Risk and capital management (Pillar III)
Year end - 2021
Part | Tables and templates | Document reference | Updated |
KM1 - Key metrics | Pillar III - document | Quarterly | |
KM2 - Key Metrics - TLAC requirements (at resolution group level) | Not applicable | Quarterly | |
Part 2 - Overview of risk management, key | Annual report - note 6 | ||
prudential metrics and RWA | OVA - Bank risk management approach | and chapter corporate | Yearly |
governance | |||
OV1 - Overview of RWA | Pillar III - document | Quarterly | |
LIA - Explanations of differences between accounting and regulatory exposure amounts | Pillar III - document | Quarterly | |
Part 3 - Linkages between financial | LI1 - Differences between accounting and regulatory scopes of consolidation and mapping of financial statements with regulatory risk categories | Not applicable | Yearly |
statements and regulatory exposures | LI2 - Main sources of differences between regulatory exposure amounts and carrying values in financial statements | ||
Pillar III - document | Quarterly | ||
PV1 - Prudential valuation adjustments | Pillar III - document | Quarterly | |
CC1 - Composition of regulatory capital | Pillar III - document | Quarterly | |
CC2 - Reconciliation of regulatory capital to balance sheet | Pillar III - document | Quarterly | |
Part 4 - Composition of capital | CCA - Main features of regulatory capital instruments | Pillar III - document | Quarterly |
TLAC1 - Capital and TLAC composition for G-SIBs | Not applicable | Semiannual | |
TLAC2 - Material subgroup entity - creditor ranking at legal entity level | Not applicable | Semiannual | |
TLAC3 - Resolution entity - creditor ranking at legal entity level | Not applicable | Semiannual | |
Part 5 - Macroprudential supervisory | GSIB1 - Disclosure of G-SIB indicators (simple consolidation without change) | Not applicable | Yearly |
measures | CCyB1 - Geographical distribution of credit exposures used in the countercyclical buffer | Not applicable | Yearly |
LR1 - Summary comparison of accounting assets vs leverage ratio exposure measure | Pillar III - document | Quarterly | |
Part 6 - Leverage ratio | LR2 - Leverage ratio calculation | Pillar III - document | Quarterly |
LRSpl - Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) | Pillar III - document | Quarterly | |
LIQA - Liquidity risk management (simple consolidation without change) | Annual report - note 18 | Yearly | |
Part 7 - Liquidity | |||
LIQ1 - Liquidity Coverage Ratio (simple consolidation without change) | Pillar III - document | Quarterly | |
LIQ 2 - Net Stable Funding Ratio (simple consolidation without change) | Pillar III - document | Quarterly | |
CRA - General information about credit risk | Annual report - note 7 | Yearly | |
CR1 - Credit quality of assets | Pillar III - document | Quarterly | |
CR2 - Stock of defaulted loans | Pillar III - document | Quarterly | |
CRB - Additional disclosure related to the credit quality of assets | Pillar III - document | Yearly | |
CRC - Qualitative disclosure requirements related to credit risk mitigation techniques | Not applicable | Yearly | |
CR3 - Credit risk mitigation techniques - overview | Not applicable | Yearly | |
CRD - Qualitative disclosures on banks' use of external credit ratings under the standardised approach for credit risk | Pillar III - document | Yearly | |
Part 8 - Credit risk | CR4 - Standardised approach - credit risk exposure and Credit Risk Mitigation (CRM) effects | Pillar III - document | Quarterly |
CR5 - Standardised approach - exposures by asset classes and risk weights | Pillar III - document | Quarterly | |
CRE - Qualitative disclosures related to IRB models | Not applicable | Quarterly | |
CR6 - IRB - Credit risk exposures by portfolio and PD range | Not applicable | Quarterly | |
CR7 - IRB - Effect on RWA of credit derivatives used as CRM techniques | Not applicable | Quarterly | |
CR8 - RWA flow statements of credit risk exposures under IRB | Not applicable | Yearly | |
CR9 - IRB - Backtesting of probability of default (PD) per portfolio | Not applicable | Quarterly | |
CR10 - IRB (specialised lending and equities under the simple risk weight method) | Not applicable | Quarterly | |
