EBA欧洲银行-ES_635400XT3V7WHLSFYY25_TR_2017_12页_733kb

报告摘要

2017 EU-wide Transparency Exercise Summary - Liberbank

Core Information

Bank Name: Liberbank
LEI Code: 635400XT3V7WHLSFYY25
Country Code: ES (Spain)
Reporting Period: 31/12/2016 and 30/06/2017

Own Funds - Transitional Period

A. Own Funds

As of 31/12/2016: 2,279 mln EUR
As of 30/06/2017: 2,584 mln EUR
COREP Code: C:0.00 (010,c010)
Regulation: Articles 4(118) and 72 of CRR

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

As of 31/12/2016: 2,253 mln EUR
As of 30/06/2017: 2,249 mln EUR
COREP Code: C:0.00 (020,c010)
Regulation: Article 50 of CRR

A.1.1 - Capital Instruments Eligible as CET1

As of 31/12/2016: 2,135 mln EUR
As of 30/06/2017: 2,159 mln EUR
COREP Code: C:0.00 (030,c010)
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 31/12/2016: 302 mln EUR
As of 30/06/2017: 365 mln EUR
COREP Code: C:0.00 (r130,c010)
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 31/12/2016: 97 mln EUR
As of 30/06/2017: 57 mln EUR
COREP Code: C:0.00 (r180,c010)
Regulation: Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR

A.1.4 - Other Reserves

As of 31/12/2016: -36 mln EUR
As of 30/06/2017: -36 mln EUR
COREP Code: C:0.00 (200,c010)
Regulation: Articles 4(117) and 26(1) point (e) of CRR

A.1.5 - Funds for General Banking Risk

As of 31/12/2016: 0 mln EUR
As of 30/06/2017: 0 mln EUR
COREP Code: C:0.00 (210,c010)
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 31/12/2016: 0 mln EUR
As of 30/06/2017: 0 mln EUR
COREP Code: C:0.00 (r230,c010)
Regulation: Article 84 of CRR

A.1.7 - Adjustments to CET1 due to Prudential Filters

As of 31/12/2016: -8 mln EUR
As of 30/06/2017: -7 mln EUR
COREP Code: C:0.00 (r250,c010)
Regulation: Articles 32 to 35 of and 36(1) point (f) of CRR

A.1.8 - Intangible Assets (including Goodwill)

As of 31/12/2016: -153 mln EUR
As of 30/06/2017: -156 mln EUR
COREP Code: C:0.00 (r300,c010) + C:0.00 (r340,c010)
Regulation: 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 - Deductible DTAs Relating to Future Profitability

As of 31/12/2016: -389 mln EUR
As of 30/06/2017: -401 mln EUR
COREP Code: C:0.00 (r370,c010)
Regulation: Articles 36(1) point (c) and 38 of CRR

A.1.10 - IRB Shortfall of Credit Risk Adjustments

As of 31/12/2016: 0 mln EUR
As of 30/06/2017: 0 mln EUR
COREP Code: C:0.00 (r380,c010)
Regulation: Articles 36(1) point (d), 40 and 159 of CRR

A.1.11 - Defined Benefit Pension Fund Assets

As of 31/12/2016: -9 mln EUR
As of 30/06/2017: -9 mln EUR
COREP Code: C:0.00 (r390,c010)
Regulation: Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.12 - Reciprocal Cross Holdings in CET1 Capital

As of 31/12/2016: 0 mln EUR
As of 30/06/2017: 0 mln EUR
COREP Code: C:0.00 (r430,c010)
Regulation: Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.13 - Excess Deduction from AT1 Items over AT1 Capital

As of 31/12/2016: 0 mln EUR
As of 30/06/2017: 0 mln EUR
COREP Code: C:0.00 (r440,c010)
Regulation: Article 36(1) point (f) of CRR

A.1.21 - Transitional Adjustments

As of 31/12/2016: 369 mln EUR
As of 30/06/2017: 313 mln EUR
COREP Code: C:A1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)
Regulation: Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 Capital

As of 31/12/2016: 26 mln EUR
As of 30/06/2017: 65 mln EUR
COREP Code: C:0.00 (r530,c010)
Regulation: Article 61 of CRR

A.2.1 - Additional Tier 1 Capital Instruments

As of 31/12/2016: 120 mln EUR
As of 30/06/2017: 96 mln EUR
COREP Code: C:0.00 (r540,c010) + C:0.00 (r670,c010)

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

As of 31/12/2016: -32 mln EUR
As of 30/06/2017: 0 mln EUR
COREP Code: C:0.00 (r720,c010)

A.2.4 - Additional Tier 1 Transitional Adjustments

As of 31/12/2016: -62 mln EUR
As of 30/06/2017: -31 mln EUR
COREP Code: C:0.00 (r660,c010) + C:0.00 (r680,c010) + C:0.00 (r730,c010)

Tier 1 Capital

As of 31/12/2016: 2,279 mln EUR
As of 30/06/2017: 2,314 mln EUR
COREP Code: C:0.00 (r615,c010)
Regulation: Article 25 of CRR

Tier 2 Capital

As of 31/12/2016: 0 mln EUR
As of 30/06/2017: 270 mln EUR
COREP Code: C:0.00 (r750,c010)
Regulation: Article 71 of CRR

A.4.1 - Tier 2 Capital Instruments

As of 31/12/2016: 0 mln EUR
As of 30/06/2017: 300 mln EUR
COREP Code: C:0.00 (r760,c010) + C:0.00 (r890,c010)

