EBA欧洲银行-DE_DIZES5CFO5K3I5R58746_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Landesbank Hessen-Thüringen Girozentrale
LEI Code: DIZES5CFO5K3I5R58746
Country Code: DE (Germany)

Capital Structure

Own Funds (Transitional Period)

Item	Description	31/12/2016 (EUR)	30/06/2017 (EUR)	COREP CODE	Regulation
A	Own Funds	10,809	10,796	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital	7,534	7,555	C.01.00 (r020,c010)	Article 50 of CRR
A.1.1	CET1 Capital instruments eligible	3,947	3,947	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	3,967	4,043	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	-247	-214	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	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 given recognition in CET1 capital	0	0	C.01.00 (r230,c010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-210	-194	C.01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-113	-133	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	0	0	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-48	-2	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)	Articles 36(1) point (d) of CRR
A.1.14	Deductions related to assets with 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), 24(3) point (j) 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 (r460,c010)	Articles 36(1) point (h), 24(3) point (b), 24(4) point (b) and 258 of CRR
A.1.16	Deductible DTAs that rely on future profitability	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.1.17	Holdings of CET1 capital instruments of financial sector entities (significant investment)	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.1.18	Amount exceeding the 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 (r520,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	238	106	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital 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	238	106	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR

Tier 1 and Tier 2 Capital

Item	Description	31/12/2016 (EUR)	30/06/2017 (EUR)	COREP CODE	Regulation
A.2	Additional Tier 1 Capital	576	499	C.01.00 (r530,c010)	Article 61 of CRR
A.3	Tier 1 Capital	8,110	8,054	C.01.00 (r615,c010)	Article 25 of CRR
A.4	Tier 2 Capital	2,699	2,742	C.01.00 (r750,c010)	Article 71 of CRR

Capital Ratios

| Item | Description | 31/12/2016 (%) | 30/06/2017 (%) | Regulation |
|------|-------------|----------------|----------------|------------|-----------|
| C.1 | CET1 Capital Ratio (transitional) | 14.26% | 15.09% | CA3 (1) | - |
| C.2 | Tier 1 Capital Ratio (transitional) | 15.35% | 16.08% | CA3 (3) | - |
| C.3 | Total Capital Ratio (transitional) | 20.45% | 21.56% | CA3 (5) | - |

Leverage Ratio

Item	Description	31/12/2016 (EUR)	30/06/2017 (EUR)	Leverage Ratio (%)	Regulation
A.1	Tier 1 capital - transitional definition	8,110	8,054	-	-
A.2	Tier 1 capital - fully phased-in definition	7,296	7,448	-	-
B.1	Total leverage ratio exposures - transitional definition	171,255	172,657	4.7%	Article 429 of the CRR
B.2	Total leverage ratio exposures - fully phased-in definition	171,211	172,645	4.3%	Article 429 of the CRR

Risk Exposure Amounts

Risk Exposure Type	31/12/2016 (EUR)	30/06/2017 (EUR)
Credit Risk	44,820	42,815
Securitisation and re-securitisations in the banking book	3,074	2,213
Contributions to the default fund of a CCP	0	0
Other credit risk	41,746	40,601
Market risk (position, foreign exchange and commodities)	3,618	2,821
Credit Valuation Adjustment	727	792
Operational risk	3,684	3,642
Other risk exposure amounts	0	0
Total Risk Exposure Amount	52,849	50,070

Profit and Loss (P&L)

Item	31/12/2016 (EUR)	30/06/2017 (EUR)
Interest income	3,973	1,874
Of which: debt securities income	262	117
Of which: loans and advances income	2,550	1,192
Interest expenses	2,766	1,333
Of which: deposits expenses	1,216	580
Of which: debt securities issued expenses	470	228
Dividend income	73	11
Net Fee and commission income	338	178
Gains or (-) losses on derecognition of financial assets and liabilities	14	4
Gains or (-) losses on financial assets and liabilities held for trading	161	-71
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss	16	137
Gains or (-) losses from hedge accounting	-5	-1
Exchange differences	0	0
Net other operating income/(expenses)	-21	13
Total Operating Income, Net	1,782	811

Market Risk

Item	31/12/2016 (EUR)	30/06/2017 (EUR)
Traded Debt Instruments	1,219	1,113
Of which: General risk	0	0
Of which: Specific risk	1,219	1,113
Equities	30	50
Of which: Specific risk	6	7
Of which: Specific risk	4	7
Foreign exchange risk	350	297
Commodities risk	9	9
Total Risk Exposure Amount	1,608	1,469

Credit Risk - Standardised Approach

Consolidated Data (Germany)

Item	31/12/2016 (EUR)	30/06/2017 (EUR)
Central governments or central banks	937	1,031
Regional governments or local authorities	9,859	9,555
Public sector entities	3,064	3,301
Multilateral Development Banks	0	0
International Organisations	11	4
Institutions	14,594	85
Corporates	3,013	180
Of which: SME	306	0
Retail	1,271	1
Of which: SME	70	0
Secured by mortgages on immovable property	1,384	0
Of which: SME	416	0
Exposures in default	70	167
Items associated with particularly high risk	18	2
Covered bonds	143	101
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	19
Equity	1,349	1,374
Securitisation	-	-
Other exposures	298	273
Standardised Total	40,393	37,645

GERMANY (Standardised Approach)

Item	31/12/2016 (EUR)	30/06/2017 (EUR)
Central governments or central banks	263	387
Regional governments or local authorities	9,859	9,555
Public sector entities	1,176	2,165
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	139	85
Corporates	214	180
Of which: SME	0	0
Retail	1	1
Of which: SME	0	0
Secured by mortgages on immovable property	0	0
Of which: SME	0	0
Exposures in default	173	167
Items associated with particularly high risk	49	2
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	36	74
Securitisation	-	-
Other exposures	0	0
Standardised Total	1,608	1,469

United Kingdom (Standardised Approach)

Item	31/12/2016 (EUR)	30/06/2017 (EUR)
Central governments or central banks	0	30
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	613	777
Corporates	70	65
Of which: SME	0	0
Retail	0	0
Of which: SME	0	0
Secured by mortgages on immovable property	0	0
Of which: SME	0	0
Exposures in default	31	65
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	0	0
Securitisation	-	-
Other exposures	0	0
Standardised Total	0	0