CCRA - Qualitative disclosure related to counterparty credit risk | Annual report - note 7 | Yearly | |
CCR1 - Analysis of counterparty credit risk (CCR) exposure by approach | Pillar III - document | Quarterly | |
CCR2 - Credit valuation adjustment (CVA) capital charge | Pillar III - document | Quarterly | |
CCR3 - Standardised approach of CCR exposures by regulatory portfolio and risk weights | Pillar III - document | Quarterly | |
Part 9 - Counterparty credit risk | CCR4 - IRB - CCR exposures by portfolio and PD scale | Not applicable | Quarterly |
CCR5 - Composition of collateral for CCR exposure | Not applicable | Quarterly | |
CCR6 - Credit derivatives exposures | Not applicable | Quarterly | |
CCR7 - RWA flow statements of CCR exposures under the Internal Model Method (IMM) | Not applicable | Quarterly | |
CCR8 - Exposures to central counterparties | Not applicable | Quarterly | |
SECA - Qualitative disclosure requirements related to securitisation exposures | Not applicable | Yearly | |
SEC1 - Securitisation exposures in the banking book | Not applicable | Quarterly | |
Part 10 - Securitisation | SEC2 - Securitisation exposures in the trading book | Not applicable | Quarterly |
SEC3 - Securitisation exposures in the banking book and associated regulatory capital requirements - bank acting as originator or as sponsor | Not applicable | Quarterly | |
SEC4 - Securitisation exposures in the banking book and associated capital requirements - bank acting as investor | Not applicable | Quarterly | |
MRA - General qualitative disclosure requirements related to market risk | Annual report - note 24 | Yearly | |
MRB - Qualitative disclosures for banks using the Internal Models Approach (IMA) | Not applicable | Yearly | |
Part 11 - Market risk | MRC - The structure of desks for banks using the IMA | Not applicable | Semiannual |
MR1 - Market risk under standardised approach | Not applicable | Semiannual | |
MR2 - Market risk IMA per desk | Not applicable | Semiannual | |
MR3 - Market risk IMA per risk type | Not applicable | Semiannual | |
MR4 - RWA flow statements of market risk exposures under IMA | Not applicable | Quarterly | |
IRRBBA - IRRBB risk management objective and policies | Annual report - note 24 | Yearly | |
Part 12 - Interest rate risk in the banking | |||
book | |||
IRRBB1 - Quantitative information on IRRBB | Annual report - note 24 | Yearly | |
ORA - General qualitative information about operational risk management | Annual report - note 28 | Yearly | |
Part 13 - Operational risk | OR1 - Historical losses used for SMA calculation | Not applicable | Yearly |
OR2 - SMA - business indicator and subcomponents | Not applicable | Yearly | |
OR3 - Historical losses | Pillar III - document | Yearly | |
REMA - Remuneration policy | Annual report - note 34 | Yearly | |
Part 14 - Remuneration | REM1 - Remuneration awarded during the financial year | Pillar III - document | Yearly |
REM2 - Special payments | Not applicable | Yearly | |
REM3 - Deferred remuneration | Not applicable | Yearly | |
Attachments | AE - Asset Encumbrance | Pillar III - document | Yearly |
ATT1 - Capital Adequacy - Group | Pillar III - document | Quarterly | |
ATT2 - Loans to customers by geographical area and by residual time to maturity | Pillar III - document | Yearly | |
ATT3 - Expected credit loss (ECL) | Pillar III - document | Yearly | |
ATT4 - Market risk and sensitivity | Pillar III - document | Yearly | |
ATT5 - Investments (equity positions outside the trading portfolio) by purpose | Pillar III - document | Yearly | |
ATT6 - Capital Adequacy - parent bank | Pillar III - document | Yearly | |
ATT7 - Capital Adequacy - Skandiabanken Boligkreditt AS | Pillar III - document | Yearly | |
ATT8 - Capital planning and Stresstesting | Pillar III - document | Yearly |
Key metrics - Group
Available capital (amounts)1
Common equity Tier 1 capital Tier 1 capital
Own funds (primary capital)
Risk-weighted assets (amounts)
Total risik weighted volume (RWA)
Risk-based capital ratios as a percentage of RWA1 Common Equity Tier 1 ratio (%)
Tier 1 ratio (%)
Total capital ratio (%)
