EBA欧洲银行-IT_NNVPP80YIZGEY2314M97_TR_2018_18页_1mb

报告摘要

2018 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Iccrea Banca Spa Istituto Centrale del Credito Cooperativo
LEI Code: NNVPP80YIZGEY2314M97
Country Code: IT (Italy)

Capital Structure (Transitional Period)

Own Funds

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Own Funds	1,698	1,647	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
CET1 Capital	1,555	1,507	C:0.00 (020;010)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	1,125	1,131	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	0	-70	C:0.00 (030;010)	Articles 26(1) point (c), 26(2) and 36(1) point (a) and (f) of CRR
Accumulated Other Comprehensive Income	21	-12	C:0.00 (018;010)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
Other Reserves	433	387	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C:0.00 (015;010)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
Minority interest given recognition in CET1 capital	22	22	C:0.00 (023;010)	Article 84 of CRR
Adjustments to CET1 due to prudential fibers	-2	-1	C:0.00 (025;010)	Articles 32 to 35 of and 36(1) point (f) of CRR
Intangible assets (including Goodwill)	-29	-29	C:0.00 (030;010) + C:0.00 (040;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
TFAs that rely on future profitability	-19	-21	C:0.00 (037;010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments	0	0	C:0.00 (038;010)	Articles 36(1) point (b), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	C:0.00 (039;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (043;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	0	0	C:0.00 (046;010)	Article 36(1) point (g) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(3)1 point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b); 49(3) to (3) and 75(4) of CRR
Holdings of CET1 capital instruments of financial sector entities (no significant investment)	0	-1	C:0.00 (048;010)	Articles 36(1) point (b), 24(3)1 point (b), 24(4)1 point (b) and 258 of CRR
Deductible DTAs that rely on future profitability	0	0	C:0.00 (049;010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 capital instruments of financial sector entities (significant investment)	0	0	C:0.00 (500;010)	Articles 4(27); 36(1) point (b); 43, 45, 47; 48(1) point (b); 49(3) to (3) and 79 of CRR
Amount exceeding the 17.65% threshold	0	0	C:0.00 (510;010)	Article 48 of CRR
Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (524;010)	Article 3 CRR
CET1 capital elements or deductions - other	0	0	C:0.00 (529;010)	-
Transitional adjustments	5	100	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (226;010)	Articles 48(3) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	5	0	C:0.00 (246;010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	0	100	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 Capital

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Additional Tier 1 Capital	6	4	C:0.00 (530;010)	Article 61 of CRR
Additional Tier 1 Capital instruments	6	5	C:0.00 (540;010) + C:0.00 (567;010)	-
Excess deduction from T2 items over T2 capital	0	0	C:0.00 (729;010)	-
Other Additional Tier 1 Capital components and deductions	0	0	C:0.00 (698;010) + C:0.00 (790;010), + C:0.00 (710;010), + C:0.00 (740;010), + C:0.00 (744;010), + C:0.00 (748;010)	-
Additional Tier 1 transitional adjustments	0	0	C:0.00 (660;010) + C:0.00 (680;010) + C:0.00 (730;010)	-

Tier 1 Capital

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Tier 1 Capital	1,561	1,512	C:0.00 (615;010)	Article 25 of CRR

Tier 2 Capital

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Tier 2 Capital	138	135	C:0.00 (750;010)	Article 71 of CRR
Tier 2 Capital instruments	136	136	C:0.00 (760;010) + C:0.00 (690;010)	-
Other Tier 2 Capital components and deductions	0	-1	C:0.00 (918;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (979;010), + C:0.00 (978;010)	-
Tier 2 transitional adjustments	1	0	C:0.00 (680;010) + C:0.00 (690;010), + C:0.00 (790;010)	-

Capital Ratios (Transitional Period)

Ratio	As of 31/12/2017 (%)	As of 30/06/2018 (%)	COREP Code	Regulation
CET1 Capital Ratio	12.08%	11.20%	(D:1)/(F:8-1)	-
Tier 1 Capital Ratio	12.16%	11.93%	GA3 (3)	-
Total Capital Ratio	13.23%	12.99%	GA3 (5)	-

Own Funds Requirements

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Total Risk Exposure Amount	12,834	12,674	C:0.00 (615;010)	Articles 8(3), 95, 96 and 98 of CRR
Of which: Transitional adjustments included	0	111	C:0.01 (615;040)	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Credit Risk	11,340	11,054
Securitisation and re-securitisations in the banking book	13	13
Contributions to the default fund of a CCP	0	0
Other credit risk	11,327	11,044
Position, foreign exchange and commodities (Market risk)	243	276
Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	93	188
Operational risk	1,157	1,157
Other risk exposure amounts	0	0
Total Risk Exposure Amount	12,834	12,674

Leverage Ratio

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Tier 1 capital - transitional definition	1,561	1,512	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
Tier 1 capital - fully phased-in definition	1,556	1,412	C 47.00 (r310,c010)	-
Total leverage ratio exposures - using a transitional definition of Tier 1 capital	39,325	46,243	C 47.00 (r300,c010)	-
Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	39,329	46,144	C 47.00 (r290,c010)	-
Leverage ratio - using a transitional definition of Tier 1 capital	4.0%	3.3%	C 47.00 (r340,c010)	-
Leverage ratio - using a fully phased-in definition of Tier 1 capital	4.0%	3.1%	C 47.00 (r330,c010)	-

Profit and Loss (P&L)

Item	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Interest income	530	270
Of which debt securities income	50	39
Of which loans and advances income	372	176
Interest expenses	210	114
Of which deposits expenses	22	13
Of which debt securities issued expenses	105	46
Dividend income	2	4
Net Fee and commission income	217	112
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	109	-48
Gains or (-) losses on financial assets and liabilities held for trading, net	-65	17
Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net	1	-9
Gains or (-) losses from hedge accounting, net	-1	-3
Exchange differences [gain or (-) loss], net	79	-11
Net other operating income/(expenses)	33	16
Total Operating Income, Net	696	235
Administrative expenses	439	245
Depreciation	18	8
Modification gains or (-) losses, net	n.a.	0
Provisions or (-) reversal of provisions	0	0
Commitments and guarantees given	2	0
Other provisions	-2	0
Profit or (-) loss before tax from continuing operations	55	-67
Profit or (-) loss after tax from continuing operations	43	-67
Profit or (-) loss after tax from discontinued operations	0	0
Profit or (-) loss for the year	43	-67
Of which attributable to owners of the parent	37	-70

Market Risk

Risk Exposure Type	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Position, foreign exchange and commodities (Market risk)	243	276

Credit Risk - IRB Approach

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
IRB Total	-	-

Sovereign Exposure

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Total - All Countries	3,049.0	148.0

Notes

The data is sourced from FINREP templates F 04.
The "Original exposure" is reported before considering credit conversion factors or credit risk mitigation techniques.
The fully loaded CET1 capital ratio is based on a specific formula and may differ from ratios published by partitioning banks.
The summary includes both transitional and fully phased-in definitions of capital and risk exposure.

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