EBA欧洲银行-OT_xxxxxxxxxxxxxxxxxxxx_TR_2018_22页_3mb

报告摘要

2018 EU-wide Transparency Exercise Summary

Core Content

The document provides a detailed summary of the capital structure, risk exposure, and profit and loss (P&L) data for "All other banks" as part of the 2018 EU-wide Transparency Exercise. The data is structured according to the Capital Requirements Regulation (CRR) and includes transitional period figures, fully loaded capital ratios, and various risk exposure categories.

Key Financial Metrics

Own Funds - Transitional Period

Total Own Funds: Increased from 197,495 million EUR (as of 31/12/2017) to 200,140 million EUR (as of 30/06/2018)
CET1 Capital (net of deductions and after transitional adjustments): Increased from 161,505 million EUR to 166,190 million EUR
- Capital instruments eligible as CET1: Decreased from 65,378 million EUR to 63,109 million EUR
- Retained earnings: Increased from 79,795 million EUR to 83,814 million EUR
- Accumulated other comprehensive income: Increased from 682 million EUR to 1,451 million EUR
- Other Reserves: Increased from 26,334 million EUR to 29,033 million EUR
- Minority interest given recognition in CET1 capital: Decreased from 233 million EUR to 0 million EUR
- Adjustments to CET1 due to prudential fibers: Decreased from -4,233 million EUR to -4,663 million EUR
- Intangible assets (including Goodwill): Decreased from 2,167 million EUR to 2,317 million EUR
- TFAs that rely on future profitability: Decreased from 734 million EUR to 457 million EUR
- IRB shortfall of credit risk adjustments: Increased from -757 million EUR to -998 million EUR
- Defined benefit pension fund assets: Increased from 2,062 million EUR to 2,564 million EUR
- Transitional adjustments: Increased from 280 million EUR to 47 million EUR

Tier 1 Capital

Tier 1 Capital (net of deductions and after transitional adjustments): Increased from 171,159 million EUR to 176,462 million EUR
Tier 2 Capital (net of deductions and after transitional adjustments): Decreased from 26,337 million EUR to 23,678 million EUR

Capital Ratios (Transitional Period)

Common Equity Tier 1 (CET1) Capital Ratio: Increased from 14.85% to 15.07%
Tier 1 Capital Ratio: Increased from 15.74% to 16.00%
Total Capital Ratio: Slightly decreased from 18.16% to 18.14%

CET1 Capital Fully Loaded

Increased from 161,225 million EUR to 166,144 million EUR

Capital Requirements Regulation (CRR) References

The document references various articles of the CRR, such as Articles 4(118), 72, 50, and others, which outline the rules for capital calculations and deductions.

Leverage Ratio

Tier 1 Capital - Transitional Definition: Increased from 171,159 million EUR to 176,462 million EUR
Leverage Ratio (transitional definition): Decreased from 5.5% to 5.2%
Leverage Ratio (fully phased-in definition): Remained at 5.5% (as of 31/12/2017) and decreased to 5.2% (as of 30/06/2018)

Risk Exposure Amounts

Total Risk Exposure Amount: Increased from 1,087,489 million EUR (as of 31/12/2017) to 1,103,082 million EUR (as of 30/06/2018)
Credit Risk Exposure: Increased from 570,642 million EUR to 578,016 million EUR
Securitisation and re-securitisations in the banking book: Decreased from 5,094 million EUR to 4,371 million EUR
Contributions to the default fund of a CCP: Decreased from 3,499 million EUR to 3,264 million EUR
Other credit risk exposure: Increased from 562,049 million EUR to 570,381 million EUR
Market Risk Exposure:
- Traded Debt Instruments: Increased from 79,195 million EUR to 92,417 million EUR
- Equities: Slightly decreased from 36,216 million EUR to 36,122 million EUR
- Foreign exchange risk: Decreased from 20,164 million EUR to 19,552 million EUR
- Commodities risk: Increased from 5,090 million EUR to 7,982 million EUR
Total Risk Exposure Amount: Increased from 1,087,489 million EUR to 1,103,082 million EUR

Profit and Loss (P&L) Summary

Total Operating Income, Net: Decreased from 8,515 million EUR to 4,164 million EUR
Interest Income: Decreased from 8,602 million EUR to 3,601 million EUR
- Debt securities income: Decreased from 615 million EUR to 166 million EUR
- Loans and advances income: Decreased from 6,318 million EUR to 3,002 million EUR
Interest Expenses: Decreased from 6,477 million EUR to 2,996 million EUR
- Deposits expenses: Decreased from 3,382 million EUR to 2,176 million EUR
- Debt securities issued expenses: Decreased from 1,547 million EUR to 300 million EUR
Net Fee and Commission Income: Decreased from 1,119 million EUR to 968 million EUR
Gains or (-) losses on financial assets and liabilities: Fluctuated, with a net increase from -247 million EUR to 351 million EUR
Profit or (-) Loss After Tax From Continuing Operations: Decreased from 2,248 million EUR to 878 million EUR
Profit or (-) Loss For the Year: Decreased from 2,248 million EUR to 878 million EUR

Risk Exposure Breakdown (Standardised Approach)

Standardised Total Risk Exposure Amount: Increased from 1,341,142 million EUR (as of 31/12/2017) to 1,034,294 million EUR (as of 30/06/2018)
Credit Risk Components:
- Central Governments or Central Banks: Decreased from 7,498 million EUR to 5,708 million EUR
- Regional Governments or Local Authorities: Decreased from 97 million EUR to 36 million EUR
- Public Sector Entities: Decreased from 62 million EUR to 47 million EUR
- Multilateral Development Banks: Decreased from 40 million EUR to 26 million EUR
- International Organisations: Remained at 0 million EUR
- Institutions: Decreased from 136,439 million EUR to 126,546 million EUR
- Corporates: Decreased from 86,543 million EUR to 46,351 million EUR
- Securitisation: Decreased from 8,692 million EUR to 6,779 million EUR
- Other Exposures: Decreased from 1,263 million EUR to 934 million EUR

Additional Notes

The document also includes a note explaining that "Original Exposure" is reported before credit conversion factors or credit risk mitigation techniques are applied.
The "Total value adjustments and provisions per country of counterparty" excludes securitisation exposures, additional valuation adjustments (AVAs), and other own funds reductions, but includes general credit risk adjustments.

展开完整摘要