EBA欧洲银行-ES_959800DQQUAMV0K08004_TR_2016_11页_719kb
报告摘要
2016 EU-wide Transparency Exercise Summary for Caixa S.A.U.
Core Information
- Bank Name: Caixa S.A.U.
- LEI Code: 959800DQQUAMV0K08004
- Country Code: ES (Spain)
Capital Structure (Transitional Period)
| Criteria | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|
| OWN FUNDS | 24,034 | 22,041 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| COMMON EQUITY TIER 1 CAPITAL | 20,362 | 19,252 | C 0.00 (020,010) | Article 50 of CRR |
| Capital instruments eligible as CET1 | 4,143 | 4,142 | 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 | 859 | 573 | 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 | 1,351 | 206 | C 0.00 (018,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| Other Reserves | 12,179 | 12,567 | 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 (010,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| Minority interest given recognition in CET1 | 8,897 | 9,148 | C 0.00 (020,010) | Article 84 of CRR |
| Adjustments to CET1 due to prudential filters | -54 | -146 | C 0.00 (025,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| Intangible assets (including Goodwill) | -6,121 | -6,104 | C 0.00 (030,010) + C 0.00 (030,010) | Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR |
| DTAs that rely on future profitability | -2,746 | -2,580 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| IRB shortfall of credit risk adjustments to expected losses | 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 | -3,702 | -2,511 | C 0.00 (0440,010) | Article 36(1) point (j) of CRR |
| Deductions related to assets with 1.250% risk weight | -144 | -159 | 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 (k) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| Transitional adjustments due to grandfathered CET1 Capital 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 | 474 | 189 | C 0.00 (0240,010) | Articles 479 and 480 of CRR |
| Other transitional adjustments to CET1 Capital | 6,176 | 5,259 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
| Additional Tier 1 Capital | 0 | 0 | C 0.00 (0530,010) | Article 61 of CRR |
| Additional Tier 1 Capital instruments | 0 | 0 | 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 | 3,702 | 2,511 | C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0720,010) + C 0.00 (0740,010) + C 0.00 (0748,010) + C 0.00 (0749,010) + C 0.00 (0750,010) | - |
| Additional Tier 1 transitional adjustments | -3,702 | -2,511 | C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010) | - |
| Tier 1 Capital | 20,362 | 19,252 | C 0.00 (015,010) | Article 25 of CRR |
| Tier 2 Capital | 3,671 | 2,789 | C 0.00 (0750,010) | Article 71 of CRR |
| Tier 2 Capital instruments | 4,473 | 4,255 | C 0.00 (0760,010) + C 0.00 (0890,010) | - |
| Other Tier 2 Capital components and deductions | -1,299 | -1,444 | 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 | 498 | -21 | C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010) | - |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 Capital Ratio: 11.71% (31/12/2015) → 11.02% (30/06/2016)
- Tier 1 Capital Ratio: 11.71% (31/12/2015) → 11.02% (30/06/2016)
- Total Capital Ratio: 13.82% (31/12/2015) → 12.62% (30/06/2016)
Fully Loaded CET1 Capital
- CET1 Capital (Fully loaded): 17,414 (31/12/2015) → 16,315 (30/06/2016)
- CET1 Capital Ratio (Fully loaded): 9.65% (31/12/2015) → 9.25% (30/06/2016)
Risk Exposure Amounts
| Risk Exposure Type | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|
| Credit risk | 151,288 | 152,524 |
| Securitisation and re-securitisations in the banking book | 63 | 185 |
| Contributions to the default fund of a CCP | 0 | 0 |
| Other credit risk | 151,225 | 152,339 |
| Market risk (foreign exchange and commodities) | 4,629 | 3,976 |
| Total Risk Exposure Amount | 173,934 | 174,679 |
Profit and Loss (P&L)
