Core capital and supplementary capital | 30.06.2017 | 30.06.2016 | 31.12.2016 |
---|
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 | -38 | -39 | -39 |
Common Equity Tier 1 capital | 1 465 | 1 314 | 1 313 |
| | | |
Supplementary capital | 0 | 0 | 0 |
Net equity and subordinated loan capital | 1 465 | 1 314 | 1 313 |
| | | |
Risk-weighted assets (calculation basis for capital adequacy ratio) | | |
---|
Credit risk loans and receivables (Standardised Approach) | 243 | 319 | 250 |
Credit risk loans and receivables (Internal ratings based Approach) | 3 976 | 3 708 | 4 083 |
Operational Risk (Basic indicator Approach) | 505 | 501 | 501 |
Total risk exposure amount for credit valuation adjustment (CVA) (SA) | 307 | 455 | 300 |
Risk-weighted assets less transitional rules | 5 031 | 4 983 | 5 134 |
Additional RWA from transitional rules 1) | 4 013 | 3 200 | 3 587 |
Total risk-weighted assets | 9 044 | 8 183 | 8 722 |
Minimum requirement common equity Tier 1 capital (4.5%) | 407 | 368 | 392 |
| | | |
1) Transitional rules require that RWA can not be less than 80 per cent of the corresponding Basel I requirement |
| | | |
Buffer Requirement | | | |
---|
Countercyclical buffer (1.5%) | 136 | 82 | 87 |
Capital conservation buffer (2.5%) | 226 | 205 | 218 |
Systemic risk buffer (3.0%) | 271 | 245 | 262 |
Total buffer requirements | 633 | 532 | 567 |
Available common equity Tier 1 capital after buffer requirements | 425 | 414 | 354 |
| | | |
Capital adequacy as a percentage of the weighted asset calculation basis |
---|
Capital adequacy ratio | 16.2 % | 16.0 % | 15.1 % |
Core capital ratio | 16.2 % | 16.0 % | 15.1 % |
Core tier 1 capital ratio | 16.2 % | 16.0 % | 15.1 % |
| | | |
Leverage ratio | | |
---|
Leverage ratio | 6.7 % | 6.4 % | 6.1 % |
| | | |
Liquidity Coverage Ratio | | |
---|
Liquidity Coverage Ratio | 156% | 355% | 119% |
| | | |
Møre Boligkreditt AS' capital requirements at 30th June 2017 are based on IRB-Foundation for commercial commitments and IRB-Retail for retail commitments |