EBA欧洲银行-ES_549300GT0XFTFHGOIS94_TR_2017_12页_734kb
报告摘要
2017 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: BFA Tenedora de Acciones, S.A.U.
- LEI Code: 549300GT0XFTFHGOIS94
- Country Code: ES (Spain)
Own Funds (Transitional Period)
| Category |
As of 31/12/2016 (min EUR) |
As of 30/06/2017 (min EUR) |
COREP CODE |
Regulation |
| A (Own Funds) |
12,204 |
12,234 |
C.01.00 (r010,c010) |
Articles 4(118) and 72 of CRR |
| A.1 (CET1 Capital) |
11,517 |
10,734 |
C.01.00 (r020,c010) |
Article 50 of CRR |
| A.1.1 (CET1 Eligible Instruments) |
8,980 |
8,980 |
C.01.00 (r030,c010) |
Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 (Retained Earnings) |
0 |
0 |
C.01.00 (r130,c010) |
Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 (Accumulated Other Comprehensive Income) |
566 |
490 |
C.01.00 (r180,c010) |
Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 (Other Reserves) |
-378 |
-324 |
C.01.00 (r200,c010) |
Articles 4(117) and 26(1) point (e) of CRR |
| A.1.6 (Minority Interest in CET1) |
3,253 |
2,796 |
C.01.00 (r230,c010) |
Article 84 of CRR |
| A.1.7 (CET1 Adjustments) |
-101 |
-72 |
C.01.00 (r250,c010) |
Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 (Intangible Assets) |
-273 |
-284 |
C.01.00 (r300,c010) + C.01.00 (r340,c010) |
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 (DTAs) |
-1,618 |
-1,635 |
C.01.00 (r370,c010) |
Articles 36(1) point (c) and 38 of CRR |
| A.1.21 (Transitional Adjustments) |
1,198 |
784 |
CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) |
- |
Capital Ratios (Transitional Period)
| Category |
As of 31/12/2016 (%) |
As of 30/06/2017 (%) |
COREP CODE |
Regulation |
| C.1 (CET1 Ratio) |
14.70% |
14.13% |
CA3 (1) |
- |
| C.2 (Tier 1 Ratio) |
14.70% |
14.44% |
CA3 (3) |
- |
| C.3 (Total Capital Ratio) |
15.57% |
16.19% |
CA3 (5) |
- |
CET1 Capital Fully Loaded
| Category |
As of 31/12/2016 (min EUR) |
As of 30/06/2017 (min EUR) |
COREP CODE |
Regulation |
| D (CET1) |
10,428 |
9,950 |
[IA.1-A.I.13-A.I.21+MIN(A2.4-A.2.4+MIN(A4.4-A.4.4,3,0,4)] |
- |
| E (CET1 Ratio Fully Loaded) |
13.31% |
13.09% |
[D-1]/[B-1] |
- |
Leverage Ratio
| Category |
As of 31/12/2016 (mln EUR) |
As of 30/06/2017 (mln EUR) |
COREP CODE |
Regulation |
| A.1 (Tier 1 Capital - Transitional) |
11,517 |
10,970 |
C 47.00 (r320,c010) |
Article 429 of CRR; Delegated Regulation (EU) 2015/62 |
| A.2 (Tier 1 Capital - Fully Phased-in) |
10,428 |
10,316 |
C 47.00 (r310,c010) |
- |
| B.1 (Total Leverage Ratio Exposures - Transitional) |
193,428 |
183,257 |
C 47.00 (r300,c010) |
- |
| B.2 (Total Leverage Ratio Exposures - Fully Phased-in) |
192,122 |
182,107 |
C 47.00 (r290,c010) |
- |
| C.1 (Leverage Ratio - Transitional) |
6.0% |
6.0% |
C 47.00 (r340,c010) |
- |
| C.2 (Leverage Ratio - Fully Phased-in) |
5.4% |
5.7% |
C 47.00 (r330,c010) |
- |
Risk Exposure Amounts
| Risk Type |
As of 31/12/2016 (min EUR) |
As of 30/06/2017 (min EUR) |
| Credit Risk |
67,935 |
65,660 |
| Securitisation and Re-securitisations (Banking Book) |
1,116 |
772 |
| Contributions to the Default Fund of a CCP |
0 |
0 |
| Other Credit Risk |
66,819 |
64,889 |
| Market Risk (Position, FX, Commodities) |
608 |
814 |
| Total Risk Exposure Amount |
78,364 |
75,989 |
P&L (Profit and Loss)
| Item |
As of 31/12/2016 (mln EUR) |
As of 30/06/2017 (mln EUR) |
| Interest Income |
