EBA欧洲银行-PT056_38页_4mb

报告摘要

Item	2012-12-31 (Million EUR)	% RWA	2013-06-30 (Million EUR)	% RWA
A) Common equity before deductions	2,484	-	2,552	-
Of which: adjustment to valuation differences in other AFS assets	469	-	417	-
B) Deductions from common equity	-91	-	-94	-
Of which: IRB provision shortfall and IRB equity expected loss amounts (before tax)	0	-	0	-
C) Common equity (A + B)	2,392	9.8%	2,459	10.6%
Of which: ordinary shares subscribed by government	0	-	0	-
D) CoCos issued before 30 June 2012	0	-	0	-
E) Other Existing government support measures	1,200	-	1,000	-
F) Core Tier 1 (C + D + E)	3,592	14.7%	3,459	14.9%
G) Hybrid instruments not subscribed by government	51	-	51	-
H) Tier 1 Capital (F + G)	3,644	14.9%	3,510	15.1%
I) RWA	24,512	-	23,219	-

Common Equity instruments under A): Not eligible as CET1 under CRR.
Adjustments to Minority Interests: 128 (2012-12-31) and 141 (2013-06-30).
DTAs that rely on future profitability (net of DTL): 520 (2012-12-31) and 493 (2013-06-30).
Holdings of CET1 capital instruments of financial sector entities: 434 (2012-12-31) and 452 (2013-06-30).
RWA for Credit Value Adjustment Risk (CVA): 80 (2012-12-31) and 69 (2013-06-30).

Counterparty	Exposure Values (Million EUR)	RWA (Million EUR)	Value Adjustments and Provisions
All counterparty countries
Central banks and central governments	-	-	-
Institutions	-	-	-
Corporates	7,505	1,554	58
Corporates - Of Which: Specialised Lending	1,430	812	27
Corporates - Of Which: SME	0	3	-
Retail	34,733	1,730	0
Retail - Secured on real estate property	11,493	6,171	0
Retail - Secured on real estate property - Of Which: SME	27	924	0
Retail - Secured on real estate property - Of Which: non-SME	11,466	4,313	0
Retail - Qualifying Revolving	219	164	0
Retail - Other Retail	2,672	2,003	0
Retail - Other Retail - Of Which: SME	1,232	923	0
Retail - Other Retail - Of Which: non-SME	1,440	1,078	0
Equity	599	620	0
Securitisation	134	189	0
Other non-credit obligation assets	801	368	0
TOTAL	41,814	21,571	491

Securitisation and re-securitisations positions deducted from capital: Not included in RWA.
LTV %: Provided for different exposure types (F-IRB, A-IRB, STA).
Breakdown by country: Based on the minimum of 90% of total EAD or top 10 countries by exposure.

Common Equity (CET1): Increased from 2,392 million EUR (9.8% of RWA) in 2012 to 2,459 million EUR (10.6% of RWA) in 2013.
Tier 1 Capital: Rose from 3,644 million EUR (14.9% of RWA) in 2012 to 3,510 million EUR (15.1% of RWA) in 2013.
RWA: Decreased from 24,512 million EUR in 2012 to 23,219 million EUR in 2013.
Credit Risk Exposure: Total exposure was 41,814 million EUR in 2012, with a significant portion in Retail (34,733 million EUR) and Corporates (7,505 million EUR).
Government Support Measures: Decreased from 1,200 million EUR to 1,000 million EUR, impacting Core Tier 1 Capital.
Hybrid Instruments: Remain at 51 million EUR in both periods, contributing to Tier 1 Capital.
Securitisation: Exposures were 134 million EUR (2012) and 189 million EUR (2013), with deductions from capital but not included in RWA.
Value Adjustments and Provisions: Total value adjustments and provisions were 491 million EUR in 2013, with most items remaining at zero except for some Retail and Corporates segments.