EBA欧洲银行-RO_549300RG3H390KEL8896_TR_2017_12页_732kb

2017 EU-wide Transparency Exercise Summary: Banca Transilvania

Core Content Overview

This document presents the 2017 EU-wide Transparency Exercise data for Banca Transilvania, including information on own funds, capital ratios, leverage ratio, risk exposure amounts, P&L, market risk, credit risk, and sovereign exposure. The data is reported as of 31/12/2016 and 30/06/2017, providing insights into the bank's financial position and risk profile under various regulatory frameworks.

Key Information

1. Own Funds (Transitional Period)

• As of 31/12/2016: 1,246 mln EUR
• As of 30/06/2017: 1,285 mln EUR
• CET1 Capital (Net of deductions and transitional adjustments):
  • 31/12/2016: 1,169 mln EUR
  • 30/06/2017: 1,213 mln EUR
• Tier 1 Capital:
  • 31/12/2016: 1,169 mln EUR
  • 30/06/2017: 1,213 mln EUR
• Tier 2 Capital:
  • 31/12/2016: 77 mln EUR
  • 30/06/2017: 71 mln EUR

2. Capital Ratios (Transitional Period)

• Common Equity Tier 1 (CET1) Ratio:
  • 31/12/2016: 17.36%
  • 30/06/2017: 17.55%
• Tier 1 Ratio:
  • 31/12/2016: 17.36%
  • 30/06/2017: 17.55%
• Total Capital Ratio:
  • 31/12/2016: 18.50%
  • 30/06/2017: 18.58%

3. CET1 Capital (Fully Loaded)

• 31/12/2016: 1,193 mln EUR
• 30/06/2017: 1,239 mln EUR
• CET1 Capital Ratio (Fully Loaded):
  • 31/12/2016: 17.72%
  • 30/06/2017: 17.92%

4. Leverage Ratio

• Tier 1 Capital (Transitional Definition):
  • 31/12/2016: 9.8%
  • 30/06/2017: 10.0%
• Tier 1 Capital (Fully Phased-in Definition):
  • 31/12/2016: 10.3%
  • 30/06/2017: 11.0%

5. Risk Exposure Amounts

• Total Risk Exposure Amount:
  • 31/12/2016: 6,735 mln EUR
  • 30/06/2017: 6,913 mln EUR
• Credit Risk Exposure:
  • 31/12/2016: 4,582 mln EUR
  • 30/06/2017: 4,663 mln EUR
• Market Risk Exposure:
  • 31/12/2016: 1,209 mln EUR
  • 30/06/2017: 1,121 mln EUR
• Operational Risk Exposure:
  • 31/12/2016: 943 mln EUR
  • 30/06/2017: 1,129 mln EUR

6. Profit and Loss (P&L)

• Total Operating Income (Net):
  • 31/12/2016: 680 mln EUR
  • 30/06/2017: 312 mln EUR
• Profit or Loss After Tax from Continuing Operations:
  • 31/12/2016: 278 mln EUR
  • 30/06/2017: 109 mln EUR
• Profit or Loss for the Year:
  • 31/12/2016: 278 mln EUR
  • 30/06/2017: 109 mln EUR

7. Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount:
  • 31/12/2016: 10,256 mln EUR
  • 30/06/2017: 10,575 mln EUR
• Risk Exposure Amount:
  • 31/12/2016: 4,582 mln EUR
  • 30/06/2017: 4,663 mln EUR
• Value Adjustments and Provisions:
  • 31/12/2016: 752 mln EUR
  • 30/06/2017: 699 mln EUR

8. Credit Risk - IRB Approach

• IRB Total Risk Exposure Amount:
  • 31/12/2016: 0 mln EUR
  • 30/06/2017: 0 mln EUR
• Risk Exposure Amount:
  • 31/12/2016: 0 mln EUR
  • 30/06/2017: 0 mln EUR
• Value Adjustments and Provisions:
  • 31/12/2016: 0 mln EUR
  • 30/06/2017: 0 mln EUR

9. Sovereign Exposure

• Total Sovereign Exposure:
  • 31/12/2016: 3,235.6 mln EUR
  • 30/06/2017: 3,120.3 mln EUR
• Breakdown by Accounting Portfolio:
  • Held for Trading: 3,230.6 mln EUR (31/12/2016), 3,117.2 mln EUR (30/06/2017)
  • Designated at Fair Value through Profit or Loss: 0.0 mln EUR (both dates)
  • Available-for-sale: 0.0 mln EUR (both dates)
  • Loans and Receivables: 3,230.6 mln EUR (31/12/2016), 3,117.2 mln EUR (30/06/2017)

Main Points

• The bank's own funds increased slightly from 1,246 mln EUR to 1,285 mln EUR during the transitional period.
• CET1 capital rose from 1,169 mln EUR to 1,213 mln EUR, and the CET1 ratio increased from 17.36% to 17.55%.
• Tier 2 capital decreased from 77 mln EUR to 71 mln EUR, but the total capital ratio slightly improved from 18.50% to 18.58%.
• Leverage ratios increased from 9.8% to 10.0% under the transitional definition, and from 10.3% to 11.0% under the fully phased-in definition.
• Risk exposure amounts rose from 6,735 mln EUR to 6,913 mln EUR, with credit risk and operational risk being the largest components.
• The P&L showed a significant drop in net income from 680 mln EUR to 312 mln EUR, and profit after tax from 278 mln EUR to 109 mln EUR.
• Under the Standardised Approach, credit risk exposure was substantial, with a risk exposure amount of 4,582 mln EUR as of 31/12/2016 and 4,663 mln EUR as of 30/06/2017.
• The IRB Approach reported no credit risk exposure for both dates.
• Sovereign exposure decreased from 3,235.6 mln EUR to 3,120.3 mln EUR, with a majority of the exposure classified as held for trading.

Key Regulatory References

• CET1 Capital: Articles 4(118), 72, 50, 26(1), 27-29, 36(1), 42 of CRR
• Tier 2 Capital: Article 71 of CRR
• Leverage Ratio: Article 429 of CRR, Delegated Regulation (EU) 2015/62
• Risk Exposure Amounts: Articles 92(3), 95, 96, 98 of CRR
• Sovereign Exposure: Paragraph 41 (b) of Annex V of ITS on Supervisory reporting

Summary of Trends

• Capital levels showed a general upward trend during the transitional period.
• Risk exposure increased, particularly in credit and operational risk.
• Profitability declined significantly, with a drop in both operating income and net profit after tax.
• Sovereign exposure decreased, with a shift in the composition of financial assets.