A.4.3 - Tier 2 Transitional Adjustments

As of 31/12/2016: -1 mln EUR
As of 30/06/2017: 0 mln EUR
COREP Code: C:0.00 (r880,c010) + C:0.00 (r900,c010) + C:0.00 (r960,c010)

Capital Ratios - Transitional Period

C.1 - CET1 Capital Ratio: 12.14% (31/12/2016), 12.37% (30/06/2017)
C.2 - Tier 1 Capital Ratio: 12.29% (31/12/2016), 12.73% (30/06/2017)
C.3 - Total Capital Ratio: 12.29% (31/12/2016), 14.21% (30/06/2017)

CET1 Capital Fully Loaded

As of 31/12/2016: 1,884 mln EUR
As of 30/06/2017: 1,936 mln EUR
COREP Code: [A.1-A.1.13-A.1.21-MIN(A2+A.1.13-A.2.3-A.2.4-MIN(A4+A.2.2-A.4.3,0)] (j)
E - CET1 Capital Ratio (Fully Loaded): 10.20% (31/12/2016), 10.67% (30/06/2017)
Formula: [D:1]/[B-1]

Leverage Ratio

A.1 - Tier 1 Capital (Transitional Definition): 2,279 mln EUR (31/12/2016), 2,314 mln EUR (30/06/2017)
A.2 - Tier 1 Capital (Fully Phased-in Definition): 1,973 mln EUR (31/12/2016), 2,032 mln EUR (30/06/2017)
C.1 - Leverage Ratio (Transitional Definition): 6.0% (31/12/2016), 6.0% (30/06/2017)
C.2 - Leverage Ratio (Fully Phased-in Definition): 5.3% (31/12/2016), 5.3% (30/06/2017)
Regulation: Article 429 of CRR; Delegated Regulation (EU) 2015/62

Risk Exposure Amounts

Total Risk Exposure Amount (As of 31/12/2016): 18,548 mln EUR
Total Risk Exposure Amount (As of 30/06/2017): 18,184 mln EUR

Breakdown:

Credit Risk: 17,274 mln EUR (31/12/2016), 16,910 mln EUR (30/06/2017)
Securitisation and Re-securitisations (Banking Book): 31 mln EUR
Securitisation and Re-securitisations (Trading Book): 0 mln EUR
Credit Valuation Adjustment: 120 mln EUR (31/12/2016), 121 mln EUR (30/06/2017)
Operational Risk: 1,153 mln EUR (31/12/2016), 1,153 mln EUR (30/06/2017)

Profit and Loss (P&L)

Total Operating Income, Net: 913 mln EUR (31/12/2016), 327 mln EUR (30/06/2017)
Interest Income: 605 mln EUR (31/12/2016), 254 mln EUR (30/06/2017)
Interest Expenses: 150 mln EUR (31/12/2016), 52 mln EUR (30/06/2017)
Net Fee and Commission Income: 182 mln EUR (31/12/2016), 89 mln EUR (30/06/2017)
Gains or (-) Losses on Derecognition: 347 mln EUR (31/12/2016), 57 mln EUR (30/06/2017)
Administrative Expenses: 386 mln EUR (31/12/2016), 192 mln EUR (30/06/2017)
Depreciation: 36 mln EUR (31/12/2016), 21 mln EUR (30/06/2017)
Provisions or (-) Reversal of Provisions: 133 mln EUR (31/12/2016), -25 mln EUR (30/06/2017)
Profit or (-) Loss Before Tax from Continuing Operations: 151 mln EUR (31/12/2016), 74 mln EUR (30/06/2017)
Profit or (-) Loss After Tax from Continuing Operations: 102 mln EUR (31/12/2016), 60 mln EUR (30/06/2017)

Market Risk

Total Risk Exposure Amount: 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)
VaR (Memorandum Item): 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)
Stressed VaR (Memorandum Item): 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)
Incremental Default and Migration Risk Capital Charge: 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)
All Price Risks Capital Charge for CTP: 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)

Credit Risk - Standardised Approach

Total Risk Exposure Amount: 17,274 mln EUR (31/12/2016), 16,910 mln EUR (30/06/2017)
Standardised Total: 43,746 mln EUR (31/12/2016), 37,838 mln EUR (30/06/2017)

Credit Risk - IRB Approach

IRB Total: 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)

Sovereign Exposure

Total (As of 31/12/2016): 8,322.8 mln EUR
Total (As of 30/06/2017): 8,819.0 mln EUR

Breakdown:

Carrying Amount (As of 31/12/2016): 8,322.8 mln EUR
Carrying Amount (As of 30/06/2017): 8,819.0 mln EUR

Performing and Non-Performing Exposures

As of 31/12/2016: Data not fully provided in the table.
As of 30/06/2017: Data not fully provided in the table.

Summary of Key Information

CET1 Capital (Transitional) increased from 2,253 mln EUR to 2,249 mln EUR.
Tier 1 Capital (Transitional) increased from 2,279 mln EUR to 2,314 mln EUR.
Tier 2 Capital increased from 0 mln EUR to 270 mln EUR.
Total Risk Exposure Amount decreased from 18,548 mln EUR to 18,184 mln EUR.
Leverage Ratio remained stable at 6.0% (transitional) and 5.3% (fully phased-in).
Profit and Loss declined from 913 mln EUR to 327 mln EUR.
Sovereign Exposure increased from 8,322.8 mln EUR to 8,819.0 mln EUR.
Market Risk remained at 0 mln EUR for both periods.
Credit Risk (Standardised) decreased from 43,746 mln EUR to 37,838 mln EUR.
IRB Approach showed no exposure in both periods.