EBA欧洲银行-DE_529900HNOAA1KXQJUQ27_TR_2018_22页_3mb
报告摘要
2018 EU-wide Transparency Exercise Summary - DZ BANK AG Deutsche Zentral-Genossenschaftsbank
Core Information
- Bank Name: DZ BANK AG Deutsche Zentral-Genossenschaftsbank
- LEI Code: 529900HNOAA1KXQJUQ27
- Country Code: DE
Capital Structure (Transitional Period)
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 22,611 | 22,786 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital (net of deductions and after transitional adjustments) | 18,134 | 18,573 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 10,478 | 10,478 | C:0.00 (030;010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained Earnings | 6,558 | 6,739 | C:0.00 (030;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated Other Comprehensive Income | 1,123 | 577 | C:0.00 (018;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 969 | 1,783 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C:0.00 (015;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 106 | 127 | C:0.00 (029;010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential fibers | -332 | -315 | C:0.00 (025;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -651 | -642 | C:0.00 (030;010) + C:0.00 (040;010) | 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 | TFAs that rely on future profitability and do not arise from temporary differences net of associated DTIs | -6 | -6 | C:0.00 (037;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | -137 | -142 | C:0.00 (038;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | 0 | 0 | C:0.00 (039;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | -2 | -2 | C:0.00 (043;010) | 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:0.00 (046;010) | Articles 36(1) point (g) of CRR |
| A.1.20 | CET1 capital elements or deductions - other | -11 | -24 | C:0.00 (059;010) | - |
| A.1.21 | Transitional adjustments | 39 | 0 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C:0.00 (0226;010) | Articles 48(3) point (a) and 48(2) of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 93 | 0 | C:0.00 (0246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | -54 | 0 | C:0.00 (0528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital | 1,790 | 1,693 | C:0.00 (0530;010) | Article 61 of CRR |
| A.3 | Tier 1 Capital | 19,923 | 20,266 | C:0.00 (015;010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 2,687 | 2,520 | C:0.00 (0750;010) | Article 71 of CRR |
Capital Ratios (Transitional Period)
| Ratio | As of 31/12/2017 (%) | As of 30/06/2018 (%) | COREP Code |
|---|---|---|---|
| Common Equity Tier 1 Capital Ratio | 13.81% | 13.70% | GAI (1) |
| Tier 1 Capital Ratio | 15.17% | 14.95% | GAI (3) |
| Total Capital Ratio | 17.21% | 16.81% | GAI (5) |
Leverage Ratio
| Item | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital - Transitional Definition | 19,923 | 20,266 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital - Fully Phased-in Definition | 18,798 | 19,280 | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures - Transitional Definition | 432,030 | 460,817 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures - Fully Phased-in Definition | 432,015 | 460,817 | C 47.00 (r290,c010) | - |
| Leverage Ratio - Transitional Definition | 4.6% | 4.4% | C 47.00 (r340,c010) | - |
| Leverage Ratio - Fully Phased-in Definition | 4.4% | 4.2% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Exposure Type | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Credit Risk | 111,060 | 114,856 |
| Securitisation and Re-securitisations (Banking Book) | 5,978 | 6,943 |
| Contributions to the Default Fund of a CCP | 237 | 173 |
| Other Credit Risk | 104,846 | 107,740 |
| Market Risk (Position, FX, Commodities) | 6,778 | 7,138 |
| Total Risk Exposure Amount | 131,345 | 135,524 |
Credit Risk - Standardised Approach
| Risk Exposure Type | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Standardised Total | 231,290 | 247,928 |
Profit and Loss (P&L)
| P&L Item | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) |
|---|---|---|
| Interest Income | 12,737 | 6,478 |
| Interest Expenses | 9,658 | 5,036 |
| Net Fee and Commission Income | 2,167 | 1,119 |
| Gains or (-) Losses on Derecognition | 70 | 105 |
| Gains or (-) Losses on Financial Assets Held for Trading | 509 | 157 |
| Gains or (-) Losses on Financial Assets at Fair Value Through Profit or Loss | 284 | -74 |
| Gains or (-) Losses from Hedge Accounting | -27 | -6 |
| Exchange Differences | -84 | 11 |
| Net Other Operating Income/(Expenses) | 14 | 143 |
| Total Operating Income, Net | 6,022 | 2,935 |
| Profit or (-) Loss Before Tax from Continuing Operations | 1,597 | 1,034 |
| Profit or (-) Loss After Tax from Continuing Operations | 1,062 | 694 |
| Profit or (-) Loss for the Year | 1,062 | 694 |
Summary of Key Information
- Capital Adequacy: The bank's CET1 capital increased from 18,134 mln EUR to 18,573 mln EUR during the transitional period. The Tier 1 and Total Capital ratios also remained stable, with a slight decrease.
- Leverage Ratio: The leverage ratio decreased from 4.6% to 4.4% using the transitional definition, indicating a slight improvement in capital adequacy relative to risk exposure.
- Risk Exposure: The total risk exposure increased from 131,345 mln EUR to 135,524 mln EUR, with a rise in credit and market risk exposure.
- P&L Performance: The net operating income decreased significantly from 6,022 mln EUR to 2,935 mln EUR, with a decline in interest income and expenses, and a reduction in net fee and commission income.
- Regulatory Compliance: The bank adheres to the Capital Requirements Regulation (CRR) and its delegated regulations, with various adjustments applied to its capital and risk exposure calculations.
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