EBA欧洲银行-CY_253400EBCBBVB9TUHN50_TR_2016_8页_910kb

报告摘要

2016 EU-wide Transparency Exercise Summary for RCB Bank Ltd

Core Information

Bank Name: RCB Bank Ltd
LEI Code: 253400EBCBBVB9TUHN50
Country Code: CY (Cyprus)
Reporting Period: As of 31/12/2015 and 30/06/2016
Reporting Scope: The bank does not report FINREP data on a consolidated level and only publishes COREP templates.

Own Funds (Transitional Period)

Item	Description	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)	COREP Code	Regulation
A	Own Funds	523	505	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions)	460	452	C 0.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	139	139	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	Retained Earnings	249	249	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	75	66	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for General Banking Risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority Interest in CET1 Capital	0	0	C 0.00 (020,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-1	0	C 0.00 (0250,010)	Articles 32 to 35 and 36 (1) point (f) of CRR
A.1.8	Intangible Assets	-3	-2	C 0.00 (0300,010) + C 0.00 (0340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
A.1.9	Deductible DTAs that rely on future profitability	0	0	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined Benefit Pension Fund Assets	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal Cross Holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess Deduction from ATI items over ATI Capital	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	Deductions related to assets with 1.250% risk weight	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 (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	Deductions from securitisation positions	0	0	C 0.00 (0460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	Holdings of CET1 capital instruments of financial sector entities (not significant)	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTAs that rely on future profitability (from temporary differences)	0	0	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	Holdings of CET1 capital instruments of financial sector entities (significant)	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.18	Amount exceeding 17.65% threshold	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	Additional deductions due to Article 3 CRR	0	0	C 0.00 (0524,010)	Article 3 CRR
A.1.20	CET1 Capital elements or deductions - other	0	0	C 0.00 (0529,010)	-
A.1.21	Transitional adjustments	0	0	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 instruments	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	0	0	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	0	0	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C 0.00 (0720,010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010)	-
A.2.4	Additional Tier 1 transitional adjustments	0	0	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	Tier 1 Capital	460	452	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital	63	53	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	63	53	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010)	-
A.4.3	Tier 2 transitional adjustments	0	0	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2015	As of 30/06/2016	COREP Code
C.1	CET1 Capital Ratio	21.95%	22.29%	C A3 (1)
C.2	Tier 1 Capital Ratio	21.95%	22.29%	C A3 (3)
C.3	Total Capital Ratio	24.96%	24.89%	C A3 (5)

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Credit Risk	1,388	1,336
Securitisation Risk	0	0
Default Fund Risk	0	0
Other Credit Risk	1,388	1,336
Market Risk	250	162
- FX and Commodities Risk	250	162
- Credit Valuation Adjustment	23	32
- Operational Risk	436	499
Total Risk Exposure Amount	2,096	2,030

Summary of Key Observations

Capital Structure: RCB Bank Ltd reports only COREP templates and does not provide consolidated FINREP data.
CET1 Capital: Remained relatively stable, decreasing slightly from 460 to 452 million EUR during the reporting period.
Capital Ratios: The CET1, Tier 1, and Total Capital ratios remained above the regulatory minimums throughout the period.
Risk Exposure: The bank reported significant credit risk exposure, with a decrease from 2,096 to 2,030 million EUR.
Market Risk: The bank's market risk exposure decreased from 250 to 162 million EUR, primarily due to reductions in FX and commodities risk.
Operational Risk: Increased slightly from 436 to 499 million EUR, indicating a potential rise in operational risk during the period.
Transitional Adjustments: No significant changes in transitional adjustments for CET1 or Tier 1/Tier 2 capital were observed.