EBA欧洲银行-PT_529900H2MBEC07BLTB26_TR_2016_13页_1mb
报告摘要
2016 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Caixa Central de Crédito Agrícola Mútuo, CRL
- LEI Code: 529900H2MBEC07BLTB26
- Country Code: PT (Portugal)
- Reporting Periods: As of 31/12/2015 and 30/06/2016
Capital Structure Overview
Own Funds (Transitional Period)
| Category |
31/12/2015 (mln EUR) |
30/06/2016 (mln EUR) |
COREP Code |
Regulation |
| OWN FUNDS |
1,080 |
1,161 |
C 0.00 (010,010) |
Articles 4(118) and 72 of CRR |
| CET1 Capital |
1,045 |
1,097 |
C 0.00 (015,010) |
Article 25 of CRR |
| Additional Tier 1 Capital |
0 |
0 |
C 0.00 (0530,010) |
Article 61 of CRR |
| Tier 2 Capital |
35 |
64 |
C 0.00 (0750,010) |
Article 71 of CRR |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 (CET1) Ratio: 12.32% (31/12/2015) → 12.78% (30/06/2016)
- Tier 1 Capital Ratio: 12.32% (31/12/2015) → 12.78% (30/06/2016)
- Total Capital Ratio: 12.74% (31/12/2015) → 13.53% (30/06/2016)
Fully Loaded CET1 Capital
- CET1 Capital (Fully Loaded): 963 (31/12/2015) → 1,019 (30/06/2016)
- CET1 Capital Ratio (Fully Loaded): 11.49% (31/12/2015) → 12.01% (30/06/2016)
Key Capital Elements and Deductions
| Subcategory |
31/12/2015 (mln EUR) |
30/06/2016 (mln EUR) |
COREP Code |
Regulation |
| Capital instruments eligible as CET1 Capital |
997 |
1,028 |
C 0.00 (030,010) |
Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| Retained earnings |
-176 |
-129 |
C 0.00 (030,010) |
Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| Accumulated other comprehensive income |
3 |
-9 |
C 0.00 (018,010) |
Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| Other Reserves |
318 |
302 |
C 0.00 (200,010) |
Articles 4(117) and 26(1) point (e) of CRR |
| Funds for general banking risk |
0 |
0 |
C 0.00 (010,010) |
Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| Intangible assets (including Goodwill) |
-58 |
-58 |
C 0.00 (030,010) + C 0.00 (0340,010) |
Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CRR |
| Deductible DTAs that rely on future profitability |
-46 |
-41 |
C 0.00 (0490,010) |
Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| Additional deductions of CET1 Capital |
-45 |
-46 |
C 0.00 (0510,010) |
Article 48 of CRR |
| Transitional adjustments |
130 |
110 |
CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) |
- |
Risk Exposure Amounts
- Total Risk Exposure Amount: 8,476 (31/12/2015) → 8,581 (30/06/2016)
- Credit Risk Exposure: 7,375 (31/12/2015) → 7,480 (30/06/2016)
- Securitisation and re-securitisations in the banking book: 19 (31/12/2015) → 18 (30/06/2016)
- Other credit risk exposure: 7,355 (31/12/2015) → 7,462 (30/06/2016)
- Operational risk exposure: 1,099 (31/12/2015) → 1,099 (30/06/2016)
Profit and Loss (P&L) Summary
- Total Operating Income, Net: 496 (31/12/2015) → 227 (30/06/2016)
- Interest Income: 399 (31/12/2015) → 192 (30/06/2016)
- Interest Expenses: 155 (31/12/2015) → 58 (30/06/2016)
- Net Fee and Commission Income: 126 (31/12/2015) → 59 (30/06/2016)
- Profit or (Loss) After Tax from Continuing Operations: 56 (31/12/2015) → 0 (30/06/2016)
- Profit or (Loss) for the Year: 56 (31/12/2015) → 0 (30/06/2016)
Market Risk Overview
- Market Risk Exposure: No significant exposure reported in both periods.
- VaR and STRESSED VaR: All values reported as 0.
- Incremental Default and Migration Risk Capital Charge: All values reported as 0.
- All Price Risks Capital Charge for CTP: All values reported as 0.
Credit Risk - Standardised Approach (Country Breakdown)
Portugal (Consolidated Data)
| Category |
31/12/2015 (mln EUR) |
30/06/2016 (mln EUR) |
Value Adjustments and Provisions |
| Central governments or central banks |
3.234 |
4,152 |
6 |
| Regional governments or local authorities |
236 |
255 |
8 |
| Public sector entities |
22 |
24 |
0 |
| Multilateral Development Banks |
1 |
1 |
0 |
| International Organisations |
0 |
0 |
0 |
| Institutions |
419 |
333 |
0 |
| Corporates |
2,332 |
2,350 |
0 |
| SMEs |
1,852 |
1,888 |
0 |
| Retail |
2,899 |
2,987 |
0 |
| Secured by mortgages on immovable property |
3,100 |
2,914 |
0 |
| Exposures in default |
1,057 |
1,087 |
0 |
| Items associated with particularly high risk |
26 |
28 |
0 |
| Covered bonds |
41 |
40 |
0 |
| Collective investments undertakings (CIU) |
19 |
17 |
0 |
| Equity |
102 |
106 |
0 |
| Standardised Total |
16,511 |
18,743 |
1,301 |
Italy (Country of Counterparty)
| Category |
31/12/2015 (mln EUR) |
30/06/2016 (mln EUR) |
Value Adjustments and Provisions |
| Central governments or central banks |
1,569 |
1,976 |
0 |
| Regional governments or local authorities |
0 |
0 |
0 |
| Public sector entities |
0 |
0 |
0 |
| Multilateral Development Banks |
0 |
0 |
0 |
| International Organisations |
0 |
0 |
0 |
| Institutions |
45 |
3 |
0 |
| Corporates |
0 |
5 |
0 |
| SMEs |
0 |
5 |
0 |
| Retail |
0 |
0 |
0 |
| Secured by mortgages on immovable property |
0 |
0 |
0 |
| Exposures in default |
0 |
0 |
0 |
| Items associated with particularly high risk |
0 |
0 |
0 |
| Covered bonds |
0 |
0 |
0 |
| Standardised Total |
0 |
0 |
0 |
Notes
- Original Exposure: Reported before applying credit conversion factors or credit risk mitigation techniques.
- Value adjustments and provisions: Include provisions and adjustments made for credit risk.
- Securitisation exposures: Not included in total value adjustments and provisions.
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