EBA欧洲银行-DE_VDYMYTQGZZ6DU0912C88_TR_2016_15页_1mb

报告摘要

Common Equity Tier 1 (CET1) Capital Ratio: 14.01% (31/12/2015) → 12.73% (30/06/2016)
Tier 1 Capital Ratio: 14.16% (31/12/2015) → 13.10% (30/06/2016)
Total Capital Ratio: 16.08% (31/12/2015) → 15.48% (30/06/2016)

CET1 Capital: 7,707 (31/12/2015) → 7,731 (30/06/2016)
CET1 Capital Ratio (Fully Loaded): 11.07% (31/12/2015) → 11.30% (30/06/2016)

Total Risk Exposure Amount: 69,606 (31/12/2015) → 68,400 (30/06/2016)
Credit Risk Exposure: 60,363 (31/12/2015) → 59,636 (30/06/2016)
Securitisation and Re-securitisations (Banking Book): 377 (31/12/2015) → 394 (30/06/2016)
Contributions to CCP Default Fund: 165 (31/12/2015) → 120 (30/06/2016)
Other Credit Risk Exposure: 59,821 (31/12/2015) → 59,122 (30/06/2016)
Market Risk Exposure: 3,296 (31/12/2015) → 3,477 (30/06/2016)
- Of which: Foreign Exchange and Commodities Risk: 3,296 (31/12/2015) → 3,477 (30/06/2016)
Operational Risk Exposure: 4,870 (31/12/2015) → 4,233 (30/06/2016)

Total Operating Income, Net: 2,098 (31/12/2015) → 1,010 (30/06/2016)
Interest Income: 6,461 (31/12/2015) → 3,036 (30/06/2016)
- Debt Securities Income: 294 → 118
- Loans and Advances Income: 4,038 → 1,864
Interest Expenses: 4,846 → 2,317
- Deposits Expenses: 2,017 → 920
- Debt Securities Issued Expenses: 666 → 290
Dividend Income: 19 → 15
Net Fee and Commission Income: 258 → 119
Gains or (-) Losses on Derecognition: 288 → 203
Gains or (-) Losses on Trading Financial Assets: -233 → 202
Gains or (-) Losses on Fair Value Through Profit or Loss: 257 → -177
Gains or (-) Losses from Hedge Accounting: -24 → -28
Exchange Differences: -86 → 0
Net Other Operating Income/(Expenses): 5 → -42
Profit or (-) Loss Before Tax from Continuing Operations: 625 → 429
Profit or (-) Loss After Tax from Continuing Operations: 474 → 344
Profit or (-) Loss for the Year: 474 → 344

Category	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Central Governments or Central Banks	320 → 352
Regional Governments or Local Authorities	246 → 201
Public Sector Entities	539 → 422
Multilateral Development Banks	206 → 218
International Organisations	286 → 317
Institutions	25,265 → 23,922
Corporates	3,887 → 3,725

Capital Decline: The bank's own funds decreased from 11,194 mln EUR in 2015 to 10,589 mln EUR in 2016, with CET1 capital also declining from 9,755 mln EUR to 8,709 mln EUR.
Capital Ratios: All capital ratios (CET1, Tier 1, and Total) declined during the transitional period, indicating a reduction in capital adequacy.
Risk Exposure: Total risk exposure decreased from 69,606 mln EUR to 68,400 mln EUR, with a notable drop in credit risk exposure and a slight increase in market risk exposure.
P&L Performance: The net operating income dropped significantly from 2,098 mln EUR to 1,010 mln EUR, reflecting a decline in interest and fee income, along with increased expenses.
Credit Risk Breakdown: The bank's credit risk exposure was heavily concentrated in institutions and corporates, with a decrease in exposure value from 41,211 mln EUR to 40,720 mln EUR.
Transitional Adjustments: These adjustments had a significant impact on CET1 capital, with a decrease in the amount of transitional adjustments from 2,047 mln EUR to 978 mln EUR.

CET1 Capital: Covered under Articles 26(1) points (a) to (d), 32 to 35, and 36(1) point (f) of CRR.
Additional Tier 1 Capital: Governed by Article 61 of CRR.
Tier 2 Capital: Regulated by Article 71 of CRR.
Capital Ratios: Calculated based on Articles 4(118), 4(112), and 4(109) of CRR.
Transitional Adjustments: Covered under Articles 469 to 472, 478, and 481 of CRR.

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