EBA欧洲银行-NO_549300GKFG0RYRRQ1414_TR_2016_15页_1mb

2016 EU-wide Transparency Exercise Summary - DNB BANK ASA

Core Information

• Bank Name: DNB BANK ASA
• LEI Code: 549300GKFG0RYRRQ1414
• Country Code: NO (Norway)

Own Funds (Transitional Period)

A. Own Funds

• As of 31/12/2015: 19,686 mln EUR
• As of 30/06/2016: 20,638 mln EUR
• COREP CODE: C 0.00 (010,010)
• Regulation: Articles 4(118) and 72 of CRR

A.1. Common Equity Tier 1 (CET1) Capital

• As of 31/12/2015: 15,713 mln EUR
• As of 30/06/2016: 16,542 mln EUR
• COREP CODE: C 0.00 (020,010)
• Regulation: Article 50 of CRR

A.1.1. Capital Instruments Eligible as CET1 Capital

• As of 31/12/2015: 4,053 mln EUR
• As of 30/06/2016: 4,185 mln EUR
• COREP CODE: C 0.00 (030,010)
• Regulation: Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR

A.1.2. Retained Earnings

• As of 31/12/2015: 12,566 mln EUR
• As of 30/06/2016: 13,154 mln EUR
• COREP CODE: C 0.00 (030,010)
• Regulation: Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR

A.1.3. Accumulated Other Comprehensive Income

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0180,010)
• Regulation: Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR

A.1.4. Other Reserves

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (020,010)
• Regulation: Articles 4(117) and 26(1) point (e) of CRR

A.1.5. Funds for General Banking Risk

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0210,010)
• Regulation: Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR

A.1.6. Minority Interest in CET1 Capital

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0230,010)
• Regulation: Article 84 of CRR

A.1.7. Adjustments to CET1 due to Prudential Filters

• As of 31/12/2015: -168 mln EUR
• As of 30/06/2016: -163 mln EUR
• COREP CODE: C 0.00 (0250,010)
• Regulation: Articles 32 to 35 of and 36 (1) point (f) of CRR

A.1.8. Intangible Assets (including Goodwill)

• As of 31/12/2015: -427 mln EUR
• As of 30/06/2016: -428 mln EUR
• COREP CODE: C 0.00 (0300,010) + C 0.00 (0340,010)
• Regulation: 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. Deductible DTAs (Depreciation Tax Allowances)

• As of 31/12/2015: -67 mln EUR
• As of 30/06/2016: -69 mln EUR
• COREP CODE: C 0.00 (0370,010)
• Regulation: Articles 36(1) point (c) and 38 of CRR

A.1.10. IRB Shortfall of Credit Risk Adjustments

• As of 31/12/2015: -240 mln EUR
• As of 30/06/2016: -133 mln EUR
• COREP CODE: C 0.00 (0380,010)
• Regulation: Articles 36(1) point (d), 40 and 159 of CRR

A.1.11. Defined Benefit Pension Fund Assets

• As of 31/12/2015: -4 mln EUR
• As of 30/06/2016: -4 mln EUR
• COREP CODE: C 0.00 (0390,010)
• Regulation: Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.12. Reciprocal Cross Holdings in CET1 Capital

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0430,010)
• Regulation: Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.13. Excess Deduction from ATI Items over ATI Capital

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0440,010)
• Regulation: Article 36(1) point (j) of CRR

A.1.14. Deductions Related to Assets with 1.250% Risk Weight

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)
• Regulation: Articles 4(36), 36(1) point (h) and 89 to 91 of CRR; Articles 36(1) point (i) (a), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR

A.1.14.1. Deductions from Securitisation Positions

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0460,010)
• Regulation: Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR

A.1.15. Holdings of CET1 Instruments with Non-Significant Investment

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0480,010)
• Regulation: Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR

A.1.16. Deductible DTAs from Temporary Differences

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0490,010)
• Regulation: Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR

A.1.17. Holdings of CET1 Instruments with Significant Investment

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0500,010)
• Regulation: Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR

