EBA欧洲银行-ES_5493007SJLLCTM6J6M37_TR_2017_12页_733kb

2017 EU-wide Transparency Exercise Summary - Unicaja Banco S.A.

Core Information

• Bank Name: Unicaja Banco S.A.
• LEI Code: 5493007SJLLCTM6J6M37
• Country Code: ES (Spain)

Capital and Capital Ratios (Transitional Period)

• Own Funds:

  • As of 31/12/2016: 3,569 mln EUR
  • As of 30/06/2017: 3,488 mln EUR

• Common Equity Tier 1 (CET1) Capital:

  • As of 31/12/2016: 3,469 mln EUR
  • As of 30/06/2017: 3,373 mln EUR

• Additional Tier 1 (AT1) Capital:

  • As of 31/12/2016: 29 mln EUR
  • As of 30/06/2017: 39 mln EUR

• Tier 1 Capital:

  • As of 31/12/2016: 3,498 mln EUR
  • As of 30/06/2017: 3,412 mln EUR

• Tier 2 Capital:

  • As of 31/12/2016: 71 mln EUR
  • As of 30/06/2017: 76 mln EUR

• Capital Ratios (Transitional Period):

  • CET1 Capital Ratio:
    • 31/12/2016: 13.77%
    • 30/06/2017: 13.43%
  • Tier 1 Capital Ratio:
    • 31/12/2016: 13.89%
    • 30/06/2017: 13.58%
  • Total Capital Ratio:
    • 31/12/2016: 14.17%
    • 30/06/2017: 13.88%

• CET1 Capital (Fully loaded):

  • 31/12/2016: 2,219 mln EUR
  • 30/06/2017: 2,195 mln EUR

• CET1 Capital Ratio (Fully loaded):

  • 31/12/2016: 9.02%
  • 30/06/2017: 8.94%

Key Capital Components

• CET1 Capital Elements:

  • Capital instruments eligible as CET1: 2,063 mln EUR (both periods)
  • Retained earnings: 782 mln EUR (31/12/2016) → 773 mln EUR (30/06/2017)
  • Accumulated other comprehensive income: 40 mln EUR (31/12/2016) → 50 mln EUR (30/06/2017)
  • Minority interest in CET1: 192 mln EUR (31/12/2016) → 177 mln EUR (30/06/2017)
  • Transitional adjustments: 1,250 mln EUR (31/12/2016) → 1,178 mln EUR (30/06/2017)

• CET1 Deductions:

  • Adjustments due to prudential filters: 14 mln EUR (31/12/2016) → 4 mln EUR (30/06/2017)
  • Intangible assets (including Goodwill): -33 mln EUR (31/12/2016) → -32 mln EUR (30/06/2017)
  • DTAs that rely on future profitability: -564 mln EUR (31/12/2016) → -563 mln EUR (30/06/2017)
  • Holdings of CET1 capital instruments of financial sector entities (significant investment): -74 mln EUR (31/12/2016) → -77 mln EUR (30/06/2017)
  • Deductible DTAs (future profitability, temporary differences): -20 mln EUR (31/12/2016) → -14 mln EUR (30/06/2017)
  • Holdings of CET1 capital instruments of financial sector entities (non-significant investment): -19 mln EUR (31/12/2016) → -24 mln EUR (30/06/2017)
  • Amount exceeding 17.65% threshold: -162 mln EUR (31/12/2016) → -160 mln EUR (30/06/2017)
  • Other CET1 deductions: 0 mln EUR (both periods)

• Transitional adjustments to CET1:

  • Grandfathered CET1 instruments: 604 mln EUR (both periods)
  • Additional minority interests: -18 mln EUR (31/12/2016) → -20 mln EUR (30/06/2017)
  • Other transitional adjustments: 664 mln EUR (31/12/2016) → 595 mln EUR (30/06/2017)

Risk Exposure Amounts

• Total Risk Exposure Amount:
  • 31/12/2016: 25,188 mln EUR
  • 30/06/2017: 25,128 mln EUR
• Breakdown of Risk Exposure Amounts:
  • Credit Risk:
    • 31/12/2016: 23,079 mln EUR
    • 30/06/2017: 22,993 mln EUR
  • Securitisation and re-securitisations (banking book): 598 mln EUR (31/12/2016) → 492 mln EUR (30/06/2017)
  • Credit Valuation Adjustment (CVA): 86 mln EUR (31/12/2016) → 105 mln EUR (30/06/2017)
  • Operational Risk: 1,986 mln EUR (both periods)

Market Risk

• Total Market Risk Exposure Amount:
  • 31/12/2016: 38 mln EUR
  • 30/06/2017: 44 mln EUR
• Market Risk Components:
  • Traded Debt Instruments: 34 mln EUR (31/12/2016) → 39 mln EUR (30/06/2017)
  • Equities: 4 mln EUR (31/12/2016) → 5 mln EUR (30/06/2017)
  • Foreign Exchange and Commodities Risk: 0 mln EUR (both periods)

