Investor Presentation - Q2 2021
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Appendix: Selected Financial Data – Capital Requirements
Regulatory capital requirements for mBank Group
as of 30.06.2021
11.15%
-0.04%
0.50%
2.50%
2.11%
13.86%
0.04%
0.50%
2.50%
2.82%
8.00%
6.00%
Tier 1 Capital Ratio
Total Capital Ratio
Investor Presentation - Q2 2021
Countercyclical Capital Buffer (CCYB) is calculated as the weighted average of the
countercyclical buffer rates that apply in the countries where the relevant credit
exposures of the Group are located.
Systemic Risk Buffer (SRB), originally set at 3.0% in Poland, was reduced to 0%
starting from 19.03.2020; for mBank it applies only to domestic exposures.
Other Systemically Important Institution (O-SII) Buffer imposed by an
administrative decision of the PFSA, in which mBank has been identified as other
systemically important institution; its level is reviewed annually.
Conservation Capital Buffer (CCB) is equal for all banks in Poland as introduced
by the Act on Macroprudential Supervision Over the Financial System and Crisis
Management in the Financial System; it was implemented gradually and raised
from 1.25% to 2.5% starting from 01.01.2019.
Individual additional Pillar 2 capital requirement for risk related to FX retail
mortgage loans (FXP2) imposed as a result of risk assessment carried out by the
PFSA within the supervisory review and evaluation process ("SREP"); its level is
reviewed annually.
CRR Regulation minimum level (CRR) based on Regulation (EU) No 575/2013 of
the European Parliament and of the Council of 26 June 2013 on prudential
requirements for credit institutions and investment firms and amending
Regulation (EU) No 648/2012.
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