A.1.18. Amount Exceeding 17.65% Threshold

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0510,010)
• Regulation: Article 48 of CRR

A.1.19. Additional Deductions due to Article 3 CRR

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0524,010)
• Regulation: Article 3 CRR

A.1.20. Other CET1 Capital Elements or Deductions

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0529,010)
• Regulation: -

A.1.21. Transitional Adjustments

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)
• Regulation: -

A.1.21.1. Transitional Adjustments for Grandfathered CET1 Instruments

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0220,010)
• Regulation: Articles 483(1) to (3), and 484 to 487 of CRR

A.1.21.2. Transitional Adjustments for Additional Minority Interests

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0240,010)
• Regulation: Articles 479 and 480 of CRR

A.1.21.3. Other Transitional Adjustments to CET1 Capital

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0520,010)
• Regulation: Articles 469 to 472, 478 and 481 of CRR

A.2. Additional Tier 1 (AT1) Capital

• As of 31/12/2015: 1,069 mln EUR
• As of 30/06/2016: 1,220 mln EUR
• COREP CODE: C 0.00 (0530,010)
• Regulation: Article 61 of CRR

A.2.1. Additional Tier 1 Capital Instruments

• As of 31/12/2015: 839 mln EUR
• As of 30/06/2016: 1,016 mln EUR
• COREP CODE: C 0.00 (0540,010) + C 0.00 (0670,010)

A.2.2. Excess Deduction from T2 Items over T2 Capital

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0720,010)
• Regulation: -

A.2.3. Other AT1 Capital Components and Deductions

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010)
• Regulation: -

A.2.4. AT1 Transitional Adjustments

• As of 31/12/2015: 231 mln EUR
• As of 30/06/2016: 204 mln EUR
• COREP CODE: C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)
• Regulation: -

A.3. Tier 1 Capital

• As of 31/12/2015: 16,782 mln EUR
• As of 30/06/2016: 17,762 mln EUR
• COREP CODE: C 0.00 (015,010)
• Regulation: Article 25 of CRR

A.4. Tier 2 Capital

• As of 31/12/2015: 2,904 mln EUR
• As of 30/06/2016: 2,876 mln EUR
• COREP CODE: C 0.00 (0750,010)
• Regulation: Article 71 of CRR

A.4.1. Tier 2 Capital Instruments

• As of 31/12/2015: 2,904 mln EUR
• As of 30/06/2016: 2,876 mln EUR
• COREP CODE: C 0.00 (0760,010) + C 0.00 (0890,010)

A.4.2. Other Tier 2 Components and Deductions

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010)
• Regulation: -

A.4.3. Tier 2 Transitional Adjustments

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR
• COREP CODE: C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)
• Regulation: -

Capital Ratios (Transitional Period)

• C.1. CET1 Capital Ratio: 14.28% (31/12/2015) → 14.52% (30/06/2016)
• C.2. Tier 1 Capital Ratio: 15.25% (31/12/2015) → 15.59% (30/06/2016)
• C.3. Total Capital Ratio: 17.89% (31/12/2015) → 18.12% (30/06/2016)

CET1 Capital (Fully Loaded)

• D. CET1 Capital (Fully Loaded): 15,713 mln EUR (31/12/2015) → 16,542 mln EUR (30/06/2016)
• E. CET1 Capital Ratio (Fully Loaded): 14.28% (31/12/2015) → 14.52% (30/06/2016)

Risk Exposure Amounts

Total Risk Exposure Amount

• As of 31/12/2015: 110,042 mln EUR
• As of 30/06/2016: 113,913 mln EUR
• COREP CODE: C 0.00 (010,010)
• Regulation: Articles 92(3), 95, 96 and 98 of CRR

