EBA欧洲银行-NL_JLP5FSPH9WPSHY3NIM24_TR_2016_8页_909kb
报告摘要
Nederlandse Waterschapsbank N.V. - 2016 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Nederlandse Waterschapsbank N.V.
- LEI Code: JLP5FSPH9WPSHY3NIM24
- Country Code: NL (Netherlands)
- Transparency Exercise Year: 2016
- Reporting Period: As of 31/12/2015 and 30/06/2016
- Data Type: Own Funds and Capital Ratios, Risk Exposure Amounts
Own Funds and Capital Ratios
The bank does not report FINREP data on a consolidated level, and only COREP templates are published.
Own Funds (Transitional Period)
| Item | Description | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 1,500 | 1,615 | C.01.00 (r010,c010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital (net of deductions and after transitional adjustments) | 1,300 | 1,395 | C.01.00 (r020,c010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 7 | 7 | 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 | 1,296 | 1,391 | 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 | 1 | 0 | C.01.00 (r180,c010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 1 | 1 | 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 | -2 | -2 | C.01.00 (r250,c010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -3 | -2 | 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 and do not arise from temporary differences net of associated DTLs | 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 | 0 | 0 | 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) | Article 36(1) point (d) of CRR |
| A.1.14 | Deductions related to assets which can alternatively be subject to a 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), 243(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(8) of CRR and Articles 36(1) point (k) (v) and 153(4) of CRR |
| A.1.15 | Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment | 0 | 0 | C.01.00 (r480,c010) | Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | Deductible DTAs that rely on future profitability and arise from temporary differences | 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.1.17 | Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment | 0 | 0 | C.01.00 (r500,c010) | Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 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 (r524,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 | 0 | 0 | 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 | 0 | 0 | C.01.00 (r520,c010) | Articles 469 to 472, 478 and 481 of CRR |
Additional Tier 1 Capital (Transitional Period)
| Item | Description | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.2 | Additional Tier 1 Capital (net of deductions and after transitional adjustments) | 200 | 221 | C.01.00 (r530,c010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital instruments | 200 | 221 | C.01.00 (r540,c010) + C.01.00 (r670,c010) | - |
| A.2.2 | Excess deduction from T2 items over T2 capital | 0 | 0 | C.01.00 (r720,c010) | - |
| A.2.3 | Other Additional Tier 1 Capital components and deductions | 0 | 0 | C.01.00 (r690,c010) + C.01.00 (r700,c010) + C.01.00 (r710,c010) + C.01.00 (r720,c010) + C.01.00 (r744,c010) + C.01.00 (r748,c010) + C.01.00 (r749,c010) + C.01.00 (r748,c010) | - |
| A.2.4 | Additional Tier 1 transitional adjustments | 0 | 0 | C.01.00 (r660,c010) + C.01.00 (r680,c010) + C.01.00 (r730,c010) | - |
Tier 1 Capital (Transitional Period)
| Item | Description | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.3 | Tier 1 Capital (net of deductions and after transitional adjustments) | 1,500 | 1,615 | C.01.00 (r615,c010) | Article 25 of CRR |
Tier 2 Capital (Transitional Period)
| Item | Description | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.4 | Tier 2 Capital (net of deductions and after transitional adjustments) | 0 | 0 | C.01.00 (r750,c010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 0 | 0 | C.01.00 (r760,c010) + C.01.00 (r890,c010) | - |
| A.4.2 | Other Tier 2 Capital components and deductions | 0 | 0 | C.01.00 (r910,c010) + C.01.00 (r920,c010) + C.01.00 (r930,c010) + C.01.00 (r940,c010) + C.01.00 (r950,c010) + C.01.00 (r970,c010) + C.01.00 (r974,c010) + C.01.00 (r978,c010) | - |
| A.4.3 | Tier 2 transitional adjustments | 0 | 0 | C.01.00 (r880,c010) + C.01.00 (r900,c010) + C.01.00 (r960,c010) | - |
CET1 Capital Fully Loaded
| Item | Description | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | Calculation | Regulation |
|---|---|---|---|---|---|
| D | CET1 Capital (fully loaded) | 1,300 | 1,395 | [A.1-A.1.13-A.1.21-MIN(A.2+A.1.3-A.2.2-A.2.4-MIN(A.4+A.2.2-A.4.3,0)] | - |
| E | CET1 Capital Ratio (fully loaded) | 65.05% | 49.20% | [D.1]/[B.1] | - |
Risk Exposure Amounts
| Item | Description | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|---|
| Risk exposure amounts for credit risk | 1,421 | 1,606 | |
| Risk exposure amount for securitisation and re-securitisations in the banking book | 441 | 539 | |
| Risk exposure amount for contributions to the default fund of a CCP | 0 | 0 | |
| Risk exposure amount Other credit risk | 981 | 1,067 | |
| Risk exposure amount for position, foreign exchange and commodities (Market risk) | 0 | 0 | |
| Risk exposure amount for Credit Valuation Adjustment | 411 | 1,009 | |
| Risk exposure amount for operational risk | 166 | 220 | |
| Total Risk Exposure Amount | 1,998 | 2,835 |
Credit Risk - Standardised Approach
Consolidated Data (As of 31/12/2015 and 30/06/2016)
| Item | Description | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|---|
| Central governments or central banks | 7,558 | 8,047 | |
| Regional governments or local authorities | 16,752 | 18,410 | |
| Public sector entities | 49,455 | 54,785 | |
| Multilateral Development Banks | 66 | 63 | |
| International Organisations | 353 | 352 | |
| Institutions | 12,358 | 16,827 | |
| Corporates | 511 | 558 | |
| Securitisation | 2,189 | 2,679 | |
| Other exposures | 7 | 31 | |
| Standardised Total | 89,298 | 101,902 |
Key Notes
- Original Exposure: Refers to the exposure amount before considering credit conversion factors or credit risk mitigation techniques.
- Exposure Value: The exposure amount after applying credit conversion factors.
- Risk exposure amount: The amount of risk exposure after applying adjustments.
- Value adjustments and provisions: Additional adjustments made to the risk exposure amount.
- Total Risk Exposure Amount: Sum of all risk exposures, including credit, market, and operational risks.
Summary of Key Observations
- The bank's CET1 Capital increased from 1,300 EUR to 1,395 EUR during the reporting period.
- The CET1 Capital Ratio decreased from 65.05% to 49.20% during the same period.
- Total Risk Exposure Amount increased from 1,998 EUR to 2,835 EUR, indicating an increase in risk exposure.
- The Standardised Approach shows a significant increase in risk exposure for credit risk, with values rising from 89,298 EUR to 101,902 EUR.
- The bank does not report any Tier 2 Capital, and all risk exposures for market and operational risks are zero.
- The bank does not report FINREP data on a consolidated level and only provides COREP templates.
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