List of systemically important banks and the other systemically important institutions buffer (O-SII buffer) applicable in 2022
| Credit institutions | The score obtained in the step of compilation of mandatory indicators according to the methodology harmonized with the EBA Guidelines (basis points)* | The capital requirements consisting in maintaining the buffer for other systemically important institutions (O-SII buffer) starting with 1st January 2022 (% of total risk exposure amount) ** | The level at which the O-SII buffer is applicable *** |
|---|---|---|---|
| Banca Transilvania S.A. | 1666 | 2% | consolidated |
| Banca Comercială Română S.A. | 1262 | 1.5% | consolidated |
| UniCredit Bank S.A. | 1218 | 1.5% | consolidated |
| BRD – Groupe Societe Generale S.A. | 1187 | 1.5% | consolidated |
| Raiffeisen Bank S.A. | 997 | 1% | consolidated |
| CEC Bank S.A. | 408 | 0.5% | Individual |
| Alpha Bank România S.A. | 383 | 0.5% | Individual |
| OTP Bank Romania S.A. | 373 | 0.5% | consolidated |
| Banca de Export-Import a României EXIMBANK S.A. | 287 | 0.5% | consolidated |
| *http://www.bnr.ro/Methodology-for-identifying-systemic-credit-institutions-15316.aspx. ** According the provisions of Art.23 para.(1) of the National Committee for Macroprudential Oversight Regulation No. 2 of 9 October 2017 on the methodology and procedures used for setting capital buffers and the scope of these instruments, which was updated by the NCMO Regulation No.1 of 18.12.2020, based on the criteria for the identification of O-SIIs, the NCMO may recommend the national sectoral financial supervisory authorities to require O-SIIs to maintain an O-SII buffer of less than or equal to 3% of the total risk exposure amount. Also, according the provisions of Art. 232 para.(2) of the NCMO Regulation No. 2 of 9 October 2017 on the methodology and procedures used for setting capital buffers and the scope of these instruments, updated by the NCMO Regulation No.1 of 18.12.2020, where an O-SII is a subsidiary of either a G-SII or an O-SII which is either an institution or a group headed by an EU parent institution, and subject to an O-SII buffer on a consolidated basis, the O-SII buffer rate which could be implemented in the host country (Romania) that applies at individual or subconsolidated level shall not exceed the lower of: a) the sum of the higher of the G-SII or O-SII buffer rate applicable to the group on a consolidated basis and 1% of the total risk exposure amount and b) 3% of the total risk exposure amount or the rate the NCMO has recommended to be applied to the group on a consolidated basis, in accordance with Art. 231 para. (1) of the NCMO Regulation and the Commission has authorised, in accordance with Art. 231 para. (4) of the NCMO Regulation.***The O-SII buffer applies at the highest consolidation level. In the case of credit institutions in Romania which were identified as systemically important, the O-SII buffer is applied as follows: (i) at individual level in the case of credit institutions that are not part of a banking group, (ii) at consolidated level in the case of credit institutions reporting consolidated statements drawn up for prudential purposes. |
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