EBA欧洲银行-DE_52990082YOVOZIC8QX60_TR_2015_25页_4mb

报告摘要

2015 EU-wide Transparency Exercise Summary for Hypo Real Estate Holding AG

Core Information

Bank Name: Hypo Real Estate Holding AG
LEI Code: 52990082YOVOZIC8QX60
Country Code: DE (Germany)
Date of Separation: Since mid-July 2015, Deutsche Pfandbriefbank Group is no longer part of the Hypo Real Estate Holding Group.

Capital Structure

Capital Definitions (As of 31/12/2014 and 30/06/2015)

Capital Type	31/12/2014	30/06/2015	COREP Code	Regulation
Own Funds	2,996	3,035	CA1 (1)	Articles 4(118) and 72 of CRR
Common Equity Tier 1 Capital (CET1)	2,996	3,035	CA1 (1.1.1)	Article 50 of CRR
Capital Instruments Eligible as CET1	8,987	8,987	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	-5,677	-5,678	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	-17	-42	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
Other Reserves	0	0	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Funds for General Banking Risk	0	0	CA1 (1.1.1.5)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
Minority Interest in CET1 Capital	0	0	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1 due to Prudential Filters	-220	-168	CA1 (1.1.1.9)	Articles 32 to 35 and 36(1) point (f) of CRR
Intangible Assets (including Goodwill)	-23	-22	CA1 (1.1.1.10 + 1.1.1.11)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
Deductible DTAs relying on future profitability	0	0	CA1 (1.1.1.12)	Articles 36(1) point (c) and 38 of CRR
IRB Shortfall of Credit Risk Adjustments	-168	-128	CA1 (1.1.1.13)	Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets	-12	-12	CA1 (1.1.1.14)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings in CET1 Capital	0	0	CA1 (1.1.1.15)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from ATI Items over ATI Capital	-153	-90	CA1 (1.1.1.16)	Article 36(1) point (j) of CRR
Deductions for Assets with Alternative Risk Weight	0	0	CA1 (1.1.1.17 to 1.1.1.21)	Articles 4(36), 36(1) point (k) and 89 to 91 of CRR; Articles 36(1) point (k) and 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) and 379(3) of CRR; Articles 36(1) point (k) and 153(8) of CRR; Articles 36(1) point (k) and 155(4) of CRR
Other CET1 Capital Elements and Deductions	0	0	CA1 (1.1.1.27) + CA1 (1.1.1.28)	-
Transitional Adjustments	279	187	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 Capital

Additional Tier 1 Capital: 0 (As of 31/12/2014 and 30/06/2015)
Additional Tier 1 Capital Instruments: 0 (As of 31/12/2014 and 30/06/2015)

Tier 2 Capital

Tier 2 Capital: 0 (As of 31/12/2014 and 30/06/2015)
Tier 2 Capital Instruments: 0 (As of 31/12/2014 and 30/06/2015)

Capital Ratios

Common Equity Tier 1 Capital Ratio: 19.42% (31/12/2014), 22.28% (30/06/2015)
Tier 1 Capital Ratio: 19.42% (31/12/2014), 22.28% (30/06/2015)
Total Capital Ratio: 19.42% (31/12/2014), 22.28% (30/06/2015)

Risk Exposure Amounts

Total Risk Exposure Amount: 15,428 (As of 31/12/2014), 13,622 (As of 30/06/2015)
Risk Exposure for Credit Risk: 13,817 (31/12/2014), 12,175 (30/06/2015)
Risk Exposure for Market Risk (Foreign Exchange and Commodities): 217 (31/12/2014), 71 (30/06/2015)
Risk Exposure for Operational Risk: 949 (31/12/2014), 949 (30/06/2015)

Profit and Loss (P&L)

Interest Income: 2,239 (31/12/2014), 1,043 (30/06/2015)
Interest Expenses: 1,980 (31/12/2014), 842 (30/06/2015)
Net Fee and Commission Income: 1 (31/12/2014), 10 (30/06/2015)
Gains or Losses on Derecognition of Financial Assets: 89 (31/12/2014), 97 (30/06/2015)
Gains or Losses on Trading Financial Assets: -30 (31/12/2014), 17 (30/06/2015)
Gains or Losses from Hedge Accounting: -1 (31/12/2014), 2 (30/06/2015)
Exchange Differences: 4 (31/12/2014), 5 (30/06/2015)
Net Other Operating Income/(Expenses): 15 (31/12/2014), -18 (30/06/2015)
Total Operating Income, Net: 337 (31/12/2014), 313 (30/06/2015)

Profit or Loss

Profit or Loss Before Tax from Continuing Operations: -206 (31/12/2014), 90 (30/06/2015)
Profit or Loss After Tax from Continuing Operations: -272 (31/12/2014), 63 (30/06/2015)
Profit or Loss from Discontinued Operations: -689 (31/12/2014), 0 (30/06/2015)
Profit or Loss for the Year: -962 (31/12/2014), 63 (30/06/2015)

Additional Risk Exposure Information

Risk Exposure Amount for Credit Valuation Adjustment: 445 (31/12/2014), 426 (30/06/2015)
Risk Exposure Amount for Other Credit Risk: 13,816 (31/12/2014), 12,175 (30/06/2015)

Country-Specific Risk Exposure

Germany:
- Standardised Total: 3,263 (31/12/2014), 3,038 (30/06/2015)
Austria:
- Standardised Total: 692 (31/12/2014), 667 (30/06/2015)
France:
- Standardised Total: 85 (31/12/2014), 81 (30/06/2015)
Spain:
- Standardised Total: 0 (31/12/2014), 0 (30/06/2015)

Notes

The Original Exposure is reported before considering credit conversion factors or credit risk mitigation techniques.
Value adjustments and provisions are not included in the securitisation exposures.
The Total Risk Exposure Amount may include hedges, which are not securitisation positions, as per Article 338.3 of CRR.

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