EBA欧洲银行-FI012_38页_4mb

报告摘要

OP-Pohjola Group Capital and Credit Risk Summary (as of 31.12.2012)

Core Capital Position

Common equity before deductions (A):
- 31.12.2012: 7,513 million EUR
- 30.6.2013: 7,681 million EUR
Deductions from common equity (B):
- 31.12.2012: -2,160 million EUR
- 30.6.2013: -2,195 million EUR
Common equity (A+B) (C):
- 31.12.2012: 5,352 million EUR (14.1% of RWA)
- 30.6.2013: 5,487 million EUR (13.7% of RWA)
Ordinary shares subscribed by government: 0 million EUR in both periods
CoCos issued before 30 June 2012 (D): 0 million EUR
Other existing government support measures (E): 0 million EUR
Core Tier 1 (C+D+E) (F):
- 31.12.2012: 5,352 million EUR (14.1% of RWA)
- 30.6.2013: 5,487 million EUR (13.7% of RWA)
Hybrid instruments not subscribed by government (G): 0 million EUR
Tier 1 Capital (F+G) (H):
- 31.12.2012: 5,352 million EUR (14.1% of RWA)
- 30.6.2013: 5,487 million EUR (13.7% of RWA)

Risk-Weighted Assets (RWA)

Total RWA (I):
- 31.12.2012: 38,093 million EUR
- 30.6.2013: 40,015 million EUR

Regulatory Adjustments

Common equity instruments not eligible as CET1 (under CRR):
- 31.12.2012: 620 million EUR
- 30.6.2013: 585 million EUR
Adjustments to Minority Interests: 0 million EUR in both periods
DTAs that rely on future profitability (net of DTL):
- 31.12.2012: 58 million EUR
- 30.6.2013: 59 million EUR
Holdings of CET1 capital instruments of financial sector entities:
- 31.12.2012: 2,447 million EUR
- 30.6.2013: 2,342 million EUR
RWA for Credit Value Adjustment Risk (CVA):
- 31.12.2012: 277 million EUR
- 30.6.2013: 297 million EUR

Capital Treatment Changes

The Finnish Financial Supervisory Authority granted permission (valid until 31 December 2014) to OP-Pohjola Group to not deduct insurance holdings from their capital base and to treat them as risk-weighted assets with a risk weight of approximately 280%.
This change was a result of the new Capital Requirements Directive (CRD4) and Capital Requirements Regulation (CRR) published on 27 June 2013.
The European Central Bank (ECB) will decide on any further special permissions for OP-Pohjola Group after taking over supervisory responsibilities.

Exposure and Risk Weighting

Counterparty breakdown:
- Central banks and central governments:
  - Exposure values: - (Non-defaulted) / - (Defaulted)
  - RWA: - (Non-defaulted) / - (Defaulted)
- Institutions:
  - Exposure values: 290 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 164 million EUR (Non-defaulted) / - (Defaulted)
- Corporates:
  - Exposure values: 23,871 million EUR (Non-defaulted) / 747 million EUR (Defaulted)
  - RWA: 7,500 million EUR (Non-defaulted) / 735 million EUR (Defaulted)
- Corporates - SME:
  - Exposure values: 6,989 million EUR (Non-defaulted) / 44 million EUR (Defaulted)
  - RWA: 4,400 million EUR (Non-defaulted) / 44 million EUR (Defaulted)
- Retail:
  - Exposure values: 44,029 million EUR (Non-defaulted) / 909 million EUR (Defaulted)
  - RWA: 11,356 million EUR (Non-defaulted) / 1,649 million EUR (Defaulted)
- Retail - Secured on real estate property:
  - Exposure values: 39,007 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 5,052 million EUR (Non-defaulted) / - (Defaulted)
- Retail - SME (Secured on real estate property):
  - Exposure values: 779 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 126 million EUR (Non-defaulted) / - (Defaulted)
- Retail - non-SME (Secured on real estate property):
  - Exposure values: 38,228 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 4,926 million EUR (Non-defaulted) / - (Defaulted)
- Retail - Other Retail:
  - Exposure values: 5,022 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 1,814 million EUR (Non-defaulted) / - (Defaulted)
- Retail - SME (Other Retail):
  - Exposure values: 769 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 342 million EUR (Non-defaulted) / - (Defaulted)
- Retail - non-SME (Other Retail):
  - Exposure values: 4,298 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 1,472 million EUR (Non-defaulted) / - (Defaulted)
- Equity:
  - Exposure values: 1,499 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 6,866 million EUR (Non-defaulted) / - (Defaulted)
- Securitisation:
  - Exposure values: 640 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 1,649 million EUR (Non-defaulted) / - (Defaulted)
- Other non-credit obligation assets:
  - Exposure values: 1,009 million EUR (Non-defaulted) / - (Defaulted)
  - RWA: 4 million EUR (Non-defaulted) / - (Defaulted)

Summary of Deductions and Provisions

Insurance company investments deducted from Tier 1 and Tier 2 capital:
- 31.12.2012: 2,309 million EUR
- 30.6.2013: 2,419 million EUR
Deductions from equity capital due to expected losses and impairment losses: 469 million EUR (31.12.2012) and 498 million EUR (30.6.2013)
Deductions from Tier 2 capital: 467 million EUR (31.12.2012) and 364 million EUR (30.6.2013)

Key Regulatory References

COREP reporting:
- Common equity before deductions: COREP CA 1.1
- Deductions from common equity: COREP CA 1.3.T1*
- Core Tier 1: COREP CA 1.1 + COREP CA 1.3.T1*
- Tier 1 Capital: COREP CA 1.4
CRR / CRDIV:
- Common Equity instruments not eligible as CET1: Articles 26(1) point (c) and 26(2)
- Adjustments to Minority Interests: Article 84
- DTAs that rely on future profitability: Articles 36(1) point (c) and 38
- Holdings of CET1 capital instruments: Articles 36(1) points (g), (h), (i), 43, 44, 45
- RWA for CVA: Articles 381 to 386

Summary of Total Exposure and RWA

Total Exposure values:
- 31.12.2012: 32,039 million EUR (Non-defaulted) / 801 million EUR (Defaulted)
- 30.6.2013: 20,683 million EUR (Non-defaulted) / 0 million EUR (Defaulted)
Total RWA:
- 31.12.2012: 23,385 million EUR (Non-defaulted) / 0 million EUR (Defaulted)
- 30.6.2013: 6,866 million EUR (Non-defaulted) / 651 million EUR (Defaulted)

Notes

The treatment of insurance holdings has changed, and they are now considered as risk-weighted assets with a risk weight of approximately 280%.
The change in treatment was made possible by the new CRD4 and CRR regulations.
The ECB will decide on any further special permission for OP-Pohjola Group.
The tables include detailed breakdowns of exposure and RWA by counterparty type and country.

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