EBA欧洲银行-CY_635400L14KNHZXPUZM19_TR_2017_14页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Bank of Cyprus Holdings Public Limited Company
LEI Code: 635400L14KNHZXPUZM19
Country Code: CY
Exercise Period: 2017 EU-wide Transparency Exercise
Reporting Entity: The Bank of Cyprus Holdings Public Company Ltd (which became the holding company of the Bank of Cyprus Public Company Limited on 18 January 2017) and its subsidiaries (BOCH Group)

Capital and Capital Ratios

OWN FUNDS (Transitional period)

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)	COREP CODE	Regulation
A	2,749	2,390	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	2,728	2,142	C 0.00 (020,010)	Article 50 of CRR
A.1.1	1,445	2,839	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	-643	-647	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	0	0	C 0.00 (018,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	2,015	79	C 0.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	0	0	C 0.00 (230,010)	Article 84 of CRR
A.1.7	-1	-1	C 0.00 (250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-20	-24	C 0.00 (300,010) + C 0.00 (340,010)	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	0	0	C 0.00 (370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C 0.00 (380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (440,010)	Article 36(1) point (j) of CRR
A.1.14	-180	-187	C 0.00 (450,010) + C 0.00 (460,010) + C 0.00 (470,010) + C 0.00 (471,010) + C 0.00 (472,010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	0	0	C 0.00 (460,010)	Articles 36(1) point (k), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	-180	-187	C 0.00 (490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	-4	-16	C 0.00 (500,010)	Articles 4(27); 36(1) point (i), 43, 45, 47; 48(1) point (b), 49(1) to (3) and 79 of CRR
A.1.18	0	0	C 0.00 (510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (524,010)	Article 3 of CRR
A.1.20	0	0	C 0.00 (529,010)	-
A.1.21	116	99	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (520,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	0	0	C 0.00 (524,010)	Articles 479 and 480 of CRR
A.1.21.3	116	99	C 0.00 (520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	0	0	C 0.00 (530,010)	Article 61 of CRR
A.2.1	0	0	C 0.00 (540,010) + C 0.00 (570,010)	-
A.2.2	0	0	C 0.00 (572,010)	-
A.2.3	0	0	C 0.00 (5690,010) + 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)	-
A.2.4	0	0	C 0.00 (5660,010) + C 0.00 (5680,010) + C 0.00 (770,010)	-
A.3	2,728	2,142	C 0.00 (015,010)	Article 25 of CRR
A.4	21	248	C 0.00 (750,010)	Article 71 of CRR
A.4.1	0	238	C 0.00 (760,010) + C 0.00 (890,010)	-
A.4.2	0	0	C 0.00 (910,010) + C 0.00 (920,010) + C 0.00 (930,010) + C 0.00 (940,010) + C 0.00 (950,010) + C 0.00 (970,010) + C 0.00 (974,010) + C 0.00 (978,010)	-
A.4.3	21	10	C 0.00 (480,010) + C 0.00 (590,010) + C 0.00 (960,010)	-

CAPITAL RATIOS (Transitional period)

Item	As of 31/12/2016 (%)	As of 30/06/2017 (%)
C.1	14.46%	12.33%
C.2	14.46%	12.33%
C.3	14.57%	13.76%

CET1 Capital Fully loaded

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
D	2,612	2,043
E	13.84%	11.77%

Leverage Ratio

Item	As of 31/12/2016	As of 30/06/2017	COREP CODE	Regulation
A.1	2,728	2,142	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	2,612	2,043	C 47.00 (r310,c010)	-
B.1	22,833	22,031	C 47.00 (r300,c010)	-
B.2	22,785	22,037	C 47.00 (r290,c010)	-
C.1	11.9%	9.7%	C 47.00 (r340,c010)	-
C.2	11.5%	9.3%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Credit risk	16,832	15,449
Securitisation and re-securitisation in banking book	0	0
Contributions to default fund of a CCP	0	0
Other credit risk	16,832	15,449
Market risk (position, foreign exchange and commodities)	6	5
Credit Valuation Adjustment	29	25
Operational risk	1,997	1,889
Total Risk Exposure Amount	18,865	17,368

Profit and Loss (P&L)

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Interest income	890	426
Of which debt securities income	23	10
Of which loans and advances income	862	401
Interest expenses	204	110
Of which deposits expenses	184	77
Of which debt securities issued expenses	0	10
Net Fee and commission income	171	91
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	72	14
Gains or (-) losses on financial assets and liabilities held for trading, net	1	0
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	0	0
Gains or (-) losses from hedge accounting, net	0	0
Exchange differences [gain or (-) loss], net	43	21
Net other operating income/(expenses)	1	5
Total Operating Income, Net	973	446
Administrative expenses	459	209
Depreciation	18	10
Provisions or (-) reversal of provisions	17	45
Commitments and guarantees given	-6	10
Other provisions	23	35
Profit or (-) loss before tax from continuing operations	105	-499
Profit or (-) loss after tax from continuing operations	92	-570
Profit or (-) loss for the year	92	-570
Of which attributable to owners of the parent	88	-570

Credit Risk - Standardised Approach

Consolidated Data (Country: CY)

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Central governments or central banks	1,425	2,487
Regional governments or local authorities	72	71
Public sector entities	33	29
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	33	31
Corporates	4,171	4,132
Of which: SME	2,891	2,744
Retail	2,880	2,955
Of which: SME	756	811
Secured by mortgages on immovable property	3,516	3,516
Of which: SME	1,064	1,094
Exposures in default	9,022	8,828
Items associated with particularly high risk	4,079	3,896
Standardised Total	32,896	33,118

United Kingdom

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Central governments or central banks	238	223
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	182	172
Corporates	478	523
Of which: SME	439	485
Retail	221	224
Of which: SME	121	143
Secured by mortgages on immovable property	699	798
Of which: SME	554	654
Exposures in default	386	373
Items associated with particularly high risk	19	12
Standardised Total	244	261

Greece

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Central governments or central banks	0	0
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	11	2
Corporates	93	112
Of which: SME	93	108
Retail	95	95
Of which: SME	95	108
Secured by mortgages on immovable property	699	798
Of which: SME	554	654
Exposures in default	386	373
Items associated with particularly high risk	19	12
Standardised Total	244	261