EBA欧洲银行-PT_529900H2MBEC07BLTB26_TR_2018_20页_2mb
报告摘要
2018 EU-wide Transparency Exercise Summary - Caixa Central de Crédito Agrícola Múltuo, CRL
Core Information
- Bank Name: Caixa Central de Crédito Agrícola Múltuo, CRL
- LEI Code: 529900H2MBEC07BLTB26
- Country Code: PT (Portugal)
Own Funds - Transitional Period
| Item | 2017 (mln EUR) | 2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 1,214 | 1,317 | C:0.00 (0.01),0.010 | Articles 4(118) and 72 of CRR |
| A.1 | 1,152 | 1,240 | C:0.00 (0.02),0.010 | Article 50 of CRR |
| A.1.1 | 1,086 | 1,148 | C:0.00 (0.03),0.010 | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | -136 | -94 | C:0.00 (0.13),0.010 | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 22 | -7 | C:0.00 (0.18),0.010 | Articles 4(100), 36(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 322 | 352 | C:0.00 (0.00),0.010 | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C:0.00 (0.01),0.010 | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 0 | 0 | C:0.00 (0.23),0.010 | Article 84 of CRR |
| A.1.7 | -5 | -1 | C:0.00 (0.25),0.010 | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -60 | -63 | C:0.00 (0.30),0.00 + C:0.00 (0.40),0.010 | Articles 4(113), 36(1) point (h) and 37 of CRR |
| A.1.9 | -5 | -6 | C:0.00 (0.37),0.010 | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | 0 | 0 | C:0.00 (0.38),0.010 | Articles 36(1) point (g), 40 and 159 of CRR |
| A.1.11 | -1 | -1 | C:0.00 (0.39),0.010 | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | 0 | 0 | C:0.00 (0.43),0.010 | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | -27 | 0 | C:0.00 (0.46),0.010 | Article 3 CRR |
| A.1.14 | 0 | 0 | C:0.00 (0.45),0.010 + C:0.00 (0.46),0.010 + C:0.00 (0.47),0.010 | Articles 4(36), 36(1) point (h) and 89 to 91 of CRR |
| A.1.15 | 0 | 0 | C:0.00 (0.46),0.010 | Articles 36(1) point (j), 24(31) point (k), 24(41) point (l), and 258 of CRR |
| A.1.16 | 0 | 0 | C:0.00 (0.48),0.010 | Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (j); 49(3) to (3) and 79 of CRR |
| A.1.17 | 0 | 0 | C:0.00 (0.49),0.010 | Articles 36(1) point (j) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.18 | -31 | -16 | C:0.00 (0.50),0.010 | Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (j); 49(3) to (3) and 79 of CRR |
| A.1.19 | -78 | -73 | C:0.00 (0.51),0.010 | Article 48 of CRR |
| A.1.20 | 0 | 0 | C:0.00 (0.52),0.010 | Article 3 CR |
| A.1.21 | 0 | 0 | C:0.00 (0.53),0.010 | - |
| A.1.22 | 63 | 0 | GA1 (1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
Capital Ratios (Transitional Period)
| Item | 2017 (%) | 2018 (%) | COREP Code | Regulation |
|---|---|---|---|---|
| C.1 | 12.79% | 13.92% | GA3 (1) | - |
| C.2 | 12.79% | 13.92% | GA3 (3) | - |
| C.3 | 13.48% | 14.79% | GA3 (5) | - |
Own Funds Fully Loaded
| Item | 2017 (mln EUR) | 2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| CET1 Capital Fully loaded | 1,115 | 1,240 | - | - |
CET1 Capital Ratio (Fully loaded)
| Item | 2017 (%) | 2018 (%) | COREP Code | Regulation |
|---|---|---|---|---|
| CET1 RATIO (%) | 12.42% | 14.07% | [D/A-1]/[A-1,1-A-1] | - |
Memo Items - IFRS 9 Transitional Arrangements
| Item | 2017 | 2018 | COREP Code | Regulation |
|---|---|---|---|---|
| Adjustments to CET1 | - | 0 | C:0.05,0.01 (0.61),0.010 | - |
| Adjustments to ATI | - | 0 | C:0.05,0.01 (0.61),0.010 | - |
| Adjustments to TI | - | 0 | C:0.05,0.01 (0.61),0.010 | - |
| Adjustments included in RWAs | - | 0 | C:0.05,0.01 (0.61),0.010 | - |
Leverage Ratio
