Note 11

Capital adequacy
EC capital989989989
- ECs owned by the Bank-5-5-5
Share premium355354355
Additional Tier 1 capital349349349
Primary capital fund2 5132 3432 470
Gift fund125125125
Dividend equalisation fund1 2601 0921 216
Value adjustment fund 5178
Proposed dividend for the EC holders00138
Proposed dividend for the local community00141
Other equity199208222
Accumulated profit for the period3092670
Total equity6 0945 7736 078
Goodwill, intangible assets and other deductions-37-95-100
Value adjustments of financial instruments at fair value-13-13-14
Additional Tier 1 capital201589254
Expected losses exceeding ECL, IRB portfolios-162-155-151
Proposed dividend for the EC holders00-138
Proposed dividend for the local community00-141
Accumulated profit for the period-309-2670
Total Tier 1 capital5 7745 8325 788
Common Equity Tier 1 capital5 2244 8945 185
Subordinated loan capital of limited duration (supplementary capital)703702530
Net equity and subordinated loan capital6 4776 5346 318
Capital requirement by exposure classes   
Exposure classes SA - credit risk30.06.201830.06.201731.12.2017
Central governments or central banks000
Regional governments or local authorities111514
Public sector companies5203
Institutions (banks etc)184636
Companies (corporate customers)000
Mass marked (retail banking customers)000
Secured by mortgage on immovable property000
Exposures in default000
Covered bonds271825
Other items5111686
Total capital requirements - credit risk, The Standardised Approach120223172
Exposure classes IRB - credit risk30.06.201830.06.201731.12.2017
Retail - Secured by real estate667642638
Retail - Other494847
Specialised lending529495549
Other corporate lending252307252
IRB-F capital requirements2 2362 1622 168
Total capital requirements - credit risk2 3562 3852 340
Exposure classes SA - market risk30.06.201830.06.201731.12.2017
Foreign exchange000
Credit value adjustment risk (CVA)232929
Total capital requirements - market risk232929
Operational Risk (Basic Indicator Approach)200200200
Deductions from the capital requirement000
Total capital requirement less transitional rules2 5792 6142 569
Additional capital requirements from transitional rules189206181
Total capital requirements2 7682 8202 750
Total risk-weighted assets less transitional rules32 24532 67832 105
Total risk-weighted assets from transitional rules2 3552 5722 265
Total risk-weighted assets34 60035 25034 370
Minimum requirement Common Equity Tier 1 capital (4.5 %)1 5571 5861 542
Buffer Requirement30.06.201830.06.201731.12.2017
Capital conservation buffer (2.5 %)865881859
Systemic risk buffer (3.0 %)1 0381 0581 031
Countercyclical buffer (2.0%)692529687
Total buffer requirements2 5952 4682 578
Available Common Equity Tier 1 capital after buffer requirements1 0728401 065
Capital adequacy as a percentage of the weighted asset calculation basis incl. transitional rules30.06.201830.06.201731.12.2017
Capital adequacy ratio18.718.618.4
Capital adequacy ratio incl. 50 per cent of the profit for the period19.118.9-
Tier 1 capital ratio16.716.616.8
Tier 1 capital ratio incl. 50 per cent of the profit for the period17.116.9-
Common Equity Tier 1 capital ratio15.113.915.0
Common Equity Tier 1 capital ratio incl. 50 per cent of the profit for the period15.514.3-
Leverage Ratio (LR)30.06.201830.06.201731.12.2017
Leverage Ratio (LR)
Leverage Ratio (LR) incl. 50 per cent of the profit for the period8.08.3-