| P&L Item | As of 31/12/2015 (mln EUR) | As of 30/06/2016 (mln EUR) |
|---|---|---|
| Interest income | 6,072 | 2,552 |
| Debt securities income | 910 | 260 |
| Loans and advances income | 5,069 | 2,263 |
| Interest expenses | 2,272 | 793 |
| Deposits expenses | 1,641 | 521 |
| Debt securities issued expenses | 1,410 | 542 |
| Dividend income | 226 | 133 |
| Net Fee and commission income | 2,089 | 1,059 |
| Gains or losses on derecognition of financial assets and liabilities | 993 | 405 |
| Gains or losses on financial assets and liabilities held for trading | 56 | -180 |
| Gains or losses on financial assets and liabilities designated at fair value through profit or loss | 0 | 0 |
| Gains or losses from hedge accounting | 227 | 15 |
| Exchange differences | 124 | 117 |
| Net other operating income/(expenses) | -364 | -176 |
| Total Operating Income, Net | 7,150 | 3,131 |
| Profit or loss before tax from continuing operations | 1,327 | 979 |
| Profit or loss after tax from continuing operations | 1,626 | 890 |
| Profit or loss for the year | 1,626 | 890 |
| Of which attributable to owners of the parent | 1,179 | 573 |
Market Risk
- Total Risk Exposure Amount: 2,212 (31/12/2015) → 2,014 (30/06/2016)
- VaR (Memorandum item): 19 (31/12/2015) → 7 (30/06/2016)
- Stressed VaR (Memorandum item): 54 (31/12/2015) → 20 (30/06/2016)
- Incremental Default and Migration Risk Capital Charge: 58 (31/12/2015) → 50 (30/06/2016)
- All Price Risks Capital Charge for CTP: 0 (31/12/2015) → 0 (30/06/2016)
Credit Risk - Standardised Approach
- Standardised Total Risk Exposure Amount: 114,445 (31/12/2015) → 91,171 (30/06/2016)
- Risk exposure amount: 39,388 (31/12/2015) → 40,253 (30/06/2016)
- Value adjustments and provisions: 2,104 (31/12/2015) → 1,666 (30/06/2016)
Credit Risk - IRB Approach
- IRB Total Risk Exposure Amount: 111,901 (31/12/2015) → 112,271 (30/06/2016)
- Risk exposure amount: 111,901 (31/12/2015) → 112,271 (30/06/2016)
- Value adjustments and provisions: 111,901 (31/12/2015) → 112,271 (30/06/2016)
Sovereign Exposure
| As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|
| Total - All Countries | 35,876.8 |
Breakdown by Accounting Portfolio (As of 31/12/2015)
| Portfolio | Held for Trading | Of which: Loans and Advances | Of which: Debt Securities |
|---|---|---|---|
| Financial assets: Carrying Amount | 14,704.5 | 21,172.3 | 3,051.8 |
| Designated at fair value through profit or loss | 0.0 | 3,051.8 | 0.0 |
| Available-for-sale | 0.0 | 0.0 | 0.0 |
| Loans and Receivables | 16,076.8 | 0.0 | 16,076.8 |
| Held-to-maturity investments | 14,704.5 | 14,704.5 | 0.0 |
Breakdown by Accounting Portfolio (As of 30/06/2016)
| Portfolio | Held for Trading | Of which: Loans and Advances | Of which: Debt Securities |
|---|---|---|---|
| Financial assets: Carrying Amount | 14,570.0 | 21,008.1 | 4,043.7 |
| Designated at fair value through profit or loss | 0.0 | 4,043.7 | 0.0 |
| Available-for-sale | 0.0 | 0.0 | 0.0 |
| Loans and Receivables | 14,201.1 | 0.0 | 14,201.1 |
| Held-to-maturity investments | 14,570.0 | 14,570.0 | 0.0 |
Notes
- The data covers all exposures to "General Governments" as defined in the regulatory framework.
- The "Original Exposure" is reported before credit conversion factors or credit risk mitigation techniques are applied.
- The "Held for Trading" portfolio includes trading financial assets.
- The "Designated at fair value through profit or loss" portfolio includes non-trading non-derivative financial assets measured at fair value through profit or loss.
- The "Available-for-sale" portfolio includes non-trading non-derivative financial assets measured at fair value to equity.
- The "Loans and Receivables" portfolio includes non-trading debt instruments measured at a cost-based method and other non-trading non-derivative financial assets.
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