EBA欧洲银行-DE027_38页_4mb

Capital Position and Credit Risk Summary (as of 31 December 2012)

Core Capital Position under CRD3 Rules

Key Notes and Definitions

• (1) The amount is already included in the computation of eligible capital and reserves and is provided separately for information purposes.
• References to COREP reporting:
  • COREP CA 1.1 without Hybrid instruments and government support measures other than ordinary shares.
  • Prudential filters for regulatory capital (COREP line 1.1.2.6.06).
  • COREP CA 1.3.T1* (negative amount).
  • Paid up ordinary shares subscribed by government.
  • Net amount included in T1 own funds (COREP line 1.1.4.1a + COREP lines from 1.1.2.201 to 1.1.2.205 + COREP line 1.1.5.2a (negative amount)).
• CRR / CRDIV memo items:
  • Common Equity instruments under A) not eligible as CET1 (under CRR): Articles 26(1) point (c) and 26(2) of CRR.
  • Adjustments to Minority Interests: Article 84 of CRR.
  • DTAs that rely on future profitability (net of associated DTL): Articles 36(1) point (c) and 38 of CRR [new COREP CA4 lines {1.2 + 1.3 - 2.2.1 - 2.2.2}].
  • Holdings of CET1 capital instruments of financial sector entities: reciprocal cross holdings, non significant and significant investments: Articles 36(1) point (g), (h) and (i), 43, 44 and 45 of CRR.
  • RWA for Credit Value Adjustment Risk (CVA): Articles 381 to 386 of CRR.

Credit Risk Exposure by Counterparty Country

Landesbank Berlin AG (Germany)

United Kingdom

Key Observations

• Capital Position:

  • Common equity before deductions increased from 3,207 million EUR to 3,233 million EUR between 31 December 2012 and 30 June 2013.
  • Deductions from common equity decreased slightly from -203 million EUR to -192 million EUR.
  • Common equity (after deductions) rose from 3,004 million EUR to 3,041 million EUR.
  • Tier 1 capital remained consistent at 3,004 million EUR in 2012 and 3,041 million EUR in 2013.
  • RWA decreased from 31,400 million EUR to 29,038 million EUR during the same period.

• Credit Risk Exposure:

  • Landesbank Berlin AG has a high exposure to Corporates and Retail, with significant RWA.
  • The United Kingdom shows a much lower exposure compared to Germany, particularly in Retail and Securitisation categories.
  • LTV (Loan-to-Value) ratios are provided for various categories, indicating the level of risk exposure relative to the value of the assets.

• Securitisation:

  • Securitisation exposures are deducted from capital and not included in RWA.
  • These positions are reported separately in the tables for each country.