EBA欧洲银行-BE_MMYX0N4ZEZ13Z4XCG897_TR_2016_13页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - Bank of New York Mellon

Core Information

Bank Name: Bank of New York Mellon
LEI Code: MMYX0N4ZEZ13Z4XCG897
Country Code: BE (Belgium)
Exercise Period: 2016 EU-wide Transparency Exercise

Own Funds - Transitional Period

Item	Description	31/12/2015	30/06/2016	COREP Code	Regulation
A	Own Funds	2,135	2,411	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions)	1,790	2,066	C 0.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1	1,542	1,542	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	802	1,065	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	72	154	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	0	C 0.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C 0.00 (210,010)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
A.1.6	Minority interest in CET1	0	0	C 0.00 (230,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-1	-1	C 0.00 (250,010)	Articles 32 to 35 of and 36(1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-564	-560	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 CRR
A.1.9	DTAs relying on future profitability	0	0	C 0.00 (370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments	0	0	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 ATI items	0	0	C 0.00 (440,010)	Article 36(1) point (j) of CRR
A.1.21	Transitional adjustments	-74	-150	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments for grandfathered CET1	0	0	C 0.00 (520,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments for additional minority interests	0	0	C 0.00 (524,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments	-74	-150	C 0.00 (520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C 0.00 (530,010)	Article 61 of CRR
A.3	Tier 1 Capital	1,790	2,066	C 0.00 (615,010)	Article 25 of CRR
A.4	Tier 2 Capital	346	346	C 0.00 (750,010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Item	Description	31/12/2015	30/06/2016
C.1	Common Equity Tier 1 Capital Ratio	65.30%	61.30%
C.2	Tier 1 Capital Ratio	65.30%	61.30%
C.3	Total Capital Ratio	77.91%	71.56%

Fully Loaded CET1 Capital

Item	Description	31/12/2015	30/06/2016
D	Common Equity Tier 1 Capital (Fully loaded)	1,864	2,215
E	Common Equity Tier 1 Capital Ratio (Fully loaded)	68.01%	65.74%

Risk Exposure Amounts

Risk Exposure Type	31/12/2015	30/06/2016
Credit Risk	2,741	3,370
Market Risk (Foreign Exchange and Commodities)	75	92
Total Risk Exposure Amount	2,741	3,370

Credit Risk - Standardised Approach

Consolidated Data (EU-wide)

Risk Exposure Category	31/12/2015	30/06/2016	Risk Exposure Amount	Value Adjustments and Provisions
Central governments or central banks	24,150	24,060	0	0
Public sector entities	1	36	0	0
Multilateral Development Banks	451	522	0	0
International Organisations	72	72	0	0
Institutions	8,776	11,074	0	0
Corporates	1,673	2,056	0	0
Covered bonds	982	790	98	79
Other exposures	277	445	283	446
Standardised Total	36,381	39,055	1,631	2,165

GERMANY

Risk Exposure Category	31/12/2015	30/06/2016	Risk Exposure Amount	Value Adjustments and Provisions
Central governments or central banks	12,628	13,109	0	0
Public sector entities	0	0	0	0
Multilateral Development Banks	0	0	0	0
International Organisations	0	0	0	0
Institutions	221	423	15	29
Corporates	97	91	68	64
Covered bonds	0	0	0	0
Other exposures	39	71	44	71
Standardised Total	0	0	0	0

UNITED KINGDOM

Risk Exposure Category	31/12/2015	30/06/2016	Risk Exposure Amount	Value Adjustments and Provisions
Central governments or central banks	1,483	1,296	0	0
Public sector entities	1	0	0	0
Institutions	2,928	3,213	102	64
Corporates	1,025	1,181	230	369
Covered bonds	309	305	31	31
Other exposures	30	27	30	27
Standardised Total	0	0	0	0

UNITED STATES

Risk Exposure Category	31/12/2015	30/06/2016	Risk Exposure Amount	Value Adjustments and Provisions
Central governments or central banks	4,110	3,786	0	0
Public sector entities	0	0	0	0
Institutions	120	1,751	4	1
Corporates	0	0	0	0
Covered bonds	0	0	0	0
Other exposures	24	30	24	30
Standardised Total	0	0	0	0

Profit and Loss (P&L)

Item	31/12/2015	30/06/2016
Interest Income	177	105
Of which: Debt Securities Income	96	49
Of which: Loans and Advances Income	60	29
Interest Expenses	99	62
Of which: Deposits Expenses	44	24
Net Fee and Commission Income	431	191
Gains or (-) losses on derecognition	4	6
Gains or (-) losses on financial assets held for trading	47	45
Net Operating Income	560	281
Administrative Expenses	218	130
Depreciation	13	7
Provisions or (-) reversal of provisions	7	1
Total Operating Income, Net	560	281
Profit or (-) loss before tax from continuing operations	321	143
Profit or (-) loss after tax from continuing operations	264	102
Profit or (-) loss for the year	264	102