2        
—
    
—
 
30   = (28-29) Tier 2 capital (T2)        1,443,378    1,402,291 
31   = (25+30) Effective equity        6,955,292    6,578,584 
32  Additional basic capital required for the constitution of the conservation buffer   o    958,862    706,706 
33  Additional basic capital required to set up the countercyclical buffer   p    191,772    
—
 
34  Additional basic capital required for banks qualified as systemic   q    359,573    235,569 
35  Additional capital required for the evaluation of the adequacy of effective equity (Pillar 2)   r    47,943    
—
 
Schedule of Capital Adequacy Ratios and Regulatory Compliance According To Basel III Corresponds to the additional capital for the evaluation of the sufficiency of the effective equity (Pillar 2) of the bank, as established in Chapter 21-13 of the RAN.
            Local and 
Overall consolidated		    Local and 
Overall consolidated		 
No. Item  Capital Adequacy Ratios and Regulatory Compliance according to Basel III   Note    December 2024
%		    December 2023
%		 
1  Leverage Ratio (T1 I18/T1 I7)        10.26%   9.04%
1.a  Leverage Ratio that the bank must meet, considering the minimum requirements   a    3%   3%
2  CET 1 Capital Ratio (T1 I18/T1 I11.b)        14.37%   13.73%
2.a  CET 1 Capital Ratio that the bank must meet, considering the minimum requirements   a    5.51%   5.13%
2.b  Capital buffer shortfall   b    
—
    
—
 
3  Tier 1 Capital Ratio (T1 I25/T1 I11.b)        14.37%   13.73%
3.a  Tier 1 Capital Ratio that the bank must meet, considering the minimum requirements   a    7.03%   6.63%
4  Regulatory Capital Ratio (T1 I31/T1 I11.b)        18.13%   17.45%
4.a  Total or Regulatory Capital Ratio that the bank must meet, considering the minimum requirements   a    9.06%   8.63%
4.b  Total or Regulatory Capital Ratio that the bank must meet, considering the charge for article 35 bis   c    N/A    N/A 
4.c  Total or Regulatory Capital Ratio that the bank must meet, considering the minimum requirements, conservation buffer and countercyclical buffer   b    12.06%   10.50%
5  Credit rating   d    A    A 
   Regulatory compliance for Capital Adequacy               
6  Additional provisions computed in Tier 2 capital (T2) in relation to CRWA (T1 I26/T1 I8.a)   e    1.25%   1.25%
7  Subordinated bonds computed as Tier 2 capital (T2) in relation to CET 1 Capital   f    18.40%   19.16%
8  Additional Tier 1 Capital (AT1) in relation to CET 1 Capital (T1 I24/T1 I18)   g    
—
    
—
 
9  Voluntary (additional) provisions and subordinated bonds computed as AT1 in relation to RWAs ((T1 I19+T1 I20)/T1 I11.b)   h    N/A    N/A