Charts to the article Comparing Norwegian banks’ capital ratios by Henrik Andersen in Economic Bulletin 2011

Chart 1 Average risk weight 1) and residential mortgages as a share of gross lending. Per cent Q Q1. 1) Average risk weight is calculated by dividing total risk weighted assets by total assets. Since risk-weighted assets include off- balance sheet items, in practice banks' average risk weights will be somewhat lower than our calculations show 2) All banks excluding branches of foreign banks in Norway

Chart 2 Banks' 1) Tier 1 capital and leverage ratios. Per cent Q4 – 2009 Q4. 1) All banks excluding branches of foreign banks in Norway. Leverage ratio prior to 1990 is for all banks

Chart 3 Banks' 1) average risk weight for loan portfolios 2) and for banks' total exposures 3). Per cent Q4 1) All banks excluding branches of foreign banks in Norway 2) Average risk weight for banks’ loan portfolios is calculated by dividing the risk-weighted assets for credit risk by gross lending 3) Average risk weight for banks’ total exposures is calculated by dividing total risk-weighted assets by total assets

Chart 4 Banks' 1) reported 2) and our estimated average risk weight for their loan portfolios 3). Per cent Q4 All banks IRB Banks using stan- banks dardised approach 1) All banks excluding branches of foreign banks in Norway 2) Effect of transitional arrangements from Basel I to Basel II not included in the calculation 3) Average risk weight for banks’ loan portfolio is calculated by dividing risk-weighted assets for credit risk by gross lending

Chart 5 Banks 1) reported 2) and our estimated Tier 1 capital ratio. Per cent Q4 All banks IRB Banks using stan- banks dardised approach 1) All banks excluding branches of foreign banks in Norway 2) Effect transitional arrangements from Basel I to Basel II not included in the calculation

Chart 6 Banks '1) reported 2) and estimated Tier 1 capital ratios. Per cent Q4 1) All banks excluding branches of foreign banks in Norway 2) Effect of transitional arrangements from Basel I to Basel II not included in the calculation