Core capital and supplementary capital | 31.03.2017 | 31.03.2016 | 31.12.2016 |
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Share capital and share premium | 1 500 | 1 350 | 1 350 |
Retained earnings | 3 | 3 | 159 |
Total equity | 1 503 | 1 353 | 1 509 |
Dividends | 0 | 0 | -156 |
Expected losses exceeding actual losses, IRB portfolios | -36 | -35 | -39 |
Common Equity Tier 1 capital | 1 467 | 1 318 | 1 313 |
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Supplementary capital | 0 | 0 | 0 |
Net equity and subordinated loan capital | 1 467 | 1 318 | 1 313 |
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Risk-weighted assets (calculation basis for capital adequacy ratio) | | |
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Credit risk loans and receivables (Standardised Approach) | 262 | 310 | 250 |
Credit risk loans and receivables (Internal ratings based Approach) | 3 652 | 3 607 | 4 083 |
Operational Risk (Basic indicator Approach) | 505 | 501 | 501 |
Total risk exposure amount for credit valuation adjustment (CVA) (SA) | 290 | 482 | 300 |
Risk-weighted assets less transitional rules | 4 709 | 4 900 | 5 134 |
Additional RWA from transitional rules 1) | 3 464 | 3 265 | 3 587 |
Total risk-weighted assets | 8 173 | 8 165 | 8 722 |
Minimum requirement common equity Tier 1 capital (4.5%) | 368 | 367 | 392 |
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1) Transitional rules require that RWA can not be less than 80 per cent of the corresponding Basel I requirement |
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Buffer Requirement | | | |
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Countercyclical buffer (1.5%) | 123 | 82 | 87 |
Capital conservation buffer (2.5%) | 204 | 204 | 218 |
Systemic risk buffer (3.0%) | 245 | 245 | 262 |
Total buffer requirements | 572 | 531 | 567 |
Available common equity Tier 1 capital after buffer requirements | 527 | 420 | 354 |
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Capital adequacy as a percentage of the weighted asset calculation basis |
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Capital adequacy ratio | 17.9 % | 16.1 % | 15.1 % |
Core capital ratio | 17.9 % | 16.1 % | 15.1 % |
Core tier 1 capital ratio | 17.9 % | 16.1 % | 15.1 % |
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Leverage ratio | | |
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Leverage ratio | 7.3 % | 6.4 % | 6.1 % |
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Liquidity Coverage Ratio | | |
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Liquidity Coverage Ratio | 204% | | 119% |
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Møre Boligkreditt AS' capital requirements at 31st March 2017 are based on IRB-Foundation for commercial commitments and IRB-Retail for retail commitments |