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Stand:updated on 01.12.2023 | Topic Own funds Other systemically important institutions (O-SII)

BaFin sets capital buffers for other systemically important institutions

The Federal Financial Supervisory Authority (Bundesanstalt für Finanzdienstleistungsaufsicht – BaFin), in consultation with the Deutsche Bundesbank and pursuant to section 10g (2) of the German Banking Act (Kreditwesengesetz – KWG) has identified 15 institutions authorised in Germany as other systemically important institutions, or O-SIIs. On that basis, BaFin has set an appropriate capital buffer.

Identifying an O-SII takes into account the following factors: size, economic importance for the European Economic Area and Germany, cross-border activity and interconnectedness with the financial system. This approach is consistent with the guidelines of the European Banking Authority (EBA) on the criteria to determine the conditions of application of Article 131(3) of Directive 2013/36/EU (CRD) in relation to the assessment of other systemically important institutions (EBA/GL/2014/10).

In the future, the capital buffer for O-SIIs could be set up to 3.0% of the total risk exposure amount and is to be held in Common Equity Tier 1 (CET 1) capital generally at the highest relevant level of consolidation in the evaluating Member State. Subject to the European Commission authorisation, the O-SII capital buffer could be higher than 3.0% of the total risk exposure amount. The table below shows the O-SIIs identified in Germany and their individual capital buffers.

Other systemically important institutionsStufe I: EBA scoring methodology
overall score in terms of basis points 		Step II: Supervisory assessment
overall score in terms of basis points 		Capital buffer from
01.01.2024
Deutsche Bank AG1,9081,8242.00%
Commerzbank AG5776321.25%
J. P Morgan SE6266121.25%
Kreditanstalt für Wiederaufbau5594551.00%
DZ BANK AG Deutsche Zentral-Genossenschaftsbank4304311.00%
Goldman Sachs Bank Europe SE3473880.75%
UniCredit Bank AG3743860.75%
Landesbank Baden-Württemberg3543310.75%
Bayerische Landesbank2272350.50%
Landesbank Hessen-Thüringen Girozentrale1952260.50%
Morgan Stanley Europe Holding SE1971930.25%
ING-DiBa AG1761800.25%
NRW.BANK11361130.25%
Norddeutsche Landesbank -Girozentrale-298980.25%
DekaBank Deutsche Girozentrale293920.25%
  1. 1Pending administrative procedure.
  2. 2 Classification due to qualitative expert judgement as part of Step II of the Supervisory assessment (national method).

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