Core capital and supplementary capital | 31.12.2016 | 31.12.2015 |
---|
Share capital and share premium | 1 350 | 1 150 |
Retained earnings | 159 | 179 |
Total equity | 1 509 | 1 329 |
Dividends | -156 | -176 |
Expected losses exceeding actual losses, IRB portfolios | -39 | -32 |
Common Equity Tier 1 capital | 1 313 | 1 121 |
| | |
Supplementary capital | 0 | 0 |
Net equity and subordinated loan capital | 1 313 | 1 121 |
| | |
Risk-weighted assets (calculation basis for capital adequacy ratio) | |
---|
Credit risk loans and receivables (Standardised Approach) | 250 | 301 |
Credit risk loans and receivables (Internal ratings based Approach) | 4 083 | 3 345 |
Operational Risk (Basic indicator Approach) | 501 | 411 |
Total risk exposure amount for credit valuation adjustment (CVA) (SA) | 300 | 444 |
Risk-weighted assets less transitional rules | 5 134 | 4 500 |
Additional RWA from transitional rules 1) | 3 587 | 3 108 |
Total risk-weighted assets | 8 722 | 7 608 |
Minimum requirement common equity Tier 1 capital (4,5%) | 392 | 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%) | 87 | 76 |
Capital conservation buffer (2.5%) | 218 | 190 |
Systemic risk buffer (3.0%) | 262 | 228 |
Total buffer requirements | 567 | 495 |
Available common equity Tier 1 capital after buffer requirements | 354 | 285 |
| | |
Capital adequacy as a percentage of the weighted asset calculation basis | |
---|
Capital adequacy ratio | 15,1 % | 14,7 % |
Core capital ratio | 15,1 % | 14,7 % |
Core tier 1 capital ratio | 15,1 % | 14,7 % |
| | |
Leverage ratio | |
---|
Leverage ratio | 6,1 % | 5,8 % |
| | |
Liquidity Coverage Ratio | |
---|
Liquidity Coverage Ratio | 119% | 0% |
| | |
Møre Boligkreditt AS' capital requirements at 31st December 2016 are based on IRB-Foundation for commercial commitments and IRB-Retail for retail commitments |