EBA欧洲银行-IT_2W8N8UU78PMDQKZENC08_TR_2018_22页_3mb
报告摘要
Intesa Sanpaolo SpA - 2018 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Intesa Sanpaolo SpA
- LEI Code: 2W8N8UU78PMDQKZENC08
- Country Code: IT
Capital Structure
Own Funds (Transitional Period)
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 51,373 | 48,337 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital | 38,051 | 36,012 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | CET1 Eligible Capital | 34,159 | 32,056 | 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 | 14,706 | 16,832 | C:0.00 (130;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated Other Comprehensive Income | -790 | -1,363 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 0 | -3,265 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for General Banking Risk | 0 | 0 | C:0.00 (015;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority Interest in CET1 | 50 | 23 | C:0.00 (230;010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to Prudential Fibers | 756 | 599 | C:0.00 (255;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible Assets | -7,182 | -7,150 | C:0.00 (300;010) + C:0.00 (340;010) | Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR |
| A.1.9 | TFAs not based on future profitability | -1,417 | -1,366 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB Shortfall of Credit Risk Adjustments | -530 | -204 | C:0.00 (380;010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined Benefit Pension Fund Assets | 0 | 0 | C:0.00 (390;010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal Cross Holdings | 0 | 0 | C:0.00 (430;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess Deduction from AT1 Items | 0 | 0 | C:0.00 (440;010) | Article 36(1) point (j) of CRR |
| A.1.14 | Deductions for Assets with 1.250% Risk Weight | -252 | -213 | C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), C:0.00 (471;010) | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR. Articles 36(1) point (k), 74(3) point (l), 34(1) point (m), and 258 of CRR. Articles 36(1) point (n) and 153(8) of CRR and Articles 36(1) point (o) and 155(4) of CRR |
| A.1.15 | Securitisation Deductions | -252 | -213 | C:0.00 (460;010) | Articles 36(1) point (h), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.16 | Holdings of CET1 Capital Instruments | 0 | 0 | C:0.00 (480;010) | Articles 4(27), 36(1) point (h), 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | Deductible DTAs based on future profitability | 0 | 0 | C:0.00 (490;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 with Significant Investment | -1,776 | -1,970 | C:0.00 (500;010) | Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(3); to (3) and 79 of CRR |
| A.1.18 | Amount Exceeding 17.65% Threshold | -560 | -926 | C:0.00 (510;010) | Article 48 of CRR |
| A.1.19 | Additional Deductions due to Article 3 CRR | 0 | 0 | C:0.00 (524;010) | Article 3 CRR |
| A.1.20 | CET1 Capital Elements or Deductions - Other | -393 | -416 | C:0.00 (529;010) | - |
| A.1.21 | Transitional Adjustments | 1,280 | 3,374 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional Adjustments due to Grandfathered CET1 Instruments | 0 | 0 | C:0.00 (226;010) | Articles 48(3) point (t), and 494 to 487 of CRR |
| A.1.21.2 | Transitional Adjustments due to Additional Minority Interests | 28 | 0 | C:0.00 (246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other Transitional Adjustments | 1,253 | 3,374 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital | 5,414 | 5,342 | C:0.00 (530;010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital Instruments | 4,616 | 4,612 | C:0.00 (540;010) + C:0.00 (570;010) | - |
| A.2.2 | Excess Deduction from T2 Items | 0 | 0 | C:0.00 (720;010) | - |
| A.2.3 | Other Additional Tier 1 Components and Deductions | 0 | 0 | C:0.00 (698;010) + C:0.00 (790;010), + C:0.00 (710;010), + C:0.00 (740;010), + C:0.00 (744;010), + C:0.00 (748;010) | - |
| A.2.4 | Additional Tier 1 Transitional Adjustments | 799 | 731 | C:0.00 (660;010) + C:0.00 (680;010) | - |
| A.3 | Tier 1 Capital | 43,466 | 41,354 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 7,908 | 6,983 | C:0.00 (750;010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital Instruments | 8,110 | 7,803 | C:0.00 (760;010) + C:0.00 (690;010) | - |
| A.4.2 | Other Tier 2 Components and Deductions | -695 | -13 | C:0.00 (910;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (970;010), + C:0.00 (974;010), + C:0.00 (978;010) | - |
| A.4.3 | Tier 2 Transitional Adjustments | 493 | -807 | C:0.00 (680;010) + C:0.00 (690;010), + C:0.00 (696;010) | - |
Capital Ratios (Transitional Period)