1 Year-end 2021 is adjusted with proposed dividend NOK 6,60 per share for 2021.
31.12.2021
5 987 099
6 687 099
7 587 099
39 849 716
15,0 % 16,8 % 19,0 %
30.09.2021
30.06.2021
31.03.2021
31.12.2020
6 273 921
6 183 445
6 096 771
6 009 290
6 973 921
6 883 445
6 796 771
6 709 290
7 873 921
7 783 445
7 696 771
7 609 290
38 523 272
38 711 812
38 382 564
38 775 122
16,3 % 18,1 % 20,4 %
16,0 % 17,8 % 20,1 %
15,9 % 17,7 % 20,1 %
15,5 % 17,3 % 19,6 %
Full side = 180 mm bredKolonne 1 = 8.5 cm
Kolonne 1 = 8.5 cm
Overview of total risk-weighted assets (RWAs)
Risk-weighted assets
(RWAs)
31.12.2021
30.09.2021
Minimum capital requirements 31.12.2021
1 Credit risk (excluding CCR)
Article 438 (c)(d)
Article 438 (c)(d)
Article 438 (c)(d)
Article 438 (d)
Article 107 Article 438(c)(d)
Article 438 (c)(d)
Article 438 (c)(d)
Article 438 (c)(d)
Article 438 (c)(d)
Article 438 (e)
Article 449 (o)(i)Article 438 (e)Article 438 (e)
Article 438 (f)Article 437(2), article 48 and article 60
2 Of which the standardised approach
3 Of which the foundation IRB (FIRB) approach
4 Of which the advanced IRB (AIRB) approach
5 Of which equity IRB under the simple risk-weighted approach or the IMA
6 CCR
7 Of which mark to market
8 Of which original exposure
9 Of which the standardised approach
10 Of which internal model method (IMM)
11 Of which risk exposure amount for contributions to the default fund of a CCP
12 Of which CVA
13 Settlement risk
14 Securitisation exposures in the banking book (after the cap)
15 Of which IRB approach
16 Of which IRB supervisory formula approach (SFA)
17 Of which internal assessment approach (IAA)
18 Of which standardised approach
19 Market risk
20 Of which the standardised approach
21 Of which IMA
22 Large exposures
23 Operational risk*
24 Of which basic indicator approach
25 Of which standardised approach
26 Of which advanced measurement approach
27 Amounts below the thresholds for deduction (subject to 250% risk weight) 2)
37 019 564
37 019 564
35 792 419 35 792 419
0
0 0
0
0 0
0
0 0
56 442
37 564
0
0 0
0
0 0
0
0 0
0
0 0
0
0 0
56 442
37 564
0
0 0
0
0 0
0
0 0
0
0 0
0
0 0
0
0 0
0
0 0
0
0 0
0
0 0
0
0 0
2 773 710
2 693 289
0
0
2 773 710
2 693 289
0 0
0 0
Article 500
28
Floor adjustment 3)
0 0
2 961 565 2 961 565
4 515
4 515
221 897
0
221 897
0
0
0
29 Total
39 849 716
38 523 272
3 187 977
* Sbanken ASA uses the standardised approach (changed from basic method in Q4 19) to establish the risk- weighted volume for operational risk.
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Explanations of differences between accounting and regulatory exposure amounts
The Bank solely engages in banking business (companies in the financial sector) and the Bank's fully owned subsidiary, Sbanken Boligkreditt AS, is fully consolidated. There is therefore no difference between solvency and accounting consolidation.
There are only minor differences between accounting and capital adequacy exposure. These are stated in "Main sources of differences between regulatory exposure amounts and carrying values in financial statements "(LI2) and "Reconciliation of regulatory capital to balance sheet" (CC2).
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Disclaimer
Sbanken ASA published this content on 14 March 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 30 March 2022 16:54:29 UTC.