Core capital and supplementary capital | 30.09.2016 | 30.09.2015 | 31.12.2015 |
---|
Share capital and share premium | 1 350 | 1 150 | 1 150 |
Retained earnings | 3 | 2 | 179 |
Total equity | 1 353 | 1 152 | 1 329 |
Dividends | 0 | 0 | -176 |
Expected losses exceeding actual losses, IRB portfolios | -38 | -35 | -32 |
Common Equity Tier 1 capital | 1 315 | 1 117 | 1 121 |
| | | |
Supplementary capital | 0 | 0 | 0 |
Net equity and subordinated loan capital | 1 315 | 1 117 | 1 121 |
| | | |
Risk-weighted assets (calculation basis for capital adequacy ratio) | |
---|
Credit risk loans and receivables (Standardised Approach) | 202 | 443 | 301 |
Credit risk loans and receivables (Internal ratings based Approach) | 3 657 | 3 554 | 3 345 |
Operational Risk (Basic indicator Approach) | 501 | 411 | 411 |
Total risk exposure amount for credit valuation adjustment (CVA) (SA) | 365 | 432 | 444 |
Risk-weighted assets less transitional rules | 4 725 | 4 840 | 4 500 |
Additional RWA from transitional rules 1) | 3 282 | 2 887 | 3 108 |
Total risk-weighted assets | 8 007 | 7 727 | 7 608 |
Minimum requirement common equity Tier 1 capital (4,5%) | 360 | 348 | 342 |
| | | |
1) Transitional rules require that RWA can not be less than 80 per cent of the corresponding Basel I requirement |
| | | |
Buffer Requirement | | | |
---|
Countercyclical buffer (1.0%) | 80 | 77 | 76 |
Capital conservation buffer (2.5%) | 200 | 193 | 190 |
Systemic risk buffer (3.0%) | 240 | 232 | 228 |
Total buffer requirements | 520 | 502 | 495 |
Available common equity Tier 1 capital after buffer requirements | 434 | 267 | 285 |
| | | |
Capital adequacy as a percentage of the weighted asset calculation basis | |
---|
Capital adequacy ratio | 16,4 % | 14,5 % | 14,7 % |
Core capital ratio | 16,4 % | 14,5 % | 14,7 % |
Core tier 1 capital ratio | 16,4 % | 14,5 % | 14,7 % |
| | | |
Leverage ratio | |
---|
Leverage ratio | 6,6 % | 5,5 % | 5,8 % |
| | | |
Liquidity Coverage Ratio | |
---|
Liquidity Coverage Ratio | 180% | 0% | 0% |
| | | |
Møre Boligkreditt AS' capital requirements at 30th September 2016 are based on IRB-Foundation for commercial commitments and IRB-Retail for retail commitments |