Transitional Adjustments due to Grandfathered CET1 Instruments
0
0
A.1.21.2
Transitional Adjustments due to Additional Minority Interests
763
0
A.1.21.3
Other Transitional Adjustments to CET1
7,847
2,677
A.2
Additional Tier 1 Capital
3,110
9,732
A.3
Tier 1 Capital
77,283
75,043
A.4
Tier 2 Capital
13,422
11,009
Capital Ratios (Transitional Period)
Ratio
Description
As of 31/12/2017 (%)
As of 30/06/2018 (%)
C.1
CET1 Capital Ratio
12.26%
10.98%
C.2
Tier 1 Capital Ratio
12.77%
12.62%
C.3
Total Capital Ratio
14.99%
14.47%
Leverage Ratio
Item
Description
As of 31/12/2017 (mln EUR)
As of 30/06/2018 (mln EUR)
Ratio (%)
A.1
Tier 1 Capital (Transitional)
77,283
75,043
5.3%
A.2
Tier 1 Capital (Fully Phased-in)
73,293
71,457
5.0%
B.1
Total Leverage Ratio Exposures (Transitional)
1,463,090
1,468,431
-
B.2
Total Leverage Ratio Exposures (Fully Phased-in)
1,460,977
1,467,369
-
C.1
Leverage Ratio (Transitional)
5.3%
5.1%
C.2
Leverage Ratio (Fully Phased-in)
5.0%
4.9%
Risk Exposure Amounts
Risk Type
As of 31/12/2017 (EUR)
As of 30/06/2018 (EUR)
Credit Risk
517,446
507,930
Securitisation and Re-securitisation
3,678
3,591
Contributions to CCP Default Fund
313
242
Other Credit Risk
513,455
504,097
Market Risk (Position, FX, Commodities)
24,161
24,785
Total Risk Exposure Amount
605,064
594,754
Market Risk Details
Risk Type
As of 31/12/2017
As of 30/06/2018
Fixed Debt Instruments
3,491
4,768
Of which: General Risk
3,060
4,251
Of which: Specific Risk
417
500
Equities
646
822
Of which: General Risk
159
170
Of which: Specific Risk
463
625
Foreign Exchange Risk
5,351
5,861
Commodities Risk
210
173
Total Market Risk Exposure
9,697
11,623
Credit Risk - Standardised Approach
Risk Category
As of 31/12/2017
As of 30/06/2018
Central Governments or Central Banks
242,915
244,557
Regional Governments or Local Authorities
23,336
10,413
Public Sector Entities
11,662
11,490
Multilateral Development Banks
1,402
1,625
International Organisations
0
0
Institutions
47,266
42,075
Corporates
103,387
94,627
Of which: SME
18,843
19,809
Retail
214,789
215,261
Of which: SME
34,312
33,310
Secured by Mortgages on Immovable Property
99,712
99,221
Of which: SME
9,350
19,350
Exposures in Default
25,412
17,580
Items Associated with Particularly High Risk
1,705
1,550
Covered Bonds
3,406
3,409
Claims on Institutions and Corporates with ST Credit Assessment
2
3
Collective Investments Undertakings (CUI)
117
963
Equity
562
218
Securitisation
3,176
4,513
Other Exposures
82,148
69,829
Standardised Total
860,996
817,324
Profit and Loss (P&L)
Item
As of 31/12/2017 (mln EUR)
As of 30/06/2018 (mln EUR)
Interest Income
57,815
27,999
Of which: Debt Securities Income
7,019
3,091
Of which: Loans and Advances Income
47,734
23,422
Interest Expenses
23,388
10,829
Of which: Deposits Expenses
13,379
6,079
Of which: Debt Securities Issued Expenses
6,717
2,842
Dividend Income
384
264
Net Fee and Commission Income
11,317
5,696
Gains or Losses on Derecognition
922
326
Gains or Losses on Financial Assets at Fair Value through Profit or Loss
-85
183
Gains or Losses from Hedge Accounting
-9
33
Exchange Differences
103
-887
Net Other Operating Income/(Expenses)
-423
-196
Total Operating Income, Net
47,885
23,785
Administrative Expenses
20,392
10,310
Depreciation
2,547
1,202
Profit or Loss Before Tax from Continuing Operations
12,005
6,851
Profit or Loss After Tax from Continuing Operations
8,235
4,513
Profit or Loss for the Year
8,235
4,513
Of which: Attributable to Owners of the Parent
6,619
3,752
Notes
The fully loaded CET1 capital ratio is based on the formula stated in the "COBFP CODE" column and may differ from ratios published by partitioning banks in their Pillar 3 disclosures.
Original exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions exclude securitisation provisions and additional valuation adjustments but include general credit risk adjustments.
