EBA欧洲银行-NO_549300Q3OIWRHQUQM052_TR_2018_18页_1mb

报告摘要

2018 EU-wide Transparency Exercise Summary - SR-bank

Core Information

Bank Name: SR-bank
LEI Code: 549300Q3OIWRHQUQM052
Country Code: NO (Norway)

Capital Structure (Transitional Period)

Own Funds

Item	Description	31/12/2017 (EUR)	30/06/2018 (EUR)	COREP Code	Regulation
A	Own Funds	2,184	2,373	€1.00 (€0.10,€0.10)	Articles 118 and T2 of CRR
A.1	Common Equity Tier 1 Capital (CET1)	1,838	1,973	€1.00 (€0.00,€0.00)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1	811	839	€1.00 (€0.00,€0.00)	Articles 26(1) (a) and (b), 27 to 29, 36(1) (f) and 42 of CRR
A.1.2	Retained Earnings	1,151	1,241	€1.00 (€0.130,€0.10)	Articles 26(1) (c), 26(2), 36(1) (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	-71	-67	€1.00 (€0.180,€0.10)	Articles 100, 26(1) (d), 36(1) (f) of CRR
A.1.4	Other Reserves	4	5	€1.00 (€0.00,€0.00)	Articles 117, 26(1) (e) of CRR
A.1.5	Funds for general banking risk	0	0	€1.00 (€0.15,€0.10)	Articles 112, 26(1) (f), 36(1) (f) of CRR
A.1.6	Minority interest in CET1 capital	0	0	€1.00 (€0.230,€0.10)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	-4	-4	€1.00 (€0.250,€0.10)	Articles 32 to 35, 36(1) (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-12	-12	€1.00 (€0.300,€0.10) + C 0.00 (€0.40,€0.10)	Articles 113, 36(1) (b), 37, 115, 36(1) (b), 37 (a) of CRR
A.1.9	TFA that rely on future profitability	0	0	€1.00 (€0.370,€0.10)	Articles 36(1) (c), 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-34	-28	€1.00 (€0.380,€0.10)	Articles 36(1) (b), 40, 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	€1.00 (€0.390,€0.10)	Articles 109, 36(1) (a), 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 capital	0	0	€1.00 (€0.430,€0.10)	Articles 122, 36(1) (g), 44 of CRR
A.1.13	Excess deduction from AT1 items over AT1 capital	0	0	€1.00 (€0.460,€0.10)	Article 36(1) (g) of CRR
A.1.14	Deductions related to assets with 1.250% risk weight	0	0	€1.00 (€0.450,€0.10) + C 0.00 (€0.460,€0.10) + C 0.00 (€0.470,€0.10) + C 0.00 (€0.470,€0.10)	Articles 36(1) (b), 36(1) (k), 74(3) (b), 34(4), 34(1) (b), 258, 36(1) (k), 153(8), 155(4) of CRR
A.1.15	Securitisation positions	0	0	€1.00 (€0.460,€0.10)	Articles 36(1) (b), 24(3) (1) (b), 24(4) (1) (b), 258 of CRR
A.1.16	Holdings of CET1 capital instruments (non-significant investment)	0	0	€1.00 (€0.480,€0.10)	Articles 27, 36(1) (h), 43 to 46, 49 (2) and (3), 79 of CRR
A.1.16	Deductible DTAs that rely on future profitability	0	0	€1.00 (€0.490,€0.10)	Articles 36(1) (c), 38, 48(1) (a), 48(2) of CRR
A.1.17	Holdings of CET1 capital instruments (significant investment)	-7	0	€1.00 (€0.500,€0.10)	Articles 27, 36(1) (b), 43 to 46, 49 (2) and (3), 79 of CRR
A.1.18	Amount exceeding 17.65% threshold	0	0	€1.00 (€0.510,€0.10)	Article 48 of CRR
A.1.19	Additional deductions of CET1 capital due to Article 3 CRR	0	0	€1.00 (€0.524,€0.10)	Article 3 of CRR
A.1.20	CET1 capital elements or deductions - other	0	0	€1.00 (€0.529,€0.10)	-
A.1.21	Transitional adjustments	0	0	-	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 instruments	0	0	€1.00 (€0.226,€0.10)	Articles 48(1) to (3), 494 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	€1.00 (€0.246,€0.10)	Articles 479, 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 capital	0	0	€1.00 (€0.528,€0.10)	Articles 469 to 472, 478, 481 of CRR
A.2	Additional Tier 1 Capital	121	125	€1.00 (€0.530,€0.10)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	40	41	€1.00 (€0.540,€0.10) + C 0.00 (€0.670,€0.10)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	€1.00 (€0.720,€0.10)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	€1.00 (€0.698,€0.10) + C 0.00 (€0.700,€0.10) + C 0.00 (€0.710,€0.10) + C 0.00 (€0.700,€0.10) + C 0.00 (€0.700,€0.10) + C 0.00 (€0.710,€0.10)	-
A.2.4	Additional Tier 1 transitional adjustments	81	84	€1.00 (€0.660,€0.10) + C 0.00 (€0.680,€0.10) + C 0.00 (€0.730,€0.10)	-
A.3	Tier 1 Capital	1,959	2,098	€1.00 (€0.15,€0.10)	Article 25 of CRR
A.4	Tier 2 Capital	225	275	€1.00 (€0.750,€0.10)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	229	279	€1.00 (€0.760,€0.10) + C 0.00 (€0.690,€0.10)	-
A.4.2	Other Tier 2 Capital components and deductions	-4	-4	€1.00 (€0.910,€0.10) + C 0.00 (€0.690,€0.10) + C 0.00 (€0.690,€0.10) + C 0.00 (€0.690,€0.10) + C 0.00 (€0.690,€0.10) + C 0.00 (€0.690,€0.10) + C 0.00 (€0.690,€0.10) + C 0.00 (€0.690,€0.10)	-
A.4.3	Tier 2 transitional adjustments	0	0	€1.00 (€0.680,€0.10) + C 0.00 (€0.690,€0.10) + C 0.00 (€0.690,€0.10)	-
B	Total Risk Exposure Amount	12,211	13,334	€1.00 (€0.15,€0.10)	Articles B2(3), 95, 96, 98 of CRR
B.1	Transitional adjustments included	0	0	€1.051 (€0.15,€0.40)	-
C.1	Common Equity Tier 1 Capital Ratio (transitional period)	15.05%	14.80%	GA3 (1)	-
C.2	Tier 1 Capital Ratio (transitional period)	16.04%	15.74%	GA3 (3)	-
C.3	Total Capital Ratio (transitional period)	17.88%	17.80%	GA3 (5)	-
D	Common Equity Tier 1 Capital (fully loaded)	1,638	1,973	-	-
E	Common Equity Tier 1 Capital Ratio (fully loaded)	15.05%	14.80%	-	-

