Investor Presentation - FY 2022
Investor Presentation - FY 2022
Danske Bank
Capital: Prudent CET1 ratio at 17.8%; comfortable buffer to current regulatory
requirements and uncertainties
Capital ratios, under Basel III/CRR (%)
Current capital buffer structure (%)
Tier 2
Pillar Il component (total 2.6%)
23.0
22.4
22.1
21.7
Hybrid T1/AT1
CET1
2.4
2.4
2.5
2.5
2.2
2.3
1.8
1.8
18.2
2.6
2.0
1.9
1.5
Countercyclical capital buffer
Capital conservation buffer
SIFI buffer (O-SII)
CET1 Pillar II requirement
CET1 minimum requirement
CET1 target (above 16%)
CET1 Q4 2022 (17.8%)
13.1
1.5
2.5
3.0
18.3
17.7
17.8
17.4
13.6
12.0
1.62
At the end of 2022, the
trigger point for MDA
restrictions was 13.1%
4.5
2020 reported 2021 reported
2022 reported 2022 fully loaded*
Fully phased-in
reg. requirement**
04 2022
CET 1 development (%)
CET1 cap.req.
CET1 buffer
16.9
0.1
4.4
12.4
Q3-22
REA
17.8
0.5
0.2
0.0
4.7
Net profit
Danica deduction
FX & Other
13.1
Q4-22
Total REA (DKK bn]
845
12
6
838
Q3 2022
Credit risk
Counterparty
risk
Market risk
04 2022
* Based on fully phased-in rules including fully phased-in impact of IFRS 9.
** Pro forma fully phased-in min. CET1 req. in June 2023 of 4.5%, capital conservation buffer of 2.5%, SIFI buffer requirement of 3%, countercyclical buffer of 2.0% and CET1 component of Pillar Il requirement.
38View entire presentation