EBA欧洲银行-ES_K8MS7FD7N5Z2WQ51AZ71_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Banco Bilbao Vizcaya Argentaria, SA
LEI Code: K8MS7FD7N5Z2WQ51AZ71
Country Code: ES

Capital Structure (Transitional Period)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
Own Funds	60,200	62,107	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
Common Equity Tier 1 Capital (CET1)	48,554	47,559	C 0.00 (020,010)	Article 50 of CRR
Capital instruments eligible as CET1	26,377	26,741	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	22,478	20,471	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	-1,904	0	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	0	0	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for General Banking Risk	0	0	C 0.00 (0210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority Interest in CET1 Capital	5,835	6,484	C 0.00 (0230,010)	Article 84 of CRR
Adjustments to CET1 due to Prudential Filters	-331	-480	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible Assets (including Goodwill)	-9,752	-9,464	C 0.00 (0300,010) + 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	-949	-1,035	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
IRB Shortfall of Credit Risk Adjustments	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from ATI Items over ATI Capital	-549	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
Deductions related to Assets with 1.250% Risk Weight	-119	-82	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)	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
Holdings of CET1 Capital Instruments (Non-Significant)	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
Deductible DTAs that rely on future profitability (Temporary Differences)	0	0	C 0.00 (0490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 Capital Instruments (Significant)	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount Exceeding 17.65% Threshold	-278	-409	C 0.00 (0510,010)	Article 48 of CRR
Additional Deductions of CET1 Capital due to Article 3 CRR	0	0	C 0.00 (0524,010)	Article 3 CRR
CET1 Capital Elements or Deductions - Other	0	0	C 0.00 (0529,010)	-
Transitional Adjustments	7,747	5,332	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional Adjustments due to Grandfathered CET1 Instruments	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional Adjustments due to Additional Minority Interests	1,308	735	C 0.00 (0240,010)	Articles 479 and 480 of CRR
Other Transitional Adjustments to CET1 Capital	6,439	4,597	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
Additional Tier 1 Capital	0	2,805	C 0.00 (0530,010)	Article 61 of CRR
Additional Tier 1 Capital Instruments	5,101	6,037	C 0.00 (0540,010) + C 0.00 (0670,010)	-
Excess Deduction from T2 Items over T2 Capital	0	0	C 0.00 (0720,010)	-
Other Additional Tier 1 Capital Components and Deductions	549	0	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)	-
Additional Tier 1 Transitional Adjustments	-5,651	-3,232	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
Tier 1 Capital	48,554	50,364	C 0.00 (015,010)	Article 25 of CRR
Tier 2 Capital	11,646	11,742	C 0.00 (0750,010)	Article 71 of CRR
Tier 2 Capital Instruments	7,623	8,439	C 0.00 (0760,010) + C 0.00 (0890,010)	-
Other Tier 2 Capital Components and Deductions	3,496	3,482	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)	-
Tier 2 Transitional Adjustments	528	-180	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-

Capital Ratios (Transitional Period)

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)	COREP CODE	Regulation
Common Equity Tier 1 Capital Ratio	12.10%	12.04%	C33 (1)	-
Tier 1 Capital Ratio	12.10%	12.75%	C33 (3)	-
Total Capital Ratio	15.00%	15.72%	C33 (5)	-

CET1 Capital Fully Loaded

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
Common Equity Tier 1 Capital (Fully Loaded)	41,356	42,227	[C.A.1-A.C.1-3.1.1+1.1.2+MIN(A2+A.1.13-2.2.2-2.2.4+MIN(A4+2.2.4+2.4.3,0)]	-
Common Equity Tier 1 Capital Ratio (Fully Loaded)	10.32%	10.72%	[D.1]/[B.8-1]	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit Risk	348,002	342,129
Securitisation and Re-securitisations (Banking Book)	1,395	1,466
Contributions to Default Fund of a CCP	511	245
Other Credit Risk	346,096	340,418
Market Risk (Position, FX, Commodities)	16,151	18,230
Securitisation (Trading Book)	102	93
Credit Valuation Adjustment	3,833	2,687
Operational Risk	33,291	32,040
Other Risk Exposure Amounts	0	0
Total Risk Exposure Amount	401,277	395,085

