EBA欧洲银行-AT_5299004SNO5GECIBWJ18_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary for Promontoria Sacher Holding N.V.

Core Information

Bank Name: Promontoria Sacher Holding N.V.
LEI Code: 5299004SNO5GECIBWJ18
Country Code: AT (Austria)

Own Funds - Transitional Period

Item	Description	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)	COREP Code	Regulation
A	Own Funds	2,580	2,487	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	2,123	2,044	C 0.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	4,006	4,006	C 0.00 (030,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained earnings	-1,464	-1,464	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	-33	-49	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	9	9	C 0.00 (0210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	0	0	C 0.00 (0230,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-33	-39	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-290	-294	C 0.00 (0300,010) + C 0.00 (0340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
A.1.9	DTAs that rely on future profitability	-130	-161	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-50	-47	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from ATI items over ATI Capital	-189	-127	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	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 (i) and 89 to 91 of CRR; Articles 36(1) point (ii), 243(1) point (iii), 244(1) point (iv) and 258 of CRR
A.1.14.1	From securitisation positions	0	0	C 0.00 (0460,010)	Articles 36(1) point (k), 243(1) point (l), 244(1) point (l) and 258 of CRR
A.1.15	Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C 0.00 (0490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (l); 43, 45; 47; 48(1) point (k); 49(1) to (3) and 79 of CRR
A.1.18	Amount exceeding the 17.65% threshold	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C 0.00 (0524,010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C 0.00 (0529,010)	-
A.1.21	Transitional adjustments	297	211	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C 0.00 (0520,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C 0.00 (0524,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	297	211	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	0	0	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C 0.00 (0720,010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	189	127	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010)	-
A.2.4	Additional Tier 1 transitional adjustments	-189	-127	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	Tier 1 Capital	2,123	2,044	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital	457	443	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	477	469	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	Other Tier 2 Capital components and deductions	-6	-17	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)	-
A.4.3	Tier 2 transitional adjustments	-15	-9	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-
OWN FUNDS REQUIREMENTS	Total Risk Exposure Amount	16,203	15,702	C 0.00 (010,010)	Articles 92(3), 95, 96 and 98 of CRR
CAPITAL RATIOS	CET1 Capital Fully loaded	2,015	1,961	[C.A.1-A.C.1-13-A.1-13+MIN(A2+A.1-13-A.2-A.2+MIN(A4+A.2-4,A.3,0))]	-
CAPITAL RATIOS	CET1 Capital Fully loaded ratio	12.44%	12.49%	[D.1]/[B.8-1]	-
CAPITAL RATIOS	Tier 1 Capital ratio	13.10%	13.02%	C33 (3)	-
CAPITAL RATIOS	Total Capital ratio	15.92%	15.84%	C33 (5)	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Credit risk	14,326	13,721
Securitisation and re-securitisations in the banking book	0	0
Contributions to the default fund of a CCP	2	15
Other credit risk	14,323	13,706
Market risk (position, foreign exchange and commodities)	97	80
Credit Valuation Adjustment	160	164
Operational risk	1,620	1,633
Other risk exposure amounts	0	104
Total Risk Exposure Amount	16,203	15,702

Profit and Loss (P&L)

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	1,053	524
Of which debt securities income	176	74
Of which loans and advances income	625	337
Interest expenses	339	154
Of which deposits expenses	92	28
Of which debt securities issued expenses	161	60
Dividend income	8	2
Net Fee and commission income	186	103
Gains or losses on derecognition	100	30
Gains or losses on financial assets held for trading	-73	-6
Gains or losses on financial assets designated at fair value through profit or loss	28	5
Gains or losses from hedge accounting	1	4
Exchange differences	5	-5
Net other operating income/(expenses)	-37	-30
Total Operating Income, Net	931	473
Profit or loss before tax from continuing operations	326	233
Profit or loss after tax from continuing operations	303	273
Profit or loss for the year	303	273
Of which attributable to owners of the parent	303	272

Credit Risk - Standardised Approach

Country/Category	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Standardised Total	20,024	16,895
Central governments or central banks	2,987	2,718
Regional governments or local authorities	3,151	3,038
Public sector entities	2,703	2,623
Multilateral Development Banks	37	37
International Organisations	44	88
Institutions	4,275	3,895
Corporates	1,581	2,687
Of which: SME	559	497
Retail	848	860
Of which: SME	396	380
Secured by mortgages on immovable property	2,639	2,160
Of which: SME	75	69
Exposures in default	486	524
Items associated with particularly high risk	21	20
Covered bonds	1,043	1,337
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	2	2
Equity	106	101
Securitisation	0	0
Other exposures	99	53
Value adjustments and provisions	167	168

Additional Information

Total Risk Exposure Amount (as of 31/12/2015): 16,203 mln EUR
Total Risk Exposure Amount (as of 30/06/2016): 15,702 mln EUR
Original exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions per country of counterparty exclude securitisation exposures.

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