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount:
  • 31/12/2016: 63,231 mln EUR
  • 30/06/2017: 62,575 mln EUR
• Breakdown of Credit Risk Exposure:
  • Central governments or central banks:
    • 31/12/2016: Original Exposure 13,987 mln EUR → Exposure Value 17,007 mln EUR
    • 30/06/2017: Original Exposure 12,810 mln EUR → Exposure Value 15,742 mln EUR
  • Regional governments or local authorities:
    • 31/12/2016: Original Exposure 1,453 mln EUR → Exposure Value 1,410 mln EUR
    • 30/06/2017: Original Exposure 1,548 mln EUR → Exposure Value 1,455 mln EUR
  • Public sector entities:
    • 31/12/2016: Original Exposure 1,026 mln EUR → Exposure Value 840 mln EUR
    • 30/06/2017: Original Exposure 1,345 mln EUR → Exposure Value 1,082 mln EUR
  • Securitisation:
    • 31/12/2016: Original Exposure 1,741 mln EUR → Exposure Value 1,437 mln EUR
    • 30/06/2017: Original Exposure 1,607 mln EUR → Exposure Value 1,321 mln EUR
  • Other Exposures:
    • 31/12/2016: Original Exposure 6,301 mln EUR → Exposure Value 4,940 mln EUR
    • 30/06/2017: Original Exposure 6,416 mln EUR → Exposure Value 5,130 mln EUR
  • Risk Exposure Amount:
    • 31/12/2016: 23,079 mln EUR
    • 30/06/2017: 22,993 mln EUR
  • Value Adjustments and Provisions:
    • 31/12/2016: 3,567 mln EUR
    • 30/06/2017: 2,867 mln EUR

Sovereign Exposure

• Total Sovereign Exposure (All Countries):
  • 31/12/2016: 15,688.5 mln EUR
  • 30/06/2017: 14,483.8 mln EUR
• Breakdown of Financial Assets:
  • Held for Trading:
    • 31/12/2016: 2,160.3 mln EUR
    • 30/06/2017: 2,134.4 mln EUR
  • Designated at Fair Value through Profit or Loss:
    • 31/12/2016: 36.7 mln EUR
    • 30/06/2017: 31.6 mln EUR
  • Available-for-sale:
    • 31/12/2016: 9,266.1 mln EUR
    • 30/06/2017: 9,705.1 mln EUR
  • Loans and Receivables:
    • 31/12/2016: 4,225.5 mln EUR
    • 30/06/2017: 2,612.7 mln EUR
  • Held-to-maturity investments:
    • 31/12/2016: 2,160.3 mln EUR
    • 30/06/2017: 2,134.4 mln EUR

Profit and Loss (P&L)

• Total Operating Income (Net):
  • 31/12/2016: 1,048 mln EUR
  • 30/06/2017: 534 mln EUR
• Interest Income:
  • 31/12/2016: 1,012 mln EUR
  • 30/06/2017: 440 mln EUR
• Interest Expenses:
  • 31/12/2016: 386 mln EUR
  • 30/06/2017: 148 mln EUR
• Net Fee and Commission Income:
  • 31/12/2016: 205 mln EUR
  • 30/06/2017: 105 mln EUR
• Gains/Losses on Derecognition:
  • 31/12/2016: 117 mln EUR
  • 30/06/2017: 80 mln EUR
• Gains/Losses on Trading Financial Assets:
  • 31/12/2016: -7 mln EUR
  • 30/06/2017: 2 mln EUR
• Profit or Loss Before Tax (Continuing Operations):
  • 31/12/2016: 185 mln EUR
  • 30/06/2017: 73 mln EUR
• Profit or Loss After Tax (Continuing Operations):
  • 31/12/2016: 125 mln EUR
  • 30/06/2017: 75 mln EUR
• Profit or Loss for the Year:
  • 31/12/2016: 135 mln EUR
  • 30/06/2017: 75 mln EUR

Leverage Ratio

• Tier 1 Capital (Transitional Definition):
  • 31/12/2016: 3,498 mln EUR
  • 30/06/2017: 3,412 mln EUR
• Total Leverage Ratio Exposures (Transitional Definition):
  • 31/12/2016: 57,062 mln EUR
  • 30/06/2017: 57,007 mln EUR
• Leverage Ratio (Transitional Definition):
  • 31/12/2016: 6.1%
  • 30/06/2017: 6.0%
• Tier 1 Capital (Fully Phased-in Definition):
  • 31/12/2016: 2,268 mln EUR
  • 30/06/2017: 2,244 mln EUR
• Total Leverage Ratio Exposures (Fully Phased-in Definition):
  • 31/12/2016: 56,398 mln EUR
  • 30/06/2017: 56,412 mln EUR
• Leverage Ratio (Fully Phased-in Definition):
  • 31/12/2016: 4.0%
  • 30/06/2017: 4.0%

Key Regulatory References

• CET1 Capital: Article 50 of CRR, Articles 26(1) points (a)-(d), 36(1) point (f), and 42 of CRR
• Tier 1 Capital: Article 25 of CRR
• Tier 2 Capital: Article 71 of CRR
• Leverage Ratio: Article 429 of CRR and Delegated Regulation (EU) 2015/62
• Risk Exposure Amounts: Articles 92(3), 95, 96, and 98 of CRR
• Sovereign Exposure: Paragraph 41 (b) of Annex V of ITS on Supervisory Reporting

Summary of Trends

• The bank's own funds decreased slightly from 3,569 mln EUR to 3,488 mln EUR during the transitional period.
• CET1 capital also declined, from 3,469 mln EUR to 3,373 mln EUR, with some deductions and adjustments.
• Capital ratios generally decreased, indicating a reduction in capital adequacy during the period.
• The leverage ratio remained stable at 6.1% and 6.0% for the transitional definition, and at 4.0% for the fully phased-in definition.
• Risk exposure amounts for credit risk slightly decreased, while market risk exposure increased slightly.
• Sovereign exposure decreased from 15,688.5 mln EUR to 14,483.8 mln EUR, with a corresponding decrease in financial assets.