In December, the European Central Bank (ECB) presented AS LHV Group with the outcome of Supervisory Review and Evaluation Process (SREP) for capital adequacy calculation.
According to the ECB's decision, the Pillar 2 capital requirements for LHV Group were reduced. An additional requirement for own funds in the amount 3.00% applies to LHV Group, of which at least 1.69% must be covered by Core Tier 1 own funds and at least 2.25% by Tier 1 capital.
The countercyclical buffer set by Eesti Pank in the amount of 1.50 percentage points remains in force. The countercyclical buffer is one of the four regional buffers that are set for meeting the objectives of macroprudential supervision and the flexibility of establishing it is left to each member state.
The Supervisory Board of LHV Group, considering the ECB's decision, decided to increase the internal buffers in the corresponding amount, while maintaining the total own funds target ratio at 19.70%, Tier 1 ratio at 16.85% and Core Tier 1 ratio at 14.70%.
Underneath is the target split into components:
Indicator | CET 1 | Tier 1 | Total own funds ratio |
Basic requirement | 4.50% | 6.00% | 8.00% |
Pillar 2 capital requirement (P2R) | 1.69% | 2.25% | 3.00% |
Total SREP Capital Requirement (TSCR) | 6.19% | 8.25% | 11.00% |
Capital conservation buffer | 2.50% | 2.50% | 2.50% |
Systemic risk buffer | 0.00% | 0.00% | 0.00% |
Countercyclical buffer | 1.50% | 1.50% | 1.50% |
O-SII buffer | 2.00% | 2.00% | 2.00% |
Total combined buffer | 6.00% | 6.00% | 6.00% |
Total general capital requirement | 12.19% | 14.25% | 17.00% |
Pillar 2 guidance | 2.00% | 2.00% | 2.00% |
Internal buffers | 0.51% | 0.60% | 0.70% |
Total internal capital requirement risk appetite limit | 14.70% | 16.85% | 19.70% |
Marthi Lepik
Communication Specialist
Phone: +372 5666 2944
Email: [email protected]