EBA欧洲银行-IT_81560097964CBDAED282_TR_2015

报告摘要

2015 EU-wide Transparency Exercise Summary

1. Core Information

Bank Name: Unione di Banche Italiane SCpA
LEI Code: 81560097964CBDAED282
Country Code: IT

2. Capital Structure

Capital Component	As of 31/12/2014 (EUR mln)	As of 30/06/2015 (EUR mln)	COREP Code	Regulation
Own Funds	9,442	9,298	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital (net of deductions and after transitional adjustments)	7,615	7,706	CA1 (1.1.1)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	6,851	5,930	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	815	1,818	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	111	152	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
Other Reserves	1,837	1,834	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Minority Interest	169	168	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-2	-3	CA1 (1.1.1.9)	Articles 32 to 35 and 36(1) point (f) of CRR
Intangible Assets	-1,754	-1,739	CA1 (1.1.1.10 + 1.1.1.11)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
IRB shortfall of credit risk adjustments to expected losses	-927	-822	CA1 (1.1.1.13)	Articles 36(1) point (d), 40 and 159 of CRR
Other CET1 Capital Elements and Deductions	0	0	CA1 (1.1.1.27) + CA1 (1.1.1.28)	-
Transitional Adjustments	847	575	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	CA1 (1.1.1.6)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	258	192	CA1 (1.1.1.8)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	589	383	CA1 (1.1.1.26)	Articles 469 to 472, 478 and 481 of CRR

3. Additional Tier 1 Capital

Component	As of 31/12/2014 (EUR mln)	As of 30/06/2015 (EUR mln)
Additional Tier 1 Capital (net of deductions and after transitional adjustments)	0	0
Additional Tier 1 Capital instruments (including grandfathered amounts)	38	39
Other additional Tier 1 Capital components and deductions	-38	-39

4. Tier 1 and Tier 2 Capital

Capital Type	As of 31/12/2014 (EUR mln)	As of 30/06/2015 (EUR mln)
Tier 1 Capital (net of deductions and after transitional adjustments)	7,615	7,706
Tier 2 Capital (net of deductions and after transitional adjustments)	1,826	1,592

5. Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2014 (EUR mln)	As of 30/06/2015 (EUR mln)
Risk exposure amount for credit risk	57,159	54,535
Risk exposure amount for position, foreign exchange and commodities (Market risk)	707	1,051
Risk exposure amount for Credit Valuation Adjustment	184	183
Risk exposure amount for operational risk	3,713	3,758
Total Risk Exposure Amount	61,763	59,526

6. Profit and Loss (P&L)

P&L Component	As of 31/12/2014 (EUR mln)	As of 30/06/2015 (EUR mln)
Interest Income	3,015	1,309
Of which debt securities income	539	223
Of which loans and advances income	2,425	1,070
Interest Expenses	1,197	462
Of which deposits expenses	241	59
Of which debt securities issued expenses	956	402
Dividend Income	10	5
Net Fee and Commission Income	1,227	669
Gains or losses on derecognition of financial assets and liabilities	153	54
Gains or losses on financial assets and liabilities held for trading	60	45
Gains or losses on financial assets and liabilities designated at fair value through profit or loss	3	6
Gains or losses from hedge accounting	-11	7
Exchange differences	3	0
Net other operating income/(expenses)	336	168
Total Operating Income, Net	3,599	1,801
Profit or loss before tax from continuing operations	-776	240
Profit or loss after tax from continuing operations	-704	142
Profit or loss for the year	-704	142

7. Credit Risk - Standardised Approach

Category	As of 31/12/2014 (EUR mln)	As of 30/06/2015 (EUR mln)
Central governments or central banks	24,990	22,892
Regional governments or local authorities	930	1,096
Public sector entities	1,045	1,016
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	12,278	14,525
Corporates	17,925	18,255
Retail	10,153	10,462
Standardised Total	80,056	80,813

8. Credit Risk - IRB Approach

Category	As of 31/12/2014 (EUR mln)	As of 30/06/2015 (EUR mln)
Corporates	58,138	57,963
Retail	32,245	31,836
IRB Total	32,085	30,505

9. Sovereign Exposure

Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions)	NET DIRECT POSITIONS	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES	INDIRECT SOVEREIGN EXPOSURES
[0 - 3M]	Austria	0	0	0	0
[3M - 5Y]	Belgium	0	0	0	0
[5Y - 2Y]	Cyprus	0	0	0	0
[0 - 3M]	Germany	0	0	0	0
[2Y - 3Y]	Croatia	0	1,900	0	0
Total	-	0	0	0	0

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