EBA欧洲银行-ES_K8MS7FD7N5Z2WQ51AZ71_TR_2015_25页_4mb

报告摘要

2015 EU-wide Transparency Exercise Summary - Banco Bilbao Vizcaya Argentaria, SA

Core Information

Bank Name: Banco Bilbao Vizcaya Argentaria, SA
LEI Code: K8MS7FD7N5Z2WQ51AZ71
Country Code: ES (Spain)

Capital Structure

Common Equity Tier 1 (CET1) Capital

As of 31/12/2014: €41,831 million
As of 30/06/2015: €43,422 million
CET1 Capital Ratio: 11.92% (31/12/2014), 12.32% (30/06/2015)
CET1 Capital Composition:
- Capital Instruments Eligible as CET1: €25,973 (31/12/2014), €26,512 (30/06/2015)
- Retained Earnings: €20,684 (31/12/2014), €20,686 (30/06/2015)
- Accumulated Other Comprehensive Income: -€1,339 (31/12/2014), -€336 (30/06/2015)
- Other Reserves: €67 (31/12/2014), €0 (30/06/2015)
- Minority Interest in CET1 Capital: €1,072 (31/12/2014), €632 (30/06/2015)
- Adjustments to CET1 due to Prudential Filters: -€408 (31/12/2014), -€482 (30/06/2015)
- Deductions from CET1 Capital:
  - Intangible assets: -€8,738 (31/12/2014), -€9,126 (30/06/2015)
  - DTAs relying on future profitability: -€1,196 (31/12/2014), -€1,053 (30/06/2015)
  - Deductible DTAs from temporary differences: -€1,196 (31/12/2014), -€1,053 (30/06/2015)
  - Reciprocal cross holdings: -€113 (31/12/2014), €0 (30/06/2015)
  - Excess deductions from ATI items: -€135 (30/06/2015)
  - Deductions related to assets with 1.250% risk weight: -€201 (31/12/2014), -€189 (30/06/2015)
  - Holdings of CET1 instruments with significant investment: -€8 (30/06/2015)
- Transitional Adjustments to CET1:
  - Grandfathered CET1 instruments: €0 (both dates)
  - Additional minority interests: €813 (31/12/2014), €583 (30/06/2015)
  - Other transitional adjustments: €5,217 (31/12/2014), €6,338 (30/06/2015)

Tier 1 Capital

As of 31/12/2014: €41,831 million
As of 30/06/2015: €43,422 million
Tier 1 Capital Ratio: 11.92% (31/12/2014), 12.32% (30/06/2015)

Tier 2 Capital

As of 31/12/2014: €10,986 million
As of 30/06/2015: €11,276 million
Tier 2 Capital Ratio: 15.06% (31/12/2014), 15.52% (30/06/2015)

Total Capital Ratio

As of 31/12/2014: 15.06%
As of 30/06/2015: 15.52%

Risk Exposure Amounts

Total Risk Exposure Amount (31/12/2014): €350,814 million
Total Risk Exposure Amount (30/06/2015): €352,420 million

Risk Exposure Breakdown

Risk Exposure Type	As of 31/12/2014 (mEUR)	As of 30/06/2015 (mEUR)
Credit Risk	295,939	300,295
Securitisation	1,777	1,752
Default Fund	0	0
Other Credit Risk	294,162	298,543
Market Risk (FX & Commodities)	20,972	19,673
Securitisation in Trading Book	100	107
Credit Valuation Adjustment	4,498	4,307
Operational Risk	29,406	28,145

Profit and Loss (P&L) Summary

Operating Income

As of 31/12/2014: €20,327 million
As of 30/06/2015: €11,018 million

Operating Expenses

Administrative Expenses: €9,625 (31/12/2014), €5,035 (30/06/2015)
Depreciation: €1,177 (31/12/2014), €585 (30/06/2015)
Provisions: €1,168 (31/12/2014), €385 (30/06/2015)
Commitments and Guarantees: €15 (31/12/2014), -€1 (30/06/2015)
Other Provisions: €1,153 (31/12/2014), €387 (30/06/2015)

Profit or Loss

Profit Before Tax from Continuing Operations: €4,000 (31/12/2014), €3,908 (30/06/2015)
Profit After Tax from Continuing Operations: €3,053 (31/12/2014), €2,932 (30/06/2015)
Profit After Tax from Discontinued Operations: €0 (both dates)
Profit for the Year: €3,053 (31/12/2014), €2,932 (30/06/2015)
Profit Attributable to Owners of the Parent: €2,586 (31/12/2014), €2,732 (30/06/2015)

Risk Exposure by Country

Spain

Original Exposure (31/12/2014): €103,926 million
Exposure Value (31/12/2014): €107,683 million
Risk Exposure Amount (31/12/2014): €29,846 million
Value Adjustments and Provisions (31/12/2014): €6,729 million
Original Exposure (30/06/2015): €109,663 million
Exposure Value (30/06/2015): €72,550 million
Risk Exposure Amount (30/06/2015): €178,290 million
Value Adjustments and Provisions (30/06/2015): €9,625 million

United States

Original Exposure (31/12/2014): €5,663 million
Exposure Value (31/12/2014): €5,680 million
Risk Exposure Amount (31/12/2014): €67 million
Original Exposure (30/06/2015): €7,249 million
Exposure Value (30/06/2015): €7,385 million
Risk Exposure Amount (30/06/2015): €62 million

Mexico

Original Exposure (31/12/2014): €12,913 million
Exposure Value (31/12/2014): €16,936 million
Risk Exposure Amount (31/12/2014): €19 million
Original Exposure (30/06/2015): €15,217 million
Exposure Value (30/06/2015): €19,596 million
Risk Exposure Amount (30/06/2015): €527 million

France

Original Exposure (31/12/2014): €103,926 million
Exposure Value (31/12/2014): €107,683 million
Risk Exposure Amount (31/12/2014): €29,846 million
Value Adjustments and Provisions (31/12/2014): €6,729 million
Original Exposure (30/06/2015): €109,663 million
Exposure Value (30/06/2015): €72,550 million
Risk Exposure Amount (30/06/2015): €178,290 million
Value Adjustments and Provisions (30/06/2015): €9,625 million

Key Notes

The risk exposure amount is reported in millions of EUR.
Original exposure is reported before credit conversion factors and credit risk mitigation.
Value adjustments and provisions are included in the calculation of risk exposure.
Securitisation exposures are excluded from the total value adjustments and provisions per country.
Transitional adjustments are applied to CET1 capital and are detailed by specific regulatory articles in the CRR.

展开完整摘要