Additional Tier 1 capital
Additional Tier 1 capital according to article 51 after the deductions in article 56 and after application of article 79 in CRR.
Capital adequacy ratio
The sum of Tier 1 (primary) and Tier 2 (supplementary) capital according to article 72 in CRR.
Regulation on how much capital a company must hold in order to pursue business.
Cash flow per share
Cash flow for the period in relation to the weighted average number of shares outstanding during the period.
Common equity Tier 1 capital (CET1 capital)
Common Equity Tier 1 capital according to article 26 after applicable adjustments specified in article 32-35, deductions according to article 36 and the exemptions and alternatives in articles 48, 49 and 79 in CRR.
Common equity Tier 1 capital ratio (CET 1 capital ratio)
Expenses in relation to income.
Credit Impairment ratio
Credit exposures are regarded to be in default if there has been an assessment indicating that the counterpart is unlikely to pay its credit obligations as agreed or if the counterpart is past due more than 90 days.
The average weighted maturity of payment flows calculated at present value and expressed in number of years.
Earnings per share after dilution
Earnings per share before dilution
Equity per share
Shareholders’ equity in relation to the number of shares outstanding.
Expected loss (EL)
Expected loss shall provide an indication of the mean value of the credit losses that Swed Bank may reasonably be expected to incur. The expected loss (EL) is the product of the three risk dimensions PD, LGD and EAD.
Exposure at default (EAD)
Exposure at default (EAD) measures the utilised exposure at default. For on-balance sheet exposures, EAD is the gross value of the exposure without provisions being taken into account. For off-balance sheet exposures, EAD is calculated by using a credit conversion factor (CCF) estimating the future utilization level of unutilised amounts
Loans where there is, on individual level, objective evidence of a loss event, and where this loss event has an impact on the cash flow of the exposure. Impaired loans, gross, less specific provisions for loans assessed individually constitute impaired loans, net.
Provisions for individual exposures classified as impaired.
Interest fixing period
Contracted period during which interest on an asset or liability is fixed.
Liquidity coverage ratio (LCR)
Loss given default (LGD)
Net asset value per share
Net interest margin
Net interest income in relation to average total assets.
Net Stable Funding Ratio (NSFR)
This metric aims to establish a minimum acceptable amount of stable funding based on the liquidity characteristics of an institution's asset and activities over a one year horizon. The NSFR metric is calculated according to the definition in the Capital Requirements Regulation as well as according to the Basel Committee definition of the metric.
Number of employees
The share price at year-end in relation to the equity per share at year-end.
Probability of default (PD)
The probability of default (PD) indicates the risk that a counterparty or contract will default within a 12-month period. Swed Bank uses a Through-the-Cycle (TtC) perspective producing PD values that indicates the average 12-month default frequency across a full business cycle.
Provision ratio for individually identified impaired loans
Provisions for impaired loans assessed individually in relation to impaired loans, gross.
Provision ratio for impaired loans (incl. portfolio provisions)
Provisions for impaired loans in relation to impaired loans, gross.
Return on equity
Profit for the period allocated to shareholders in relation to average shareholders’ equity.
Return on total assets
Risk exposure amount (REA)
Share of impaired loans, gross
Carrying amount of impaired loans, gross, in relation to the carrying amount of loans to credit institutions and the public excluding provisions.
Share of impaired loans, net
Tier 1 capital
The sum of Common Equity Tier 1 capital and additional tier 1 capital according to article 25 in CRR.
Tier 1 capital ratio
Tier 1 capital in relation to the risk exposure amount
Tier 2 capital
Tier 2 capital according to article 62 after deductions in article 66 and after applications of article 79 in CRR.
Total capital ratio
The capital base in relation to the risk exposure amount
Total provision ratio for impaired loans
All provisions for loans in relation to impaired loans, gross.
Dividend per share in relation to the share price at end of period.