EBA欧洲银行-HU_529900W3MOO00A18X956_TR_2018_20页_2mb

报告摘要

OTP Bank Nyrt. 2018 EU-wide Transparency Exercise Summary

Core Information

Bank Name: OTP Bank Nyrt.
LEI Code: 529900W3MOO00A18X956
Country Code: HU (Hungary)

Capital Structure

Own Funds (Transitional Period)

Item	Description	31/12/2017 (EUR)	30/06/2018 (EUR)	COREP Code	Regulation
A	Own Funds	4,717	4,551	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions)	4,183	4,024	C:0.00 (020;010)	Article 50 of CRR
A.1.1	CET1 Capital instruments	-98	-82	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	5,233	4,703	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	-371	-262	C:0.00 (180;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	62	113	C:0.00 (000;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	3	3	C:0.00 (230;010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	-8	-8	C:0.00 (250;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including goodwill)	-566	-539	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	TFA not based on future profitability	-73	-50	C:0.00 (370;010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall	0	0	C:0.00 (380;010)	Articles 36(1) point (b), 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 (a) 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 AT1 items	0	0	C:0.00 (440;010)	Article 36(1) point (g) of CRR
A.1.14	Deductions related to 1.250% risk weight	0	0	C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), and C:0.00 (471;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(3) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b); 49(3) to (3) and 75(4) of CRR
A.1.15	Holdings of CET1 instruments with insignificant investment	0	0	C:0.00 (460;010)	Articles 36(1) point (b), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	Deductible DTAs relying on future profitability	0	0	C:0.00 (490;010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 instruments with significant investment	0	0	C:0.00 (500;010)	Articles 4(27); 36(1) point (b); 43, 45, 47; 48(1) point (b); 49(3) to (3) and 79 of CRR
A.1.18	Amount exceeding 17.65% threshold	0	0	C:0.00 (510;010)	Article 48 of CRR
A.1.19	Additional deductions due to Article 3 CRR	0	0	C:0.00 (524;010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C:0.00 (529;010)	-
A.1.21	Transitional adjustments	0	145	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments for grandfathered CET1 instruments	0	0	C:0.00 (226;010)	Articles 48(1) point (a), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments for additional minority interests	0	0	C:0.00 (246;010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments	0	145	C:0.00 (528;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.2.1	Additional Tier 1 Capital instruments	0	0	C:0.00 (540;010) + C:0.00 (567;010)	-
A.2.2	Excess deduction from T2 items	0	0	C:0.00 (720;010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	C:0.00 (698;010) + C:0.00 (790;010), + C:0.00 (710;010), + C:0.00 (740;010), + C:0.00 (744;010), + C:0.00 (748;010)	-
A.2.4	Additional Tier 1 transitional adjustments	0	0	C:0.00 (660;010) + C:0.00 (680;010)	-
A.3	Tier 1 Capital	4,183	4,024	C:0.00 (615;010)	Article 25 of CRR
A.4	Tier 2 Capital	534	527	C:0.00 (750;010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	534	527	C:0.00 (760;010) + C:0.00 (690;010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	C:0.00 (910;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (970;010), + C:0.00 (974;010), + C:0.00 (978;010)	-
A.4.3	Tier 2 transitional adjustments	0	0	C:0.00 (680;010) + C:0.00 (690;010), + C:0.00 (696;010)	-

Capital Ratios (Transitional Period)

Item	Description	31/12/2017 (%)	30/06/2018 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	15.21%	14.58%	GA3 (1)	-
C.2	Tier 1 Capital Ratio	15.21%	14.58%	GA3 (3)	-
C.3	Total Capital Ratio	17.15%	16.49%	GA3 (5)	-

CET1 Capital Fully Loaded

Item	Description	31/12/2017 (EUR)	30/06/2018 (EUR)	COREP Code	Regulation
D	CET1 Capital (fully loaded)	4,183	3,879	[C:A-1.A-1.B-1.C-1.A-1.I-1.M-1.N-1.M-2.A-2.A-2.4-M-1M-4.A-4.2.2-A-4.3.4]	-
E	CET1 Capital Ratio (fully loaded)	15.21%	14.13%	[D:A-1/F-8.1]	-

