EBA欧洲银行-GR_M6AD1Y1KW32H8THQ6F76_TR_2018_20页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary - Piraeus Bank SA

Core Information

Bank Name: Piraeus Bank SA
LEI Code: M6AD1Y1KW32H8THQ6F76
Country Code: GR (Greece)

Own Funds and Capital Ratios (Transitional Period)

Own Funds

As of 31/12/2017: 7,711 mln EUR
As of 30/06/2018: 6,614 mln EUR

Breakdown of CET1 Capital

Item	31/12/2017 (mln EUR)	30/06/2018 (mln EUR)	COREP Code	Regulation
A.1.1	17,734	17,733	C:0.00 (030;010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	-8,327	-10,682	C:0.00 (030;010)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
A.1.3	-156	11	C:0.00 (018;010)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
A.1.4	167	163	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C:0.00 (015;010)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
A.1.6	6	6	C:0.00 (0230;010)	Article 84 of CRR
A.1.7	-6	-4	C:0.00 (025;010)	Articles 32 to 35 of and 36(1) point (f) of CRR
A.1.8	-310	-295	C:0.00 (030;010) + C:0.00 (040;010)	Articles 4(113), 36(1) point (b) and 37 of CRR
A.1.9	-575	-553	C:0.00 (037;010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C:0.00 (0380;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	0	0	C:0.00 (039;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	-127	-171	C:0.00 (043;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C:0.00 (046;010)	Article 36(1) point (g) of CRR
A.1.14	0	0	C:0.00 (0450;010) + C:0.00 (0460;010), C:0.00 (0470;010), C:0.00 (0471;010), C:0.00 (0472;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR
A.1.15	0	0	C:0.00 (0460;010)	Articles 36(1) point (b), 24(31) point (b), 24(41) point (b) and 258 of CRR
A.1.16	-1,119	-1,406	C:0.00 (0490;010)	Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR
A.1.17	0	0	C:0.00 (500;010)	Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3) to (3) and 79 of CRR
A.1.18	0	0	C:0.00 (510;010)	Article 48 of CRR
A.1.19	0	0	C:0.00 (524;010)	Article 3 of CRR
A.1.20	0	0	C:0.00 (529;010)	-
A.1.21	423	1,812	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C:0.00 (0226;010)	Articles 48(3) to (3), and 484 to 487 of CRR
A.1.21.2	24	0	C:0.00 (0246;010)	Articles 479 and 480 of CRR
A.1.21.3	399	1,812	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Common Equity Tier 1 (CET1) Ratio: 15.12% (31/12/2017) → 13.55% (30/06/2018)
Tier 1 Ratio: 15.12% (31/12/2017) → 13.55% (30/06/2018)
Total Capital Ratio: 15.12% (31/12/2017) → 13.55% (30/06/2018)

CET1 Capital (Fully Loaded)

As of 31/12/2017: 7,288 mln EUR
As of 30/06/2018: 4,802 mln EUR

Leverage Ratio

Item	31/12/2017 (mln EUR)	30/06/2018 (mln EUR)	COREP Code	Regulation
A.1	7,711	6,614	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	7,288	4,802	C 47.00 (r310,c010)	-
B.1	65,992	60,179	C 47.00 (r300,c010)	-
B.2	65,578	58,366	C 47.00 (r290,c010)	-
C.1	11.7%	11.0%	C 47.00 (r340,c010)	-
C.2	11.1%	8.2%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Exposure	31/12/2017 (mln EUR)	30/06/2018 (mln EUR)
Credit Risk	47,248	45,334
Securitisation and Re-securitisation (Banking Book)	0	0
Contributions to Default Fund of CCP	0	0
Other Credit Risk	47,248	45,334
Market Risk (Position, FX, Commodities)	262	207
Total Risk Exposure Amount	50,981	48,808

Profit and Loss (P&L)

P&L Item	31/12/2017 (mln EUR)	30/06/2018 (mln EUR)
Interest Income	2,247	954
Of which Debt Securities Income	103	29
Of which Loans and Advances Income	2,044	879
Interest Expenses	577	254
Of which Deposits Expenses	335	133
Of which Debt Securities Issued Expenses	1	3
Net Fee and Commission Income	369	149
Gains or (-) Losses on Derecognition of Financial Assets	54	7
Gains or (-) Losses on Financial Assets Held for Trading	42	-8
Gains or (-) Losses on Financial Assets at Fair Value Through Profit or Loss	-24	21
Exchange Differences	2	11
Net Other Operating Income/(Expenses)	93	23
Total Operating Income, Net	2,215	908
Profit or (-) Loss Before Tax from Continuing Operations	-1,208	-64
Profit or (-) Loss After Tax from Continuing Operations	-3	-58
Profit or (-) Loss from Discontinued Operations	-202	-313
Profit or (-) Loss for the Year	-204	-370

Market Risk Breakdown

Risk Type	31/12/2017 (mln EUR)	30/06/2018 (mln EUR)
Traded Debt Instruments	44	108
Of which: General Risk	17	104
Of which: Specific Risk	26	4
Equities	470	470
Foreign Exchange Risk	159	73
Commodities Risk	1	3
Total Market Risk	262	207

Credit Risk - Standardised Approach

Total Risk Exposure Amount

As of 31/12/2017: 47,248 mln EUR
As of 30/06/2018: 45,334 mln EUR

Breakdown by Exposure Type

Exposure Type	31/12/2017 (mln EUR)	30/06/2018 (mln EUR)
Central Governments or Central Banks	10,053	6,253
Regional Governments or Local Authorities	134	122
Public Sector Entities	19	16
Institutions	4,318	3,12
Corporates (of which SME)	10,307	9,739
Retail (of which SME)	5,314	1,956
Secured by Mortgages on Immovable Property (of which SME)	16,644	14,763
Exposures in Default	32,431	5,385
Items Associated with Particularly High Risk	27	12,630
Covered Bonds	37	27
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	38	33
Equity	470	319
Securitisation	0	0
Other Exposures	6,459	5,791
Standardised Total	86,296	83,590

Key Notes

Original Exposure is reported before applying credit conversion factors or mitigation techniques.
Value Adjustments and Provisions are included in the calculation of risk exposure amounts.
The fully loaded CET1 capital ratio is calculated using a specific formula and may differ from ratios published by other institutions.

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