2,731 |
1,191 |
| Of which Debt Securities Income |
1,105 |
340 |
| Of which Loans and Advances Income |
1,873 |
892 |
| Interest Expenses |
531 |
176 |
| Of which Deposits Expenses |
566 |
188 |
| Of which Debt Securities Issued Expenses |
738 |
296 |
| Dividend Income |
4 |
7 |
| Net Fee and Commission Income |
792 |
412 |
| Gains or (-) Losses on Derecognition |
519 |
219 |
| Gains or (-) Losses on Trading Financial Assets |
42 |
60 |
| Gains or (-) Losses on FVTPL Financial Assets |
0 |
0 |
| Gains or (-) Losses from Hedge Accounting |
-72 |
-15 |
| Exchange Differences |
13 |
4 |
| Net Other Operating Income/(Expenses) |
-108 |
-65 |
| Total Operating Income, Net |
3,389 |
1,637 |
| Administrative Expenses |
1,390 |
682 |
| Depreciation |
161 |
83 |
| Provisions or (-) Reversal of Provisions |
717 |
-1 |
| Profit or (-) Loss Before Tax from Continuing Operations |
672 |
708 |
| Profit or (-) Loss After Tax from Continuing Operations |
341 |
401 |
| Profit or (-) Loss for the Year |
341 |
401 |
| Of which Attributable to Owners of the Parent |
65 |
230 |
Market Risk
| Risk Type |
As of 31/12/2016 (mln EUR) |
As of 30/06/2017 (mln EUR) |
| Traded Debt Instruments |
0 |
0 |
| Equities |
0 |
0 |
| Securitisation |
818 |
788 |
| Other Exposures |
10,172 |
6,272 |
| Total Risk Exposure Amount |
608 |
814 |
Credit Risk - Standardised Approach
| Category |
As of 31/12/2016 (min EUR) |
As of 30/06/2017 (min EUR) |
| Central Governments or Central Banks |
36,334 |
35,019 |
| Regional Governments or Local Authorities |
4,022 |
4,520 |
| Public Sector Entities |
4,657 |
3,912 |
| Multilateral Development Banks |
0 |
0 |
| International Organisations |
0 |
0 |
| Institutions |
3,144 |
3,018 |
| Corporates |
627 |
563 |
| Retail |
4,900 |
4,520 |
| Secured by Mortgages on Immovable Property |
15,441 |
15,522 |
| Exposures in Default |
1,864 |
1,754 |
| Standardised Total |
82,213 |
75,176 |
Credit Risk - IRB Approach
| Category |
As of 31/12/2016 (min EUR) |
As of 30/06/2017 (min EUR) |
| Central Banks and Central Governments |
1,319 |
0 |
| Institutions |
25,409 |
124 |
| Corporates |
50,836 |
4,079 |
| Corporates - SME |
15,215 |
16,232 |
| Retail |
54,817 |
1,338 |
| Retail - Secured on Real Estate Property |
45,577 |
44,724 |
| Retail - Secured on Real Estate Property - SME |
1,987 |
1,900 |
| Retail - Secured on Real Estate Property - Non-SME |
43,590 |
42,825 |
| Retail - Qualifying Revolving |
3,757 |
3,984 |
| Retail - Other Retail |
5,482 |
5,807 |
| Retail - Other Retail - SME |
2,240 |
2,318 |
| Retail - Other Retail - Non-SME |
3,243 |
3,489 |
| Securitisation |
966 |
726 |
| IRB Total |
43,988 |
42,803 |
Sovereign Exposure
| Category |
As of 31/12/2016 (min EUR) |
As of 30/06/2017 (mln EUR) |
| Financial Assets: Carrying Amount (Total) |
37,779.7 |
34,689.0 |
| Held for Trading |
5,313.9 |
5,023.0 |
| Designated at Fair Value through Profit or Loss |
32,465.8 |
29,666.1 |
| Loans and Receivables |
32,460.8 |
29,664.1 |
| Held-to-maturity Investments |
5,313.9 |
5,023.0 |
Notes
- The information reported includes all exposures to "General Governments" as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting.
- Original exposure is reported before considering credit conversion factors or credit risk mitigation techniques.
展开完整摘要
试读结束，高清完整版pdf/doc/ppt,请点下载