Leverage Ratio

Item	Description	31/12/2017 (EUR)	30/06/2018 (EUR)	COREP Code	Regulation
A.1	Tier 1 capital - transitional definition	4,183	4,024	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 capital - fully phased-in definition	4,183	4,024	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - transitional definition	45,101	45,957	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - fully phased-in definition	45,101	45,957	C 47.00 (r290,c010)	-
C.1	Leverage ratio - transitional definition	9.3%	8.8%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - fully phased-in definition	9.3%	8.8%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	31/12/2017 (EUR)
Risk exposure amount for credit risk	22,326	23,191
Risk exposure amount for position, foreign exchange and commodities (Market risk)	1,651	1,176
Risk exposure amount for operational risk	3,486	3,196
Total Risk Exposure Amount	27,498	27,594

Profit and Loss (P&L)

Item	Description	31/12/2017 (EUR)
Interest income	2,117	1,083
Of which debt securities income	292	140
Of which loans and advances income	1,668	823
Interest expenses	340	195
Of which deposits expenses	178	86
Of which debt securities issued expenses	25	13
Dividend income	13	16
Net Fee and commission income	846	409
Gains or (-) losses on derecognition	-116	58
Gains or (-) losses on financial assets held for trading	29	14
Gains or (-) losses on financial assets at fair value through profit or loss	0	0
Gains or (-) losses from hedge accounting	-7	-9
Exchange differences	57	39
Net other operating income/(expenses)	13	32
Total Operating Income, Net	2,613	1,447
Administrative expenses	1,432	745
Depreciation	178	86
Modification gains or (-) losses	n.a.	4
(Provisions or (-) reversal of provisions)	51	-3
(Commitments and guarantees given)	-4	11
(Other provisions)	56	-15
Profit or (-) Loss Before Tax from Continuing Operations	1,044	535
Profit or (-) Loss After Tax from Continuing Operations	911	474
Profit or (-) Loss for the Year	911	474
Of which attributable to owners of the parent	910	473

Market Risk

Item	Description	31/12/2017 (EUR)
Traded Debt Instruments	404	211
Of which: General risk	294	117
Of which: Specific risk	110	94
Foreign exchange risk	1,223	943
Commodities risk	22	21
Total Risk Exposure Amount	1,651	1,176

Credit Risk - Standardised Approach (Hungary)

Item	Description	31/12/2017 (EUR)
Central governments or central banks	14,437	13,475
Regional governments or local authorities	295	408
Public sector entities	664	637
Institutions	1,718	2,249
Corporates	9,696	10,485
Of which: SME	2,304	2,492
Retail	9,102	9,602
Of which: SME	849	691
Secured by mortgages on immovable property	10,413	10,320
Of which: SME	2,018	2,082
Exposures in default	2,746	2,908
Items associated with particularly high risk	188	160
Covered bonds	273	217
Collective investments undertakings (CIU)	71	64
Equity	184	167
Other exposures	2,214	2,104
Standardised Total	22,326	23,191

Credit Risk - Standardised Approach (Croatia)

Item	Description	31/12/2017 (EUR)
Central governments or central banks	1,621	1,860
Regional governments or local authorities	71	108
Public sector entities	387	248
Institutions	12	37
Corporates	1,143	1,412
Of which: SME	369	303
Retail	1,395	1,362
Of which: SME	72	101
Secured by mortgages on immovable property	1,265	1,223
Of which: SME	422	252
Exposures in default	353	466
Items associated with particularly high risk	43	37
Covered bonds	0	0
Collective investments undertakings (CIU)	0	0
Equity	7	7
Other exposures	279	310
Standardised Total	23,956	24,510

Key Notes

Original Exposure is reported before credit conversion factors and credit risk mitigation techniques.
Value adjustments and provisions are included in the calculation of risk exposure amounts.
The Total Risk Exposure Amount for the year is EUR 27,498 as of 31/12/2017 and EUR 27,594 as of 30/06/2018.
The CET1 capital ratio decreased from 15.21% to 14.13% under the fully loaded calculation.
The leverage ratio also decreased from 9.3% to 8.8% for both transitional and fully phased-in definitions.

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