Risk Exposure by Category

• Credit Risk: 87,697 mln EUR (31/12/2015) → 91,615 mln EUR (30/06/2016)
• Securitisation and Re-securitisations (Banking Book): 1,641 mln EUR (31/12/2015) → 1,492 mln EUR (30/06/2016)
• Contributions to CCP Default Fund: 0 mln EUR (both dates)
• Other Credit Risk: 86,057 mln EUR (31/12/2015) → 90,123 mln EUR (30/06/2016)
• Market Risk (Position, FX, Commodities): 1,536 mln EUR (31/12/2015) → 1,721 mln EUR (30/06/2016)
• Credit Valuation Adjustment (CVA): 670 mln EUR (31/12/2015) → 464 mln EUR (30/06/2016)
• Operational Risk: 8,776 mln EUR (31/12/2015) → 9,062 mln EUR (30/06/2016)
• Other Risk Exposure Amounts: 11,362 mln EUR (31/12/2015) → 11,052 mln EUR (30/06/2016)

Profit and Loss (P&L)

• Interest Income: 6,718 mln EUR (31/12/2015) → 3,265 mln EUR (30/06/2016)
• Debt Securities Income: 489 mln EUR (31/12/2015) → 242 mln EUR (30/06/2016)
• Loans and Advances Income: 5,281 mln EUR (31/12/2015) → 2,494 mln EUR (30/06/2016)
• Interest Expenses: 2,997 mln EUR (31/12/2015) → 1,384 mln EUR (30/06/2016)
• Deposits Expenses: 1,181 mln EUR (31/12/2015) → 425 mln EUR (30/06/2016)
• Debt Securities Issued Expenses: 1,699 mln EUR (31/12/2015) → 906 mln EUR (30/06/2016)
• Dividend Income: 50 mln EUR (31/12/2015) → 10 mln EUR (30/06/2016)
• Net Fee and Commission Income: 486 mln EUR (31/12/2015) → 229 mln EUR (30/06/2016)
• Gains or Losses on Derecognition of Financial Assets: -33 mln EUR (31/12/2015) → 49 mln EUR (30/06/2016)
• Gains or Losses on Trading Financial Assets: 669 mln EUR (31/12/2015) → 256 mln EUR (30/06/2016)
• Gains or Losses on FVTPL Financial Assets: 112 mln EUR (31/12/2015) → 48 mln EUR (30/06/2016)
• Gains or Losses from Hedge Accounting: 101 mln EUR (31/12/2015) → 53 mln EUR (30/06/2016)
• Net Other Operating Income/(Expenses): 18 mln EUR (31/12/2015) → 15 mln EUR (30/06/2016)
• Total Operating Income, Net: 5,124 mln EUR (31/12/2015) → 2,539 mln EUR (30/06/2016)
• Administrative Expenses: 1,452 mln EUR (31/12/2015) → 858 mln EUR (30/06/2016)
• Depreciation: 204 mln EUR (31/12/2015) → 106 mln EUR (30/06/2016)
• Impairment on Financial Assets: 241 mln EUR (31/12/2015) → 377 mln EUR (30/06/2016)
• Profit or Loss from Continuing Operations (Before Tax): 3,199 mln EUR (31/12/2015) → 1,305 mln EUR (30/06/2016)
• Profit or Loss from Continuing Operations (After Tax): 2,392 mln EUR (31/12/2015) → 1,020 mln EUR (30/06/2016)
• Profit or Loss from Discontinued Operations: 0 mln EUR (both dates)
• Profit or Loss for the Year: 2,392 mln EUR (31/12/2015) → 1,020 mln EUR (30/06/2016)

Market Risk

Risk Exposure Amounts

• As of 31/12/2015: 1,536 mln EUR
• As of 30/06/2016: 1,721 mln EUR

Risk Components

• Traded Debt Instruments: 1,485 mln EUR (31/12/2015) → 1,689 mln EUR (30/06/2016)
• Equities: 47 mln EUR (31/12/2015) → 32 mln EUR (30/06/2016)
• Foreign Exchange Risk: 0 mln EUR (both dates)
• Commodities Risk: 4 mln EUR (31/12/2015) → 0 mln EUR (30/06/2016)