Profit and Loss (P&L)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Interest Income	27,927	13,684
Of which: Debt Securities Income	4,858	2,365
Of which: Loans and Advances Income	21,996	10,874
Interest Expenses	10,653	5,494
Of which: Deposits Expenses	6,983	3,732
Of which: Debt Securities Issued Expenses	2,778	1,210
Dividend Income	412	299
Net Fee and Commission Income	5,260	2,495
Gains or (-) Losses on Derecognition	1,170	667
Gains or (-) Losses on Trading Financial Assets	-387	-16
Gains or (-) Losses on Fair Value Through Profit or Loss	141	14
Gains or (-) Losses from Hedge Accounting	-18	-62
Exchange Differences	1,012	524
Net Other Operating Income/(Expenses)	-990	-476
Total Operating Income, Net	23,875	11,635
Administrative Expenses	11,384	5,549
Depreciation	1,311	673
Provisions or (-) Reversal of Provisions	720	278
Commitments and Guarantees Given	2	20
Other Provisions	718	257
Of which: Pending Legal Issues and Tax Litigation	-12	-
Of which: Restructuring	36	-
Impairment or (-) Reversal of Impairment	4,542	2,111
Of which: Loans and Receivables	4,517	1,977
Of which: Held to Maturity Investments, AFS Assets and Financial Assets Measured at Cost	25	135
Of which: Investments in Subsidiaries, Joint Ventures and Associates and Non-Financial Assets	258	81
Negative Goodwill Recognised in Profit or Loss	26	0
Share of Profit or (-) Loss of Investments	-1,212	481
Profit or (-) Loss from Non-Current Assets and Disposal Groups	740	-77
Profit or (-) Loss Before Tax from Continuing Operations	5,213	3,346
Profit or (-) Loss After Tax from Continuing Operations	3,779	2,453
Profit or (-) Loss After Tax from Discontinued Operations	0	0
Profit or (-) Loss for the Year	3,779	2,453
Of which: Attributable to Owners of the Parent	2,597	1,818

Market Risk Details

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Traded Debt Instruments	2,470	2,466
Of which: General Risk	2,135	2,122
Of which: Specific Risk	335	344
Equities	271	215
Of which: General Risk	88	98
Of which: Specific Risk	110	80
Foreign Exchange Risk	4,003	5,321
Commodities Risk	59	19
Total Risk Exposure Amount	6,804	8,021

Credit Risk - Standardised Approach

Counterparty Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central Governments or Central Banks	139,910	115,988
Regional Governments or Local Authorities	7,050	5,708
Public Sector Entities	5,211	4,185
Multilateral Development Banks	39	58
International Organisations	0	0
Institutions	33,594	43,595
Corporates	155,351	145,878
Of which: SME	15,778	20,958
Retail	76,212	79,582
Of which: SME	6,490	6,371
Secured by Mortgages on Immovable Property	54,979	55,251
Of which: SME	2,191	3,420
Exposures in Default	9,745	9,625
Items Associated with Particularly High Risk	258	1,436
Covered Bonds	846	0
Claims on Institutions and Corporates with ST Credit Assessment	2,364	1,734
Collective Investment Undertakings (CIU)	605	207
Equity	0	0
Securitisation	3,370	4,552
Other Exposures	27,690	26,472
Standardised Total	517,235	494,506

Summary of Key Observations

Capital Trends: The bank's CET1 capital increased from 48,554 EUR to 47,559 EUR, while Tier 1 and Total Capital also increased during the period.
Capital Ratios: CET1 capital ratio decreased slightly from 12.10% to 12.04%, but Tier 1 and Total Capital ratios improved, indicating better capital adequacy.
Risk Exposure: The total risk exposure decreased from 401,277 EUR to 395,085 EUR, with reductions in credit and market risk.
P&L Performance: Net operating income significantly declined from 23,875 EUR to 11,635 EUR, reflecting a drop in interest and fee income.
Market Risk: There was an increase in market risk exposure, particularly in foreign exchange and commodities, suggesting higher volatility in these areas.

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