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2016 EU-wide Transparency Exercise Summary

Core Content Overview

The document provides a detailed overview of the 2016 EU-wide Transparency Exercise for Skandinaviska Enskilda Banken - group, focusing on capital structure, risk exposure amounts, and profit and loss (P&L) data. It includes information on own funds, capital ratios, risk exposure across different categories, and market and credit risk under the Standardised Approach. The data is presented for two reporting dates: As of 31/12/2015 and As of 30/06/2016.

Key Financial Indicators

Own Funds (Transitional Period)

• Total Own Funds:

  • 31/12/2015: 14,776 million EUR
  • 30/06/2016: 14,668 million EUR

• Common Equity Tier 1 (CET1) Capital:

  • 31/12/2015: 11,702 million EUR
  • 30/06/2016: 11,680 million EUR

• Additional Tier 1 (AT1) Capital:

  • 31/12/2015: 1,508 million EUR
  • 30/06/2016: 1,492 million EUR

• Tier 1 Capital:

  • 31/12/2015: 13,210 million EUR
  • 30/06/2016: 13,172 million EUR

• Tier 2 Capital:

  • 31/12/2015: 1,566 million EUR
  • 30/06/2016: 1,497 million EUR

• Capital Ratios (Transitional Period):

  • CET1 Ratio: 18.84% (31/12/2015), 18.73% (30/06/2016)
  • Tier 1 Ratio: 21.27% (31/12/2015), 21.13% (30/06/2016)
  • Total Capital Ratio: 23.79% (31/12/2015), 23.53% (30/06/2016)

• Fully Loaded CET1 Capital Ratio:

  • 18.84% (31/12/2015), 18.73% (30/06/2016)

Risk Exposure Amounts

• Total Risk Exposure Amount:
  • 31/12/2015: 62,119 million EUR
  • 30/06/2016: 62,349 million EUR

Breakdown of Risk Exposure Amounts

Profit and Loss (P&L)

• Total Operating Income, Net:

  • 31/12/2015: 4,425 million EUR
  • 30/06/2016: 2,144 million EUR

• Profit or Loss Before Tax from Continuing Operations:

  • 31/12/2015: 2,130 million EUR
  • 30/06/2016: 317 million EUR

• Profit or Loss After Tax from Continuing Operations:

  • 31/12/2015: 1,680 million EUR
  • 30/06/2016: 1,680 million EUR

• Profit or Loss from Discontinued Operations:

  • 31/12/2015: 0 million EUR
  • 30/06/2016: 0 million EUR

• Detailed P&L Components:

  • Interest Income: 4,197 mEUR (31/12/2015), 1,961 mEUR (30/06/2016)
  • Interest Expenses: 2,129 mEUR (31/12/2015), 973 mEUR (30/06/2016)
  • Net Fee and Commission Income: 1,703 mEUR (31/12/2015), 731 mEUR (30/06/2016)
  • Gains or Losses on Derecognition: 62 mEUR (31/12/2015), 54 mEUR (30/06/2016)
  • Gains or Losses on Trading Financial Assets: 429 mEUR (31/12/2015), 181 mEUR (30/06/2016)
  • Gains or Losses on FVTPL Financial Assets: 19 mEUR (31/12/2015), 59 mEUR (30/06/2016)
  • Gains or Losses from Hedge Accounting: -23 mEUR (31/12/2015), -31 mEUR (30/06/2016)
  • Net Other Operating Income/(Expenses): 40 mEUR (31/12/2015), 8 mEUR (30/06/2016)

Market Risk

• Market Risk Exposure:
  • Traded Debt Instruments: 1,058 mEUR (31/12/2015), 1,012 mEUR (30/06/2016)
  • Equities: 205 mEUR (31/12/2015), 176 mEUR (30/06/2016)
  • Foreign Exchange Risk: 520 mEUR (31/12/2015), 485 mEUR (30/06/2016)
  • Commodities Risk: 0 mEUR (31/12/2015), 0 mEUR (30/06/2016)
  • Total Market Risk Exposure: 1,783 mEUR (31/12/2015), 1,673 mEUR (30/06/2016)

Credit Risk - Standardised Approach

General Summary

• Standardised Total Credit Risk Exposure:
  • 31/12/2015: 40,951 mEUR
  • 30/06/2016: 41,231 mEUR

Detailed Breakdown by Country

Sweden

• Central Governments or Central Banks: 3,548 mEUR (31/12/2015), 3,820 mEUR (30/06/2016)
• Regional Governments or Local Authorities: 1,875 mEUR (31/12/2015), 1,924 mEUR (30/06/2016)
• Corporates: 1,056 mEUR (31/12/2015), 1,048 mEUR (30/06/2016)
• Retail: 2,031 mEUR (31/12/2015), 2,007 mEUR (30/06/2016)
• Secured by Mortgages on Immovable Property: 438 mEUR (31/12/2015), 453 mEUR (30/06/2016)
• Exposures in Default: 25 mEUR (31/12/2015), 22 mEUR (30/06/2016)
• Items with Particularly High Risk: 110 mEUR (31/12/2015), 84 mEUR (30/06/2016)
• Other Exposures: 683 mEUR (31/12/2015), 661 mEUR (30/06/2016)
• Standardised Total: 40,951 mEUR (31/12/2015), 41,231 mEUR (30/06/2016)

Germany

• Central Governments or Central Banks: 3,016 mEUR (31/12/2015), 8,211 mEUR (30/06/2016)
• Regional Governments or Local Authorities: 7,132 mEUR (31/12/2015), 5,368 mEUR (30/06/2016)
• Corporates: 1,187 mEUR (31/12/2015), 569 mEUR (30/06/2016)
• Retail: 14 mEUR (31/12/2015), 14 mEUR (30/06/2016)
• Secured by Mortgages on Immovable Property: 14 mEUR (31/12/2015), 10 mEUR (30/06/2016)
• Exposures in Default: 0 mEUR (31/12/2015), 1 mEUR (30/06/2016)
• Other Exposures: 90 mEUR (31/12/2015), 48 mEUR (30/06/2016)
• Standardised Total: 1 mEUR (31/12/2015), 1 mEUR (30/06/2016)

Norway

• Central Governments or Central Banks: 801 mEUR (31/12/2015), 534 mEUR (30/06/2016)
• Regional Governments or Local Authorities: 1 mEUR (31/12/2015), 4 mEUR (30/06/2016)
• Corporates: 112 mEUR (31/12/2015), 259 mEUR (30/06/2016)
• Retail: 93 mEUR (31/12/2015), 131 mEUR (30/06/2016)
• Secured by Mortgages on Immovable Property: 507 mEUR (31/12/2015), 333 mEUR (30/06/2016)
• Exposures in Default: 7 mEUR (31/12/2015), 0 mEUR (30/06/2016)
• Other Exposures: 90 mEUR (31/12/2015), 48 mEUR (30/06/2016)
• Standardised Total: 1 mEUR (31/12/2015), 1 mEUR (30/06/2016)

Notes and References

• The Original Exposure is reported before considering credit conversion factors or risk mitigation techniques.
• Value adjustments and provisions are included in the calculation of risk exposure amounts.
• The CET1 Capital includes deductions for intangible assets, DTAs, IRB shortfall, and other adjustments.
• Capital ratios are calculated using the COREP CODE formulae.
• The Standardised Approach is used for calculating credit risk exposure.