EBA欧洲银行-SE_M312WZV08Y7LYUC71685_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - Swedbank Group
Core Information
- Bank Name: Swedbank - group
- LEI Code: M312WZV08Y7LYUC71685
- Country Code: SE
Capital Structure Overview
Own Funds (Transitional Period)
| Item | As of 31/12/2016 (EUR) | As of 30/08/2017 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 13,105 | 13,693 | C.01.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | 10,330 | 10,396 | C.01.00 (020,010) | Article 50 of CRR |
| A.1.1 | 3,639 | 3,606 | C.01.00 (030,010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | 5,935 | 5,784 | C.01.00 (130,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | -175 | -190 | C.01.00 (180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 2,631 | 2,930 | C.01.00 (200,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C.01.00 (210,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 8 | 8 | C.01.00 (230,010) | Article 84 of CRR |
| A.1.7 | -71 | -60 | C.01.00 (250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -1,476 | -1,509 | C.01.00 (300,010) + C.01.00 (340,010) | Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR |
| A.1.9 | -12 | -11 | C.01.00 (370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -144 | -155 | C.01.00 (380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | 0 | 0 | C.01.00 (390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | 0 | 0 | C.01.00 (430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | 0 | 0 | C.01.00 (440,010) | Article 36(1) point (j) of CRR |
| A.1.14 | 0 | 0 | C.01.00 (450,010) + C.01.00 (460,010) + C.01.00 (470,010) | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) and 258 of CRR; Articles 36(1) point (l) (i), and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| A.1.15 | 0 | 0 | C.01.00 (460,010) | Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.16 | 0 | 0 | C.01.00 (480,010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.17 | 0 | 0 | C.01.00 (490,010) | Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.18 | 0 | 0 | C.01.00 (510,010) | Article 48 of CRR |
| A.1.19 | 0 | 0 | C.01.00 (524,010) | Article 3 CRR |
| A.1.20 | -5 | -5 | C.01.00 (529,010) | - |
| A.1.21 | 0 | 0 | GA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C.01.00 (220,010) | Articles 48(3) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 0 | 0 | C.01.00 (240,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 0 | 0 | C.01.00 (520,010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | 1,495 | 1,343 | C.01.00 (530,010) | Article 61 of CRR |
| A.2.1 | 1,176 | 1,086 | C.01.00 (540,010) + C.01.00 (670,010) | - |
| A.2.2 | 0 | 0 | C.01.00 (770,010) | - |
| A.2.3 | -5 | -3 | C.01.00 (690,010) + C.01.00 (7700,010) + C.01.00 (710,010) + C.01.00 (744,010) + ... | - |
| A.2.4 | 325 | 260 | C.01.00 (660,010) + C.01.00 (680,010) + C.01.00 (770,010) | - |
| A.3 | 11,825 | 11,740 | C.01.00 (615,010) | Article 25 of CRR |
| A.4 | 1,280 | 1,953 | C.01.00 (750,010) | Article 71 of CRR |
| A.4.1 | 1,350 | 1,968 | C.01.00 (760,010) + C.01.00 (890,010) | - |
| A.4.2 | -70 | -69 | C.01.00 (910,010) + ... | - |
| A.4.3 | 0 | 54 | C.01.00 (880,010) + C.01.00 (990,010) + C.01.00 (960,010) | - |
Capital Ratios (Transitional Period)
| Ratio | As of 31/12/2016 (%) | As of 30/08/2017 (%) |
|---|---|---|
| C.1 | 25.04% | 24.64% |
| C.2 | 28.66% | 27.82% |
| C.3 | 31.76% | 32.45% |
CET1 Capital (Fully loaded)
| Item | As of 31/12/2016 (EUR) | As of 30/08/2017 (EUR) |
|---|---|---|
| D | 10,330 | 10,396 |
| E | 26.89% | 24.64% |
