ESG Strategy and Digital Transformation
Risk Weighted Assets- Regulatory Capital
Risk Weighted Assets by Geography (€ mn)
Reconciliation of Group Equity to CET1
31.12.19
31.12.20 30.09.21
31.12.21
31.12.21
Pro forma
€ mn
31.12.21
for HFS
Group Equity per financial statements
2,081
Cyprus
12,678
11,477
10,860
10,595
10,245
Less: Intangibles²
(30)
United Kingdom
48
23
23
0
0
Less: Deconsolidation of insurance and other entities
(200)
Romania
29
26
20
13
13
Less: Regulatory adjustments
20
Greece
121
105
87
84
84
Less: Revaluation reserves and equity instruments transferred to AT1
(251)
Other
14
5
2
2
CET11
1,620
RWAs
12,890
11,636
10,991
10,694
10,344
Risk Weighted Assets
10,694
RWA intensity
61%
54%
45%
43%
41%
CET1 ratio 1,3
15.1%
Equity and Regulatory Capital (€ mn)
Risk Weighted Assets by type of risk (€ mn)
31.12.20
30.09.213
31.12.213
31.12.19 31.12.20 30.09.21
31.12.21
31.12.21
Pro forma
Total equity excl. non-controlling interests
2,051
2,066
2,059
for HFS
CET1 capital
1,723
1,612
1,620
Credit risk
11,547
10,505
9,860
9,678
9,328
Tier I capital
1,943
1,832
1,840
Market risk
Operational risk
1,343
1,131
1,131
1,016
1,016
Tier II capital
192
329
300
Total
12,890
11,636
10,991
10,694
10,344
Total regulatory capital (Tier I + Tier II)
2,135
2,161
2,140
723
2)
3)
Capital amounts and ratios include unaudited/un-reviewed profits for the nine months ended 30 September 2021 and for the year ended 31 December 2021 respectively
Allowing for IFRS 9 and temporary treatment for certain FVOCI instruments transitional arrangements
As per amendments introduced with Regulation 2020/873
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