Risk Capital Charges

• VaR (Memorandum Item): 0 mln EUR (both dates)
• Stressed VaR (Memorandum Item): 0 mln EUR (both dates)
• Incremental Default and Migration Risk Capital Charge: 0 mln EUR (both dates)
• All Price Risks Capital Charge for CTP: 0 mln EUR (both dates)

Credit Risk - Standardised Approach

Risk Exposure Amounts (As of 31/12/2015)

• Central Governments or Central Banks: 6,266 mln EUR → 7,717 mln EUR
• Public Sector Entities: 0 mln EUR → 0 mln EUR
• Institutions: 37,162 mln EUR → 12,616 mln EUR
• Corporates: 19,103 mln EUR → 15,162 mln EUR
• SMEs (Corporates): 6,160 mln EUR → 5,393 mln EUR
• Retail: 9,693 mln EUR → 4,531 mln EUR
• SMEs (Retail): 922 mln EUR → 751 mln EUR
• Secured by Mortgages on Immovable Property: 5,050 mln EUR → 4,840 mln EUR
• SMEs (Secured by Mortgages): 64 mln EUR → 58 mln EUR

Risk Exposure Amounts (As of 30/06/2016)

• Central Governments or Central Banks: 5,215 mln EUR → 6,500 mln EUR
• Public Sector Entities: 0 mln EUR → 0 mln EUR
• Institutions: 20,547 mln EUR → 13,360 mln EUR
• Corporates: 17,700 mln EUR → 13,968 mln EUR
• SMEs (Corporates): 5,957 mln EUR → 5,356 mln EUR
• Retail: 14,211 mln EUR → 6,270 mln EUR
• SMEs (Retail): 898 mln EUR → 743 mln EUR
• Secured by Mortgages on Immovable Property: 5,236 mln EUR → 5,029 mln EUR
• SMEs (Secured by Mortgages): 60 mln EUR → 56 mln EUR

Standardised Total

• As of 31/12/2015: 78,751 mln EUR
• As of 30/06/2016: 65,549 mln EUR

Country-Specific Data

Norway

• Central Governments or Central Banks: 4,553 mln EUR (31/12/2015) → 3,587 mln EUR (30/06/2016)
• Institutions: 8,546 mln EUR (31/12/2015) → 6,786 mln EUR (30/06/2016)
• Corporates: 11,873 mln EUR (31/12/2015) → 10,302 mln EUR (30/06/2016)
• SMEs (Corporates): 4,917 mln EUR (31/12/2015) → 4,734 mln EUR (30/06/2016)
• Retail: 6,148 mln EUR (31/12/2015) → 3,347 mln EUR (30/06/2016)
• SMEs (Retail): 0 mln EUR (both dates)
• Secured by Mortgages on Immovable Property: 2,313 mln EUR (31/12/2015) → 2,447 mln EUR (30/06/2016)
• SMEs (Secured by Mortgages): 0 mln EUR (both dates)
• Standardised Total: 22 mln EUR (31/12/2015) → 0 mln EUR (30/06/2016)

United States

• Central Governments or Central Banks: 2 mln EUR (31/12/2015) → 33 mln EUR (30/06/2016)
• Institutions: 8,546 mln EUR (31/12/2015) → 6,786 mln EUR (30/06/2016)
• Corporates: 11,873 mln EUR (31/12/2015) → 10,302 mln EUR (30/06/2016)
• SMEs (Corporates): 4,917 mln EUR (31/12/2015) → 4,734 mln EUR (30/06/2016)
• Retail: 6,148 mln EUR (31/12/2015) → 3,347 mln EUR (30/06/2016)
• Secured by Mortgages on Immovable Property: 2,313 mln EUR (31/12/2015) → 2,447 mln EUR (30/06/2016)
• Standardised Total: 0 mln EUR (both dates)

United Kingdom

• Central Governments or Central Banks: 0 mln EUR (both dates)
• Institutions: 9,832 mln EUR (31/12/2015) → 2,713 mln EUR (30/06/2016)
• Corporates: 55 mln EUR (31/12/2015) → 248 mln EUR (30/06/2