Leverage Ratio
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A.1 | 11,825 | 11,740 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 | 11,501 | 11,479 | C 47.00 (r310,c010) | - |
| B.1 | 219,647 | 242,372 | C 47.00 (r300,c010) | - |
| B.2 | 219,647 | 242,372 | C 47.00 (r290,c010) | - |
| C.1 | 5.4% | 4.8% | C 47.00 (r340,c010) | - |
| C.2 | 5.2% | 4.7% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Exposure | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Credit Risk | 33,123 | 31,851 |
| Securitisation | 0 | 0 |
| Default Fund | 45 | 63 |
| Other Credit Risk | 33,078 | 31,788 |
| Market Risk (Position, FX, Commodities) | 986 | 1,009 |
| Credit Valuation Adjustment | 555 | 496 |
| Operational Risk | 6,506 | 6,467 |
| Other Risk | 90 | 2,371 |
| Total Risk Exposure Amount | 41,260 | 42,195 |
Profit and Loss (P&L)
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Interest Income | 4,655 | 2,298 |
| Debt Securities Income | 86 | 33 |
| Loans and Advances Income | 3,561 | 1,669 |
| Interest Expenses | 1,922 | 938 |
| Deposits Expenses | 228 | 133 |
| Debt Securities Expenses | 1,367 | 639 |
| Dividend Income | 7 | 23 |
| Net Fee and Commission Income | 1,131 | 571 |
| Gains or (-) Losses on Derecognition | -26 | -22 |
| Gains or (-) Losses on Trading | 205 | 61 |
| Gains or (-) Losses on FVPL | -88 | -50 |
| Gains or (-) Losses on Hedge Accounting | -5 | 4 |
| Exchange Differences | 3 | 4 |
| Net Other Operating Income/(Expenses) | 113 | 60 |
| Total Operating Income, Net | 4,073 | 2,011 |
| Administrative Expenses | 1,676 | 810 |
| Depreciation | 67 | 28 |
| Provisions or (-) Reversal of Provisions | 25 | 0 |
| Commitments and Guarantees Given | 25 | 0 |
| Impairment or (-) Reversal of Impairment | 136 | 44 |
| Profit or (-) Loss Before Tax from Continuing Operations | 2,624 | 1,300 |
| Profit or (-) Loss After Tax from Continuing Operations | 2,188 | 1,051 |
| Profit or (-) Loss for the Year | 2,188 | 1,051 |
Market Risk Details
| Risk Type | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Traded Debt Instruments | 215 | 334 |
| Equities | 1 | 1 |
| Foreign Exchange Risk | 28 | 36 |
| Commodities Risk | 0 | 0 |
| Total Risk Exposure Amount | 245 | 371 |
Credit Risk - Standardised Approach
| Exposure Type | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Central Governments | 25,540 | 13,030 |
| Regional Governments | 3,846 | 3,397 |
| Public Sector Entities | 720 | 581 |
| Multilateral Development Banks | 667 | 671 |
| International Organisations | 64 | 64 |
| Institutions | 582 | 571 |
| Corporates | 918 | 514 |
| Retail | 3,591 | 1,499 |
| Standardised Total | 39,795 | 36,836 |
Country-Specific Risk Exposure (Swedbank Group)
| Country | Credit Risk Exposure (EUR) | Market Risk Exposure (EUR) |
|---|---|---|
| Sweden | 4,973 | 2,039 |
| Finland | 29 | 32 |
| United States | 0 | 0 |
Key Observations
- Own Funds: Increased from EUR 13,105 to EUR 13,693 during the transitional period.
- Capital Ratios: Common Equity Tier 1 (CET1) capital ratio decreased from 25.04% to 24.64%, while Total Capital Ratio increased from 31.76% to 32.45%.
- Leverage Ratio: Decreased from 5.4% to 4.8% during the transitional period.
- Risk Exposure: Total risk exposure increased from EUR 41,260 to EUR 42,195, primarily driven by market risk.
- P&L Performance: Net operating income decreased significantly from EUR 4,073 to EUR 2,011, and profit after tax also declined from EUR 2,188 to EUR 1,051.
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