Credit institutions included in the list of systemic banks, applicable from January 1, 2024	The scores/market shares obtained following the evaluation based on the information related to the reference date 31 December 2022 (basis points) according to the methodology harmonized with the EBA Guidelines*	The level at which the O-SII buffer is applicable starting with January 1, 2024**	The capital requirements consisting in maintaining the buffer for other systemically important institutions  (O-SII buffer) starting with January 1,  2024 (% of total risk exposure amount)***
A. Identified in the first evaluation step, respectively the institutions that obtained a score higher than the minimum limit of 275 basis points when calculating the mandatory indicators recommended by the EBA
Banca Transilvania S.A.	1681 b.p.	Consolidated	2%
BRD – Groupe Societe Generale S.A.	1297 b.p.	Consolidated	1,5%
Banca Comerciala Română S.A.	1250 b.p.	Consolidated	1,5%
UniCredit Bank S.A.	1237 b.p.	Consolidated	1,5%
Raiffeisen Bank S.A.	834 b.p.	Consolidated	1%
CEC Bank S.A.	516 b.p.	Individual	1%
OTP Bank Romania S.A.	492 b.p.	Consolidated	0,5%
Alpha Bank Romania S.A.	343 b.p.	Individual	0,5%
B. Identified in the second evaluation step, represented by the calculation of the optional indicators – the threshold at which institutions are designated as O-SIIs is 2.75%
EXIM BANCA ROMÂNEASCĂ S.A.	Criterion A –  Contribution made by the credit institution to financing real economy, calculated based on the volume of loans granted to non-financial companies and the substitutability of non-financial companies’ lending activity: the bank is systemic for all the 4 quarters included in the analysis: quarter IV 2022 (5.81%), quarter III 2022 (5.04%), quarter I 2023 (4.37%) and quarter II 2023 (5 .22%).   Criterion B – Contribution made by the credit institution to financial intermediation, calculated based on the volume of deposits taken from households and non-financial corporations: the bank is systemic for quarter I 2023 (2.96%) and quarter II 2023 (2.88%).   Criterion C – Presence of the credit institution on the interbank market and the assessment of the contagion effect: the bank is systemic for 3 quarters included in the analysis, starting with quarter IV 2022   Criterion D – Designating systemically important institutions within ReGIS payment system: the bank is systemic for quarter II 2023 (3.60%)	Individual	0,5%

* http://www.bnr.ro/Methodology-for-identifying-systemic-credit-institutions-15316.aspx

**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.

***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. 23²  para. (2) of the NCMO REGULATION No. 1 of 18 December 2020 amending and supplementing The National Committee for Macroprudential Oversight Regulation No. 2/2017 on the methodology and procedures used for setting capital buffers and the scope of these instruments, setting the followings: “ (2) In the process of setting the O-SII buffer rate that the Committee recommends, it shall take into account that 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 recommended 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 calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013; and b) 3% of the total risk exposure amount calculated in accordance with Article 92(3) of Regulation

(EU) No 575/2013 or the rate the Committee has recommended to be applied to the group on a consolidated basis, in accordance with Art. 23¹ para. (1) of this Regulation and the Commission has authorised, in accordance with Art. 23¹ para. (4) of this Regulation”.

Thus, in 2024, the parent banks that have subsidiaries in Romania have to meet the following additional capital requirements: UniCredit SpA (Italy): 1% G-SII buffer and 1% O-SII buffer (according to the provisions of CRD IV / V, these capital requirements do not cumulate, the highest of them being applicable); Erste Group Bank (Austria): 1.5% O-SII buffer; Societe Generale Group (France) – 1% G-SII buffer and 1% O-SII buffer (according to the provisions of CRD IV / V, these capital requirements do not cumulate, the highest of them being applicable); Raiffeisen Bank International AG (Austria): 1.5% O-SII buffer; Alpha Bank (Greece): 1% O-SII buffer; OTP Bank Nyrt. (Hungary) – 2% O-SII buffer during 2023. Source of information: data published on the European Systemic Risk Board (ESRB) website.