EBA欧洲银行-ES_549300OLBL49CW8CT155_TR_2018_18页_1mb

Ibercaja Banco, S.A. - 2018 EU-wide Transparency Exercise Summary

Core Information

• Bank Name: Ibercaja Banco, S.A.
• LEI Code: 549300OLBL49CW8CT155
• Country Code: ES (Spain)

Own Funds and Capital Ratios (Transitional Period)

Own Funds

• Total Own Funds: Increased from 3,102 mln EUR (31/12/2017) to 3,422 mln EUR (30/06/2018)
• CET1 Capital:
  • Net of deductions: Decreased from 2,610 mln EUR to 2,572 mln EUR
  • Fully loaded: Decreased from 2,445 mln EUR to 2,297 mln EUR
• Tier 1 Capital: Increased from 2,610 mln EUR to 2,922 mln EUR
• Tier 2 Capital: Increased slightly from 492 mln EUR to 500 mln EUR

Capital Ratios

• Common Equity Tier 1 (CET1) Ratio (Transitional):
  • 11.72% (31/12/2017)
  • 11.61% (30/06/2018)
• Tier 1 Ratio (Transitional):
  • 11.72% (31/12/2017)
  • 13.19% (30/06/2018)
• Total Capital Ratio (Transitional):
  • 13.93% (31/12/2017)
  • 15.44% (30/06/2018)

Capital Elements and Deductions

• CET1 Capital Instruments Eligible: 2,144 mln EUR (unchanged)
• Retained Earnings: Decreased from 690 mln EUR to 623 mln EUR
• Accumulated Other Comprehensive Income: Decreased from 162 mln EUR to 112 mln EUR
• Other Reserves: Decreased from 3 mln EUR to -20 mln EUR
• Transitional Adjustments to CET1: Increased from 208 mln EUR to 275 mln EUR

Additional Tier 1 (AT1) Capital

• AT1 Capital Instruments: 350 mln EUR (30/06/2018)
• Other AT1 Components and Deductions: 43 mln EUR (30/06/2018)
• Transitional Adjustments to AT1: -43 mln EUR (30/06/2018)

Leverage Ratio

• Tier 1 Capital (Transitional Definition):
  • 2,610 mln EUR (31/12/2017)
  • 2,922 mln EUR (30/06/2018)
• Total Leverage Ratio Exposures (Transitional Definition):
  • 48,240 mln EUR (31/12/2017)
  • 47,498 mln EUR (30/06/2018)
• Leverage Ratios:
  • 5.4% (31/12/2017)
  • 6.2% (30/06/2018)
• Fully Phased-in Tier 1 Capital:
  • 2,445 mln EUR (31/12/2017)
  • 2,647 mln EUR (30/06/2018)
• Fully Phased-in Leverage Ratio:
  • 5.1% (31/12/2017)
  • 5.6% (30/06/2018)

Risk Exposure Amounts

• Total Risk Exposure Amount: Decreased from 22,266 mln EUR to 22,156 mln EUR
• Credit Risk Exposure:
  • 20,795 mln EUR (31/12/2017)
  • 20,709 mln EUR (30/06/2018)
• Securitisation and Re-securitisation (Banking Book):
  • 29 mln EUR (31/12/2017)
  • 25 mln EUR (30/06/2018)
• Operational Risk Exposure: 1,417 mln EUR (unchanged)

Profit and Loss (P&L)

• Total Operating Income, Net:
  • 997 mln EUR (31/12/2017)
  • 452 mln EUR (30/06/2018)
• Interest Income:
  • 554 mln EUR (31/12/2017)
  • 263 mln EUR (30/06/2018)
• Interest Expenses:
  • 117 mln EUR (31/12/2017)
  • 47 mln EUR (30/06/2018)
• Net Fee and Commission Income:
  • 387 mln EUR (31/12/2017)
  • 198 mln EUR (30/06/2018)
• Gains or (-) Losses on Derecognition:
  • 88 mln EUR (31/12/2017)
  • 35 mln EUR (30/06/2018)
• Profit or (-) Loss Before Tax: 183 mln EUR (31/12/2017), 64 mln EUR (30/06/2018)
• Profit or (-) Loss After Tax: 138 mln EUR (31/12/2017), 39 mln EUR (30/06/2018)

Market Risk

• Market Risk Exposure Amount: 0 mln EUR (both periods)
• VaR and Stressed VaR: 0 mln EUR (both periods)
• Incremental Default and Migration Risk Capital Charge: 0 mln EUR (both periods)
• All Price Risks Capital Charge for CTP: 0 mln EUR (both periods)

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount: 20,795 mln EUR (31/12/2017), 20,709 mln EUR (30/06/2018)
• Value Adjustments and Provisions: 1,745 mln EUR (31/12/2017), 1,702 mln EUR (30/06/2018)
• Breakdown by Exposure Type:
  • Central Governments or Central Banks: 1,022 mln EUR (31/12/2017), 1,118 mln EUR (30/06/2018)
  • Public Sector Entities: 82 mln EUR (31/12/2017), 43 mln EUR (30/06/2018)
  • Secured by Mortgages on Immovable Property: 6,677 mln EUR (31/12/2017), 6,627 mln EUR (30/06/2018)
  • Exposures in Default: 1,699 mln EUR (31/12/2017), 1,590 mln EUR (30/06/2018)
  • Equity: 1,175 mln EUR (31/12/2017), 1,246 mln EUR (30/06/2018)
  • Securitisation: 29 mln EUR (31/12/2017), 25 mln EUR (30/06/2018)
  • Other Exposures: 1,777 mln EUR (31/12/2017), 1,758 mln EUR (30/06/2018)

Credit Risk - IRB Approach

• IRB Total Risk Exposure Amount: 0 mln EUR (both periods)
• Risk Weighted Exposure Amount: 0 mln EUR (both periods)
• Value Adjustments and Provisions: 0 mln EUR (both periods)

Sovereign Exposure

• Total Sovereign Exposure: 4,455.8 mln EUR (31/12/2017)
• Breakdown by Accounting Portfolio:
  • Held for Trading: 335.4 mln EUR
  • Designated at Fair Value through Profit or Loss: 4,120.4 mln EUR
  • Available-for-sale: 4,120.1 mln EUR
  • Loans and Receivables: 0.3 mln EUR
  • Held-to-maturity Investments: 0.0 mln EUR
  • Other Non-credit Obligation Assets: 0.0 mln EUR

Notes

• The information is sourced from FINREP templates F 04.
• The total risk exposure amount may include hedges, which are not securitisation positions.
• The fully loaded CET1 capital ratio is based on a specific formula and may differ from those published by partitioning banks.
• The "zero" in the "Increases or (-) decreases of the fund for general banking risks, net" is to be read as "n.a." for IFRS compliance banks.