Capital Ratios

Common Equity Tier 1 Capital Ratio (transitional period): 15.05% (31/12/2017) → 14.80% (30/06/2018)
Tier 1 Capital Ratio (transitional period): 16.04% (31/12/2017) → 15.74% (30/06/2018)
Total Capital Ratio (transitional period): 17.88% (31/12/2017) → 17.80% (30/06/2018)

Leverage Ratio

Item	Description	31/12/2017	30/06/2018	COREP Code	Regulation
A.1	Tier 1 Capital - Transitional Definition	1,959	2,098	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 Capital - Fully Phased-in Definition	1,878	2,015	C 47.00 (r310,c010)	-
B.1	Total Leverage Ratio Exposures (Transitional)	26,577	28,024	C 47.00 (r300,c010)	-
B.2	Total Leverage Ratio Exposures (Fully Phased-in)	26,577	28,024	C 47.00 (r290,c010)	-
C.1	Leverage Ratio (Transitional)	7.4%	7.5%	C 47.00 (r340,c010)	-
C.2	Leverage Ratio (Fully Phased-in)	7.1%	7.2%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Type	31/12/2017 (EUR)	30/06/2018 (EUR)
Credit Risk	10,476	11,449
Securitisation and Re-securitisation (Banking Book)	0	0
Contributions to the Default Fund of a CCP	0	0
Other Credit Risk	10,476	11,449
Market Risk (Position, FX, Commodities)	0	0
Credit Valuation Adjustment	95	83
Operational Risk	755	834
Other Risk Exposure Amounts	885	968
Total Risk Exposure Amount	12,211	13,334

Profit and Loss (P&L)

Item	31/12/2017 (EUR)	30/06/2018 (EUR)
Interest Income	654	352
Of which: Debt Securities Income	56	27
Of which: Loans and Advances Income	596	325
Interest Expenses	303	164
Of which: Deposits Expenses	156	81
Of which: Debt Securities Issued Expenses	139	79
Dividend Income	1	1
Net Fee and Commission Income	104	68
Gains or (-) Losses on Derecognition	0	0
Gains or (-) Losses on Financial Assets Held for Trading	3	-3
Gains or (-) Losses on Financial Assets at Fair Value Through Profit or Loss	-7	-10
Gains or (-) Losses from Hedge Accounting	97	-79
Exchange Differences	-75	106
Net Other Operating Income/(Expenses)	4	-16
Total Operating Income, Net	477	256

Market Risk

Item	31/12/2017	30/06/2018
VaR (Memorandum Item)	0	0
Stressed VaR (Memorandum Item)	0	0
Incremental Default and Migration Risk Capital Charge	0	0
All Price Risks Capital Charge for CTP	0	0

Credit Risk - Standardised Approach

Item	31/12/2017	30/06/2018
Total Risk Exposure Amount	7,967	8,201
Of which: Defaulted	2,522	2,559
Standardised Total	7,967	8,201

Credit Risk - IRB Approach

Item	31/12/2017	30/06/2018
Total Risk Exposure Amount	7,954	8,890
Of which: Defaulted	7,954	8,890
IRB Total	7,954	8,890

Sovereign Exposure

Item	31/12/2017	30/06/2018
Total Gross Carrying Amount of Non-Derivative Financial Assets	490.4	-
Total Carrying Amount of Non-Derivative Financial Assets (net of short positions)	477.2	-
Financial Assets Held for Trading	0	-
Financial Assets Designated at Fair Value Through Profit or Loss	0	-
Financial Assets at Fair Value Through Other Comprehensive Income	0	-
Financial Assets at Amortised Cost	0	-
Risk Weighted Exposure Amount	-	-

Notes

The fully loaded CET1 capital estimation is based on the formulae in the "COREP CODE" column.
The capital ratios may differ from those published by participating banks in Pillar 3 disclosures.
The "Total Risk Exposure Amount" is based on the Standardised and IRB approaches.
The "Original Exposure" is reported before credit conversion factors or mitigation techniques are applied.

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