| Item | Description | As of 31/12/2017 (%) | As of 30/06/2018 (%) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| C.1 | CET1 Capital Ratio | 13.27% | 12.75% | GA3 (1) | - |
| C.2 | Tier 1 Capital Ratio | 15.15% | 14.64% | GA3 (3) | - |
| C.3 | Total Capital Ratio | 17.91% | 17.12% | GA3 (5) | - |
Fully Loaded CET1 Capital Ratio
| Item | Description | As of 31/12/2017 | As of 30/06/2018 | Formula | Regulation |
|---|---|---|---|---|---|
| D | CET1 Capital (Fully Loaded) | 36,771 | 32,638 | [D:A-1/(98-8.1)] | - |
| E | CET1 Capital Ratio (Fully Loaded) | 12.87% | 11.64% | - | - |
Leverage Ratio
| Item | Description | As of 31/12/2017 | As of 30/06/2018 | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A.1 | Tier 1 Capital (Transitional Definition) | 43,466 | 41,354 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 | Tier 1 Capital (Fully Phased-in Definition) | 41,387 | 37,249 | C 47.00 (r310,c010) | - |
| B.1 | Total Leverage Ratio Exposures (Transitional Definition) | 676,967 | 665,393 | C 47.00 (r300,c010) | - |
| B.2 | Total Leverage Ratio Exposures (Fully Phased-in Definition) | 676,360 | 665,111 | C 47.00 (r290,c010) | - |
| C.1 | Leverage Ratio (Transitional Definition) | 6.4% | 6.2% | C 47.00 (r340,c010) | - |
| C.2 | Leverage Ratio (Fully Phased-in Definition) | 6.1% | 5.6% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|---|
| Credit Risk | Total Risk Exposure Amount | 286,825 | 282,383 |
| Securitisation and Re-securitisations (Banking Book) | Risk Exposure Amount | 3,247 | 3,958 |
| Contributions to Default Fund of CCP | Risk Exposure Amount | 474 | 382 |
| Other Credit Risk | Risk Exposure Amount | 245,592 | 241,677 |
| Market Risk (Position, FX, Commodities) | Risk Exposure Amount | 17,832 | 17,322 |
| Securitisation (Trading Book) | Risk Exposure Amount | 628 | 601 |
| Credit Valuation Adjustment | Risk Exposure Amount | 945 | 940 |
| Operational Risk | Risk Exposure Amount | 18,597 | 17,962 |
| Other Risk Exposure Amounts | Risk Exposure Amount | 138 | 143 |
| Total Risk Exposure Amount | Total | 286,825 | 282,383 |
Profit and Loss (P&L)
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|---|
| Interest Income | Total | 13,289 | 5,245 |
| Of which Debt Securities Income | Amount | 1,065 | 534 |
| Of which Loans and Advances Income | Amount | 8,928 | 4,891 |
| Interest Expenses | Total | 6,689 | 1,555 |
| Of which Deposits Expenses | Amount | 871 | 477 |
| Of which Debt Securities Issued Expenses | Amount | 2,544 | 1,251 |
| Dividend Income | Total | 117 | 67 |
| Net Fee and Commission Income | Total | 7,933 | 4,043 |
| Gains or (-) Losses on Derecognition | Total | 607 | 419 |
| Gains or (-) Losses on Financial Assets Held for Trading | Total | 1,279 | 215 |
| Gains or (-) Losses on Financial Assets at FVTPL | Total | 1 | 262 |
| Gains or (-) Losses from Hedge Accounting | Total | -17 | -18 |
| Exchange Differences | Total | -648 | 103 |
| Net Other Operating Income/(Expenses) | Total | 5,874 | 389 |
| Total Operating Income, Net | Total | 21,747 | 9,170 |
| Administrative Expenses | Total | 10,864 | 4,834 |
| Depreciation | Total | 845 | 431 |
| Modification Gains or (-) Losses | Total | n.a. | -5 |
| Provisions or (-) Reversal of Provisions | Total | 823 | 29 |
| Commitments and Guarantees Given | Total | -64 | -68 |
| Other Provisions | Total | 888 | 96 |
| Profit or (-) Loss Before Tax from Continuing Operations | Total | 7,629 | 2,995 |
| Profit or (-) Loss After Tax from Continuing Operations | Total | 7,367 | 2,201 |
| Profit or (-) Loss from Discontinued Operations | Total | 0 | 0 |
| Profit or (-) Loss for the Year | Total | 7,367 | 2,201 |
| Of which Attributable to Owners of the Parent | Total | 7,316 | 2,179 |
Market Risk
| Item | Description | As of 31/12/2017 | As of 30/06/2018 |
|---|---|---|---|
| Traded Debt Instruments | Total Risk Exposure Amount | 1,904 | 1,673 |
| Of which General Risk | Total Risk Exposure Amount | 253 | 15,225 |
| Of which Specific Risk | Total Risk Exposure Amount | 62 | 113 |
| Total Risk Exposure Amount | Total | 1,904 | 1,673 |
Credit Risk - Standardised Approach
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|---|
| Total Risk Exposure Amount | Total | 283,131 | 262,674 |
Notes
- Original Exposure is reported before considering credit conversion factors or credit risk mitigation techniques.
- Exposure Value is adjusted for credit conversion factors and credit risk mitigation.
- Risk Exposure Amount is the amount after applying credit risk adjustments.
- Value Adjustments and Provisions are included in the calculation but not countervailing for securitisation purposes.
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