Investor Presentaiton
CET1 requirements (% RWA)
SREP: CET1 & Total capital requirements FY 2020 & 2021
FY 2021
(Pro-forma
Article 104a)
FY 2020
FY 2020
(Pro-forma
Article 104a)
FY 2021
Pillar 1 CET1
4.50%
4.50%
4.50%
4.50%
Pillar 2 Requirement (P2R) "
(1)
3.00%
1.69%
3.00%
1.69%
Capital conservative buffer (CCB)
2.50%
2.50%
2.50%
2.50%
Other systemically important institution (OSII)
1.00%
1.00%
1.50%
1.50%
Counter cyclical buffer (CCYB)
0.00%
0.00%
0.00%
0.00%
CET 1
11.00%
9.69%
11.50%
10.19%
AT1
1.50%
2.06%
1.50%
2.06%
Tier2
Total capital
2.00%
2.75%
2.00%
2.75%
14.50%
14.50%
15.00%
15.00%
蛋
AIB
(1) In early 2020 P2R was required to be filled with CET1 only; post 8th April 2020 at least 56.25% (1.69% of RWA) of P2R must be CET1. Once AIB
has fully filled its AT1 and T2 buckets the potential P2R composition as permitted by Article 104a shall include hybrid capital as follows:
Current P2R
composition
P2R 3.0%
100% CET1
Potential P2R
composition
P2R
1.69% CET1
0.56% AT1
0.75% Tier 2
Article 104a Hybrid debt
composition
AT1 bucket 1.5% to 2.06%
Tier 2 bucket 2.0% to 2.75%
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