EBA欧洲银行-AT_PQOH26KWDF7CG10L6792_TR_2015_25页_4mb

2015 EU-wide Transparency Exercise Summary - Erste Group Bank AG

Core Capital Information

Capital Structure

• Own Funds: Increased from €15,839 million (31/12/2014) to €16,810 million (30/06/2015)
• Common Equity Tier 1 (CET1) Capital: Rose from €10,623 million to €11,623 million
  • Capital instruments eligible as CET1: Slightly decreased from €2,254 million to €2,239 million
  • Retained Earnings: Increased from €7,279 million to €7,645 million
  • Accumulated Other Comprehensive Income: Decreased from -€325 million to -€396 million
  • Other Reserves: Remained constant at €851 million
  • Adjustments to CET1 due to prudential filters: Decreased from -€301 million to -€247 million
  • Deductions related to intangible assets: Decreased from -€1,425 million to -€1,357 million
  • Deductible DTAs that rely on future profitability: Decreased from -€103 million to -€74 million
  • IRB shortfall of credit risk adjustments: Increased from -€249 million to -€269 million
  • Minority interest given recognition in CET1 capital: Increased from €3,078 million to €3,305 million
  • Transitional adjustments: Increased from €507 million to €572 million

Tier 1 and Tier 2 Capital

• Tier 1 Capital: €10,623 million (31/12/2014) to €11,623 million (30/06/2015)
• Tier 2 Capital: Decreased from €5,216 million to €5,186 million

Capital Ratios

• Common Equity Tier 1 Capital Ratio: Increased from 10.56% to 11.59%
• Tier 1 Capital Ratio: Increased from 10.56% to 11.59%
• Total Capital Ratio: Increased from 15.75% to 16.77%

Risk Exposure Amounts

• Total Risk Exposure Amount: Decreased from €100,590 million (31/12/2014) to €100,256 million (30/06/2015)
  • Credit Risk: Decreased from €85,556 million to €84,416 million
  • Securitisation and Re-securitisations (Banking Book): Decreased from €583 million to €268 million
  • Position, Foreign Exchange and Commodities (Market Risk): Increased from €3,209 million to €3,618 million
    • Credit Valuation Adjustment: Decreased from €1,548 million to €1,313 million
    • Operational Risk: Increased from €10,277 million to €10,909 million

Profit and Loss (P&L) Overview

• Total Operating Income, Net: Decreased from €6,262 million to €3,251 million

  • Interest Income: Decreased from €6,738 million to €3,268 million
    • Debt Securities Income: Decreased from €1,234 million to €581 million
    • Loans and Advances Income: Decreased from €4,838 million to €2,250 million
  • Interest Expenses: Decreased from €2,290 million to €1,061 million
    • Deposits Expenses: Decreased from €1,127 million to €416 million
    • Debt Securities Issued Expenses: Decreased from €1,036 million to €479 million
  • Net Fee and Commission Income: Decreased from €1,814 million to €895 million
  • Gains or (-) Losses on Derecognition: Increased slightly from €35 million to €39 million
  • Gains or (-) Losses on Trading Financial Assets: Decreased from €166 million to €5 million
  • Gains or (-) Losses on FVTPL Financial Assets: Increased from -€72 million to €29 million
  • Gains or (-) Losses from Hedge Accounting: Decreased from €31 million to €25 million
  • Exchange Differences: Decreased from €135 million to €73 million
  • Net Other Operating Income/(Expenses): Increased from -€413 million to -€58 million

• Profit or (-) Loss Before Tax from Continuing Operations: Increased from -€832 million to €931 million

• Profit or (-) Loss After Tax from Continuing Operations: Increased from -€1,319 million to €661 million

• Profit or (-) Loss for the Year: Increased from -€1,319 million to €661 million

  • Attributable to Owners of the Parent: Increased from -€1,472 million to €471 million

Risk Exposure Breakdown by Country

Austria

• Standardised Approach:
  • Original Exposure: €7,719 million (31/12/2014) to €7,634 million (30/06/2015)
  • Exposure Value: €9,493 million (31/12/2014) to €9,346 million (30/06/2015)
  • Risk Exposure Amount: €472 million (31/12/2014) to €145 million (30/06/2015)
  • Value Adjustments and Provisions: €56 million (31/12/2014) to €55 million (30/06/2015)

Czech Republic

• Standardised Approach:
  • Original Exposure: €9,500 million (31/12/2014) to €10,091 million (30/06/2015)
  • Exposure Value: €9,759 million (31/12/2014) to €10,344 million (30/06/2015)
  • Risk Exposure Amount: €6 million (31/12/2014) to €6 million (30/06/2015)
  • Value Adjustments and Provisions: €26 million (31/12/2014) to €55 million (30/06/2015)

Romania

• Standardised Approach:
  • Original Exposure: €5,407 million (31/12/2014) to €5,110 million (30/06/2015)
  • Exposure Value: €6,146 million (31/12/2014) to €5,909 million (30/06/2015)
  • Risk Exposure Amount: €132 million (31/12/2014) to €144 million (30/06/2015)
  • Value Adjustments and Provisions: €2,026 million (31/12/2014) to €1,653 million (30/06/2015)

Slovakia

• Standardised Approach:
  • Original Exposure: €5,705 million (31/12/2014) to €5,756 million (30/06/2015)
  • Exposure Value: €5,665 million (31/12/2014) to €5,755 million (30/06/2015)
  • Risk Exposure Amount: €86 million (31/12/2014) to €83 million (30/06/2015)
  • Value Adjustments and Provisions: €3 million (31/12/2014) to €5 million (30/06/2015)

Key Notes

• The Original Exposure is reported before credit conversion factors and mitigation techniques.
• Value adjustments and provisions are reported separately and may not include securitisation exposures.
• The Total Risk Exposure Amount is calculated using the Standardised Approach.