EBA欧洲银行-CY_CXUHEGU3MADZ2CEV7C11_TR_2015_23页_3mb

报告摘要

2015 EU-wide Transparency Exercise Summary for Hellenic Bank Public Company Ltd

Core Content

The document presents the results of the 2015 EU-wide Transparency Exercise for Hellenic Bank Public Company Ltd, a bank based in Cyprus (Country Code: CY). It provides detailed financial and risk exposure data for the period As of 31/12/2014 and As of 30/06/2015.

Capital Structure

Own Funds

As of 31/12/2014: 734 mln EUR
As of 30/06/2015: 718 mln EUR
CoreP Code: CA1 (1)
Regulation: Articles 4(118) and 72 of CRR

Common Equity Tier 1 (CET1) Capital

As of 31/12/2014: 539 mln EUR
As of 30/06/2015: 537 mln EUR
CoreP Code: CA1 (1.1.1)
Regulation: Article 50 of CRR

CET1 Capital Instruments

As of 31/12/2014: 590 mln EUR
As of 30/06/2015: 595 mln EUR
CoreP Code: CA1 (1.1.1.1)
Regulation: Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f), and 42 of CRR

Retained Earnings

As of 31/12/2014: -307 mln EUR
As of 30/06/2015: -308 mln EUR
CoreP Code: CA1 (1.1.1.2)
Regulation: Articles 26(1) point (c), 26(2), and 36(1) points (a) and (f) of CRR

Accumulated Other Comprehensive Income

As of 31/12/2014: 33 mln EUR
As of 30/06/2015: 33 mln EUR
CoreP Code: CA1 (1.1.1.3)
Regulation: Articles 4(100), 26(1) point (d), and 36(1) point (f) of CRR

Other Reserves

As of 31/12/2014: 260 mln EUR
As of 30/06/2015: 260 mln EUR
CoreP Code: CA1 (1.1.1.4)
Regulation: Articles 4(117) and 26(1) point (e) of CRR

Deductions from CET1 Capital

Intangible Assets (including Goodwill): -20 mln EUR (31/12/2014), -21 mln EUR (30/06/2015)
DTAs relying on future profitability: -52 mln EUR (31/12/2014), -53 mln EUR (30/06/2015)
Other Deductions: -1 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
CoreP Code: CA1 (1.1.1.10 to 1.1.1.21)
Regulation: Articles 4(113), 36(1) point (b), and 37 of CRR; Articles 4(115), 36(1) point (b), and 37 point (a) of CCR

Transitional Adjustments

As of 31/12/2014: 36 mln EUR
As of 30/06/2015: 30 mln EUR
CoreP Code: CA1 (1.1.1.6, 1.1.1.8, 1.1.1.26)
Regulation: Articles 469 to 472, 478, and 481 of CRR

Additional Tier 1 (AT1) Capital

As of 31/12/2014: 114 mln EUR
As of 30/06/2015: 117 mln EUR
CoreP Code: CA1 (1.1.1.2)
Regulation: Article 61 of CRR

Tier 2 Capital

As of 31/12/2014: 81 mln EUR
As of 30/06/2015: 64 mln EUR
CoreP Code: CA1 (1.2)
Regulation: Article 71 of CRR

Risk Exposure Amounts

Total Risk Exposure Amount

As of 31/12/2014: 4,027 mln EUR
As of 30/06/2015: 3,974 mln EUR
CoreP Code: CA2 (1)
Regulation: Articles 92(3), 95, 96, and 98 of CRR

Risk Exposure Breakdown

Credit Risk: 3,480 mln EUR (31/12/2014), 3,428 mln EUR (30/06/2015)
Market Risk (Foreign Exchange and Commodities): 7 mln EUR (31/12/2014), 11 mln EUR (30/06/2015)
Operational Risk: 538 mln EUR (31/12/2014), 534 mln EUR (30/06/2015)
Securitisation and Re-securitisation Risk: 0 mln EUR for both periods
Other Risk Exposure Amounts: 0 mln EUR for both periods

Notes

May include hedges, which are not securitisation positions, as per Article 338.3 of CRR.

Profit and Loss (P&L) Statement

Operating Income

As of 31/12/2014: 286 mln EUR
As of 30/06/2015: 119 mln EUR
Components:
- Interest Income: 288 mln EUR (31/12/2014), 110 mln EUR (30/06/2015)
- Net Fee and Commission Income: 60 mln EUR (31/12/2014), 29 mln EUR (30/06/2015)
- Gains or Losses on Financial Assets and Liabilities: 0 mln EUR (31/12/2014), 4 mln EUR (30/06/2015)

Operating Expenses

As of 31/12/2014: 118 mln EUR
As of 30/06/2015: 67 mln EUR
Components:
- Administrative Expenses: 118 mln EUR (31/12/2014), 67 mln EUR (30/06/2015)
- Depreciation: 5 mln EUR (31/12/2014), 2 mln EUR (30/06/2015)
- Provisions: 23 mln EUR (31/12/2014), 5 mln EUR (30/06/2015)
- Impairment: 281 mln EUR (31/12/2014), 46 mln EUR (30/06/2015)

Profit or Loss

Profit or Loss Before Tax (Continuing Operations): -150 mln EUR (31/12/2014), -1 mln EUR (30/06/2015)
Profit or Loss After Tax (Continuing Operations): -121 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
Profit or Loss from Discontinued Operations: 1 mln EUR (31/12/2014), 5 mln EUR (30/06/2015)
Profit or Loss for the Year: -120 mln EUR (31/12/2014), 5 mln EUR (30/06/2015)

Capital Ratios

Common Equity Tier 1 Capital Ratio: 13.40% (31/12/2014), 13.50% (30/06/2015)
Tier 1 Capital Ratio: 16.23% (31/12/2014), 16.45% (30/06/2015)
Total Capital Ratio: 18.23% (31/12/2014), 18.06% (30/06/2015)

Standardised Approach Data

As of 31/12/2014

Original Exposure: 2,921 mln EUR
Exposure Value: 2,976 mln EUR
Risk Exposure Amount: 3,480 mln EUR
Value Adjustments and Provisions: 1,148 mln EUR

As of 30/06/2015

Original Exposure: 1,956 mln EUR
Exposure Value: 2,976 mln EUR
Risk Exposure Amount: 3,428 mln EUR
Value Adjustments and Provisions: 1,184 mln EUR

Notes

Original Exposure is reported before applying credit conversion factors or risk mitigation techniques.
Value Adjustments and Provisions do not include securitisation exposures.

Summary of Key Points

The bank's capital structure shows a slight decline in Own Funds from 734 mln EUR to 718 mln EUR.
CET1 Capital remained relatively stable at 539 mln EUR and 537 mln EUR for the respective periods.
Transitional adjustments decreased from 36 mln EUR to 30 mln EUR.
Total Risk Exposure Amount decreased from 4,027 mln EUR to 3,974 mln EUR.
Credit Risk was the largest component of risk exposure.
Market Risk and Operational Risk showed minor changes.
The P&L for the year was negative in 2014 and turned positive in 2015.
Capital ratios remained within acceptable levels, with a slight increase in Tier 1 Capital and a slight decrease in Total Capital.
Standardised Approach data highlights the risk exposure and value adjustments, with a focus on credit and market risks.