| Item | 2017 | 2018 | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 capital - transitional definition | 1,152 | 1,240 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 capital - fully phased-in definition | 1,115 | 1,240 | C 47.00 (r310,c010) | - |
| Total leverage ratio exposures - using a transitional definition of Tier 1 capital | 16,978 | 17,456 | C 47.00 (r300,c010) | - |
| Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital | 16,938 | 17,456 | C 47.00 (r290,c010) | - |
| Leverage ratio - using a transitional definition of Tier 1 capital | 6.8% | 7.1% | C 47.00 (r340,c010) | - |
| Leverage ratio - using a fully phased-in definition of Tier 1 capital | 6.6% | 7.1% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | 2017 (mln EUR) | 2018 (mln EUR) | Regulation |
|---|---|---|---|
| Risk exposure amounts for credit risk | 9,008 | 8,909 | Articles 8(3), 95, 96 and 98 of CRR |
| Of which: Transitional adjustments included | 29 | 95 | - |
| Risk exposure amount for position, foreign exchange and commodities (Market risk) | 37 | 33 | - |
| Risk exposure amount for Credit Valuation Adjustment | 2 | 49 | - |
| Risk exposure amount for operational risk | 1,100 | 1,100 | - |
| Total Risk Exposure Amount | 9,008 | 8,909 | - |
Credit Risk - Standardised Approach
| Item | 2017 (mln EUR) | 2018 (mln EUR) | Regulation |
|---|---|---|---|
| Standardised Total | 19,170 | 17,089 | Articles 8(3), 95, 96 and 98 of CRR |
| Standardised Total (adjusted) | 19,765 | 17,585 | - |
P&L Summary
| Item | 2017 (mln EUR) | 2018 (mln EUR) |
|---|---|---|
| Interest income | 406 | 203 |
| Of which debt securities income | 153 | 66 |
| Of which loans and advances income | 253 | 127 |
| Interest expenses | 118 | 50 |
| (Of which deposits expenses) | 19 | 7 |
| (Of which debt securities issued expenses) | 1 | 0 |
| (Expenses on share capital repayable on demand) | 0 | 0 |
| Dividend income | 1 | 1 |
| Net Fee and commission income | 145 | 67 |
| 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 | 74 | 15 |
| Gains or (-) losses on financial assets and liabilities held for trading, net | 0 | 0 |
| Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net | 0 | 1 |
| Gains or (-) losses from hedge accounting, net | 0 | -2 |
| Exchange differences [gain or (-) loss], net | 1 | 1 |
| Net other operating income/(expenses) | 23 | 5 |
| TOTAL OPERATING INCOME, NET | 534 | 240 |
| (Administrative expenses) | 297 | 146 |
| (Depreciation) | 23 | 11 |
| Modification gains or (-) losses, net | n.a. | 0 |
| (Provisions or (-) reversal of provisions) | -6 | -1 |
| (Commitments and guarantees given) | -6 | -2 |
| (Other provisions) | 0 | 1 |
| PROFIT OR (-) LOSS FOR THE YEAR | 151 | 62 |
Key Observations
- The bank's own funds increased from 1,214 mln EUR in 2017 to 1,317 mln EUR in 2018.
- CET1 Capital rose from 1,152 mln EUR to 1,240 mln EUR, indicating a strengthening of the bank's core capital.
- The leverage ratio improved from 6.8% to 7.1% using the transitional definition, and from 6.6% to 7.1% using the fully phased-in definition.
- Total Risk Exposure Amount decreased from 9,008 mln EUR to 8,909 mln EUR, with a reduction in market risk exposure (from 37 mln EUR to 33 mln EUR).
- Credit risk under the standardised approach decreased from 19,170 mln EUR to 17,089 mln EUR, with a corresponding reduction in standardised total risk exposure amount to 17,585 mln EUR.
- Profit or loss for the year dropped significantly from 151 mln EUR to 62 mln EUR, likely due to changes in operating income and expenses.
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