List of systemically important banks and the other systemically important institutions buffer (O-SII buffer) applicable in 2020
|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 other systemically important institutions buffer (O-SII buffer) starting with 1st January 2020 (% of total risk exposure amount) **||The level at which the O-SII buffer applies ***|
|UniCredit Bank S.A.||1839||1%||Consolidated|
|Banca Transilvania S.A.||1527||2%||Consolidated|
|Banca Comercială Română S.A.||1229||2%||Consolidated|
|BRD – Groupe Societe Generale S.A.||1137||1%||Consolidated|
|Raiffeisen Bank S.A.||879||2%||Consolidated|
|Alpha Bank România S.A.||468||1%||Individual|
|OTP Bank Romania S.A.||357||2%||Consolidated|
|CEC Bank S.A.||324||2%||Individual|
|Garanti Bank S.A.||287||1%||Individual|
For the subsidiaries in Romania of EU institutions, upon setting the capital buffer for other systemically important institutions, the level of the global systemically important institutions buffer (G-SII buffer) or the level of the other systemically important institutions buffer applicable to parent undertakings was taken into consideration, in accordance with the provisions of Art. 23 para (3) of NCMO Regulation No. 2/2017 on the methodology and procedures used for setting capital buffers and the scope of these instruments, setting the followings: “In the process of setting the O-SII buffer rate that the Committee recommends, it shall take account that where an O-SII is a subsidiary of either a G-SII or an OSII which is an EU parent institution and subject to an O-SII buffer on a consolidated basis, the O-SII buffer rate recommended that applies at individual or sub-consolidated level shall not exceed the higher of: a) 1% of the total risk exposure amount calculated in accordance with Art. 92 para. (3) of Regulation (EU) No. 575/2013; and b) the G-SII or O-SII buffer rate applicable to the group at consolidated level”. Thus, in 2020, the parent banks that have subsidiaries in Romania have to meet the following additional capital requirements: UniCredit SpA (Italy): 1% G-SII buffer; Erste Group Bank (Austria): 2% O-SII buffer; Societe Generale Group (France) – 1% G-SII buffer; Raiffeisen Bank International AG (Austria): 2% O-SII buffer; Alpha Bank (Greece): 0.5% O-SII buffer; OTP Bank Nyrt. (Hungary) – 2% O-SII buffer; BBVA group (Spain): 0.75% O-SII buffer (the buffer was reported as of January 16, 2019 to the European Systemic Risk Board).
***The O-SII buffer applies (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.