EBA欧洲银行-IE_635400DTNHVYGZODKQ93_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - Permanent TSB Group Holdings Plc

Core Content Overview

The 2016 EU-wide Transparency Exercise provides detailed financial and risk-related data for Permanent TSB Group Holdings Plc. The summary includes capital composition, capital ratios, risk exposure amounts, and profit and loss (P&L) information.

Capital Composition

Own Funds (Transitional Period)

Item	Description	31/12/2015 (EUR)	30/06/2016 (EUR)	COREP CODE	Regulation
A	Own Funds	2,281	2,301	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital	2,086	2,128	C.01.00 (r020,c010)	Article 50 of CRR
A.1.1	CET1 Capital instruments	1,579	1,579	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained Earnings	1,306	1,491	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	114	86	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	-735	-853	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C.01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest in CET1 capital	0	0	C.01.00 (r230,c010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	14	4	C.01.00 (r250,c010)	Articles 32 to 35 and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-36	-27	C.01.00 (r300,c010) + C.01.00 (r340,c010)	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	DTAs that rely on future profitability	-404	-386	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments	0	0	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from AT1 items over AT1 Capital	0	0	C.01.00 (r440,c010)	Article 36(1) point (i) of CRR
A.1.14	Deductions related to assets which can be subject to 1.25% risk weight	0	0	C.01.00 (r450,c010) + C.01.00 (r460,c010) + C.01.00 (r470,c010) + C.01.00 (r471,c010) + C.01.00 (r472,c010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (l), and 258 of CRR; Articles 36(1) point (k) (ii) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	Holdings of CET1 capital instruments of financial sector entities (no significant investment)	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTAs that rely on future profitability	0	0	C.01.00 (r490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities (significant investment)	0	0	C.01.00 (r500,c010)	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	Amount exceeding 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C.01.00 (r524,c010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C.01.00 (r529,c010)	-
A.1.21	Transitional adjustments	248	233	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 instruments	0	0	C.01.00 (r220,c010)	Articles 48(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	248	233	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Item	Description	31/12/2015 (%)	30/06/2016 (%)
C.1	CET1 Capital Ratio	17.08%	17.88%
C.2	Tier 1 Capital Ratio	17.94%	18.67%
C.3	Total Capital Ratio	18.68%	19.34%

Fully Loaded CET1 Capital

Item	Description	31/12/2015 (EUR)	30/06/2016 (EUR)
D	CET1 Capital (fully loaded)	1,838	1,894
E	CET1 Capital Ratio (fully loaded)	15.05%	15.92%

Risk Exposure Amounts

Risk Exposure	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit Risk	11,651	11,174
Securitisation and Re-securitisations (Banking Book)	8	7
Contributions to CCP Default Fund	0	0
Other Credit Risk	11,643	11,167
Market Risk (Position, FX, Commodities)	0	0
Credit Valuation Adjustment	154	231
Operational Risk	405	493
Total Risk Exposure Amount	12,210	11,898

Profit and Loss (P&L) Summary

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Interest Income	853	352
Debt Securities Income	146	58
Loans and Advances Income	640	279
Interest Expenses	501	157
Deposits Expenses	307	91
Debt Securities Issued Expenses	46	8
Net Fee and Commission Income	39	19
Gains or Losses on Derecognition	0	0
Gains or Losses on Trading Financial Assets	-5	-9
Gains or Losses on Fair Value through Profit or Loss	0	0
Gains or Losses from Hedge Accounting	1	0
Exchange Differences	0	-1
Net Other Operating Income/(Expenses)	-2	29
Total Operating Income, Net	385	233
Administrative Expenses	268	161
Depreciation	19	10
Provisions or Reversal of Provisions	99	13
Profit or Loss Before Tax from Continuing Operations	-424	108
Profit or Loss After Tax from Continuing Operations	-417	80
Profit or Loss for the Year	-417	80

Credit Risk - Standardised Approach

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Standardised Total	13,859	10,653
Other Exposures	713	713
Value Adjustments and Provisions	39	35

Country-Specific Risk Exposure

Ireland:
- Original Exposure: 713
- Exposure Value: 713
- Risk Exposure Amount: 270
- Value Adjustments and Provisions: 39
United Kingdom:
- Original Exposure: 0
- Exposure Value: 0
- Risk Exposure Amount: 0
- Value Adjustments and Provisions: 0

Key Information

The Total Risk Exposure Amount for the year ended 31/12/2015 was 12,210 EUR, and it decreased to 11,898 EUR as of 30/06/2016.
The CET1 Capital Ratio increased from 17.08% to 17.88% during the same period.
Profit or Loss for the Year was -417 EUR as of 31/12/2015 and turned positive to 80 EUR as of 30/06/2016.
The Standardised Approach for credit risk shows a decrease in total risk exposure from 13,859 EUR to 10,653 EUR.
The Country of Counterparty data indicates a decrease in risk exposure for Ireland from 270 EUR to 223 EUR.