EBA欧洲银行-DE_DSNHHQ2B9X5N6OUJ1236_TR_2015_25页_4mb

报告摘要

Own Funds: Increased from 9,124 mln EUR as of 31/12/2014 to 10,032 mln EUR as of 30/06/2015.
Common Equity Tier 1 (CET1) Capital: Rose from 7,380 mln EUR to 7,747 mln EUR, with adjustments for transitional measures.
Additional Tier 1 (AT1) Capital: Remained at 0 mln EUR as of 31/12/2014, but increased to 151 mln EUR as of 30/06/2015.
Tier 1 Capital: Increased from 7,380 mln EUR to 7,898 mln EUR.
Tier 2 Capital: Rose from 1,743 mln EUR to 2,133 mln EUR.
Total Capital: Increased from 13.18% to 14.55% as of 30/06/2015.

Capital instruments eligible as CET1: Decreased from 4,960 mln EUR to 4,930 mln EUR.
Retained earnings: Increased from 2,251 mln EUR to 2,477 mln EUR.
Accumulated other comprehensive income: Decreased from -64 mln EUR to -150 mln EUR.
Other Reserves: Remained at 0 mln EUR.
Funds for general banking risk: Remained at 0 mln EUR.
Minority interest in CET1: Increased from 786 mln EUR to 838 mln EUR.
Adjustments to CET1 due to prudential filters: Increased from 85 mln EUR to 101 mln EUR.
Intangible assets (including Goodwill): Decreased from -128 mln EUR to -131 mln EUR.
DTAs that rely on future profitability: Decreased from -17 mln EUR to -10 mln EUR.
IRB shortfall of credit risk adjustments: Decreased from -1,887 mln EUR to -1,302 mln EUR.
Defined benefit pension fund assets: Remained at 0 mln EUR.
Reciprocal cross holdings: Remained at 0 mln EUR.
Excess deduction from AT1 items over AT1 Capital: Decreased from -148 mln EUR to 0 mln EUR.
Deductible DTAs that rely on future profitability: Decreased from -23 mln EUR to 0 mln EUR.
Holdings of CET1 capital instruments with significant investment: Remained at 0 mln EUR.
Amount exceeding the 17.65% threshold: Remained at 0 mln EUR.
Other CET1 capital elements and deductions: Decreased from -143 mln EUR to 0 mln EUR.
Transitional adjustments: Decreased from 1,710 mln EUR to 996 mln EUR.

Transitional adjustments due to grandfathered CET1 instruments: Increased from 8 mln EUR to 33 mln EUR.
Transitional adjustments due to additional minority interests: Remained at 0 mln EUR.
Other transitional adjustments to CET1: Decreased from 1,702 mln EUR to 963 mln EUR.

Credit risk: Decreased from 60,468 mln EUR to 58,654 mln EUR.
Securitisation and re-securitisations in the banking book: Decreased from 3,200 mln EUR to 2,780 mln EUR.
Contributions to the default fund of a CCP: Decreased from 132 mln EUR to 116 mln EUR.
Other credit risk: Decreased from 57,135 mln EUR to 55,758 mln EUR.
Market risk (position, foreign exchange and commodities): Increased from 2,750 mln EUR to 3,764 mln EUR.
Credit Valuation Adjustment: Increased from 1,234 mln EUR to 1,275 mln EUR.
Operational risk: Increased from 4,780 mln EUR to 5,238 mln EUR.

Interest income: Decreased from 8,887 mln EUR to 4,278 mln EUR.
Debt securities income: Decreased from 932 mln EUR to 385 mln EUR.
Loans and advances income: Decreased from 3,794 mln EUR to 1,885 mln EUR.
Interest expenses: Decreased from 6,961 mln EUR to 3,271 mln EUR.
Deposits expenses: Decreased from 2,141 mln EUR to 934 mln EUR.
Debt securities issued expenses: Decreased from 1,025 mln EUR to 419 mln EUR.
Dividend income: Decreased from 9 mln EUR to 1 mln EUR.
Net Fee and commission income: Decreased from 201 mln EUR to 107 mln EUR.
Gains or losses on derecognition: Decreased from 53 mln EUR to 30 mln EUR.
Gains or losses on financial assets and liabilities held for trading: Decreased from 771 mln EUR to -96 mln EUR.
Gains or losses on financial assets and liabilities designated at fair value through profit or loss: Increased from -646 mln EUR to 139 mln EUR.
Gains or losses from hedge accounting: Increased from 43 mln EUR to 90 mln EUR.
Exchange differences: Decreased from -6 mln EUR to -28 mln EUR.
Net other operating income/(expenses): Decreased from -12 mln EUR to -17 mln EUR.

Profit before tax from continuing operations: Decreased from 347 mln EUR to 282 mln EUR.
Profit after tax from continuing operations: Decreased from 276 mln EUR to 271 mln EUR.
Profit after tax from discontinued operations: 0 mln EUR.
Profit for the year: Decreased from 276 mln EUR to 271 mln EUR.
Profit attributable to owners of the parent: Decreased from 258 mln EUR to 248 mln EUR.

Original Exposure: 88,415 mln EUR as of 31/12/2014 and 88,622 mln EUR as of 30/06/2015.
Exposure Value: 82,459 mln EUR as of 31/12/2014 and 78,260 mln EUR as of 30/06/2015.
Risk exposure amount: 6,242 mln EUR as of 31/12/2014 and 5,924 mln EUR as of 30/06/2015.
Value adjustments and provisions: 110 mln EUR as of 31/12/2014 and 121 mln EUR as of 30/06/2015.

The data is reported in accordance with the Capital Requirements Regulation (CRR).
Capital ratios are calculated based on the definitions and regulations provided in the CRR, including Articles 4(118), 72, 50, 61, and others.

The total risk exposure amount remained relatively stable, decreasing slightly from 69,231 mln EUR to 68,931 mln EUR.
Market risk increased, primarily due to foreign exchange risk.
Operational risk also increased, indicating a rise in the risk associated with the bank's operations.

CET1 capital increased, supported by retained earnings and minority interests.
AT1 capital increased slightly, reflecting the inclusion of certain instruments.
Tier 2 capital increased, indicating a broader capital base for absorbing losses.

Operating income decreased, reflecting a decline in interest and fee income.
Profit after tax remained stable, with minor variations in the amounts attributable to owners of the parent.

The data includes various deductions and adjustments as per CRR regulations.
Original exposure is reported before considering credit conversion factors or risk mitigation techniques.
Value adjustments and provisions are reported per country of counterparty and do not include securitisation exposures.

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