Note 11

Capital adequacy
 30.09.201630.09.201531.12.2015
Core Capital   
EC capital989989989
- ECs owned by the Bank-7-16-13
Share premium354354354
Dividend equalisation fund937799935
Gift fund125125125
Primary capital fund2 1862 0432 183
Value adjustment fund823482
Proposed dividend for the EC holders00114
Proposed dividend for the local community00115
Other equity229238228
Accumulated profit for the period4173780
Total equity5 3124 9445 112
Deferred tax, goodwill and intangible assets-51-47-47
Value adjustments of financial instruments at fair value-14-12-14
Value adjustment fund-82-34-82
Perpetual Hybrid Tier 1 capital803810808
Expected losses exceeding actual losses, IRB portfolios-81-229-175
Proposed dividend for the EC holders00-114
Proposed dividend for the local community00-115
Accumulated profit for the period-417-3780
Total core capital5 4705 0545 373
Common equity Tier 1 Capital4 6674 2444 565
    
Supplementary capital   
Subordinated loan capital of limited duration501501501
36 % addition for net unrealised gains on shares available for sale000
50 % deduction for equity in other financial institutions000
Total supplementary capital501501501
Net equity and subordinated loan capital5 9715 5555 874
    
Capital requirement by exposure classes   
    
Exposure classes SA - credit risk30.09.201630.09.201531.12.2015
Central governments or central banks000
Regional governments or local authorities3266
Public sector companies192020
Institutions (banks etc)495252
Companies (corporate customers)0275
Mass marked (retail banking customers)000
Secured by mortgage on immovable property000
Exposures in default000
Covered bonds181516
Equity888
Other items12498114
Total capital requirements - credit risk, The Standardised Approach250226221
    
Exposure classes IRB - credit risk30.09.201630.09.201531.12.2015
Retail - Secured by real estate600588562
Retail - Other474546
SME619898773
Specialised lending390513512
Other corporate lending284197252
IRB-F capital requirements1 9402 2412 145
Total capital requirements - credit risk2 1902 4672 366
    
Exposure classes SA - market risk30.09.201630.09.201531.12.2015
Debt000
Equity000
Foreign exchange000
Credit value adjustment risk (CVA)342040
Total capital requirements - market risk342040
    
Operational Risk (Basic Indicator Approach)194190190
Deductions from the capital requirement000
Total capital requirement less transitional rules2 4182 6772 596
Additional capital requirements from transitional rules 1)20300
Total capital requirements2 6212 6772 596
    
Total risk-weighted assets less transitional rules30 22333 46032 455
Total risk-weighted assets from transitional rules2 53700
Total risk-weighted assets32 76033 46032 455
Minimum requirement common equity Tier 1 capital (4.5 %)1 4741 5061 460
    
Buffer Requirement30.09.201630.09.201531.12.2015
Capital conservation buffer (2.5 %)819837811
Systemic risk buffer (3.0 %)9831 004974
Countercyclical buffer (1.5%)491 325
Total buffer requirements2 2931 8402 110
Available common equity Tier 1 capital after buffer requirements900898995
    
Capital adequacy as a percentage of the weighted asset calculation basis incl. transitional rules30.09.201630.09.201531.12.2015
Capital adequacy ratio18,216,618,1
Capital adequacy ratio incl. 50 per cent of the profit for the period18,817,2 
Core capital ratio16,715,116,6
Core capital ratio incl. 50 per cent of the profit for the period17,315,7 
Core Tier 1 capital ratio14,312,714,1
Core Tier 1 capital ratio incl. 50 per cent of the profit for the period14,913,3 
    
Leverage Ratio (LR)30.09.201630.09.201531.12.2015
Leverage Ratio (LR) incl. 50 per cent of the profit for the period8,17,88,0