EBA欧洲银行-DE_52990002O5KK6XOGJ020_TR_2017_14页_1mb

Summary of 2017 EU-wide Transparency Exercise for NRW.Bank

Core Information

• Bank Name: NRW.Bank
• LEI Code: 52990002O5KK6XOGJ020
• Country Code: DE (Germany)
• Exercise Year: 2017
• Reporting Periods: As of 31/12/2016 and 30/06/2017

Capital Structure (Transitional Period)

Own Funds

• Total Own Funds: 19,977 mln EUR (31/12/2016), 19,903 mln EUR (30/06/2017)
• CET1 Capital: 18,353 mln EUR (31/12/2016), 18,278 mln EUR (30/06/2017)
  • CET1 Components:
    • Capital instruments eligible as CET1: 17,000 mln EUR (both periods)
    • Retained earnings: 224 mln EUR (31/12/2016), 249 mln EUR (30/06/2017)
    • Accumulated other comprehensive income: 0 mln EUR (both periods)
    • Other Reserves: 727 mln EUR (both periods)
    • Funds for general banking risk: 758 mln EUR (31/12/2016), 808 mln EUR (30/06/2017)
    • Other deductions:
      • Intangible assets: -31 mln EUR (31/12/2016), -39 mln EUR (30/06/2017)
      • Excess deduction from ATI items over ATI Capital: -107 mln EUR (31/12/2016), -50 mln EUR (30/06/2017)
      • Deductions related to assets with 1.250% risk weight: -100 mln EUR (30/06/2017)
      • Holdings of CET1 capital instruments of financial sector entities (significant investment): -404 mln EUR (31/12/2016), -407 mln EUR (30/06/2017)
      • Additional deductions due to Article 3 CRR: 0 mln EUR (both periods)
    • Transitional Adjustments:
      • CET1: 187 mln EUR (31/12/2016), 91 mln EUR (30/06/2017)
      • Additional Tier 1: 0 mln EUR (both periods)
      • Tier 2: 1,624 mln EUR (31/12/2016), 1,625 mln EUR (30/06/2017)

Capital Ratios (Transitional Period)

• CET1 Capital Ratio: 42.05% (31/12/2016), 41.54% (30/06/2017)
• Tier 1 Capital Ratio: 42.05% (31/12/2016), 41.54% (30/06/2017)
• Total Capital Ratio: 45.78% (31/12/2016), 45.23% (30/06/2017)

CET1 Capital Fully Loaded

• CET1 Capital: 18,273 mln EUR (31/12/2016), 18,238 mln EUR (30/06/2017)
• CET1 Capital Ratio (Fully Loaded): 41.87% (31/12/2016), 41.45% (30/06/2017)

Risk Exposure Amounts

Total Risk Exposure Amount

• As of 31/12/2016: 43,640 mln EUR
• As of 30/06/2017: 44,001 mln EUR

Breakdown of Risk Exposure

• Credit Risk:
  • Credit risk exposure: 41,390 mln EUR (31/12/2016), 41,880 mln EUR (30/06/2017)
• Securitisation and Re-securitisation (Banking Book): 2,341 mln EUR (31/12/2016), 1,561 mln EUR (30/06/2017)
• Contributions to CCP Default Fund: 2 mln EUR (both periods)
• Other Credit Risk: 39,047 mln EUR (31/12/2016), 40,317 mln EUR (30/06/2017)
• Market Risk:
  • Position, foreign exchange and commodities risk: 6 mln EUR (31/12/2016), 28 mln EUR (30/06/2017)
• Operational Risk: 1,093 mln EUR (31/12/2016), 1,194 mln EUR (30/06/2017)
• Other Risk Exposure Amounts: 0 mln EUR (both periods)

Capital Ratios (Leverage Ratio)

• Tier 1 Capital (Transitional Definition): 18,353 mln EUR (31/12/2016), 18,278 mln EUR (30/06/2017)
• Tier 1 Capital (Fully Phased-in Definition): 18,273 mln EUR (31/12/2016), 18,238 mln EUR (30/06/2017)
• Total Leverage Ratio Exposures (Transitional Definition): 157,830 mln EUR (31/12/2016), 155,110 mln EUR (30/06/2017)
• Total Leverage Ratio Exposures (Fully Phased-in Definition): 157,750 mln EUR (31/12/2016), 155,070 mln EUR (30/06/2017)
• Leverage Ratio (Transitional Definition): 11.6% (31/12/2016), 11.8% (30/06/2017)
• Leverage Ratio (Fully Phased-in Definition): 11.6% (31/12/2016), 11.8% (30/06/2017)

Profit and Loss (P&L)

• Total Operating Income, Net: 641 mln EUR (31/12/2016), 324 mln EUR (30/06/2017)
• Interest Income:
  • Total: 4,500 mln EUR (31/12/2016), 2,091 mln EUR (30/06/2017)
  • Debt securities: 1,163 mln EUR (31/12/2016), 502 mln EUR (30/06/2017)
  • Loans and advances: 1,596 mln EUR (31/12/2016), 738 mln EUR (30/06/2017)
• Interest Expenses:
  • Total: 3,888 mln EUR (31/12/2016), 1,782 mln EUR (30/06/2017)
  • Deposits expenses: 1,191 mln EUR (31/12/2016), 557 mln EUR (30/06/2017)
  • Debt securities issued expenses: 707 mln EUR (31/12/2016), 371 mln EUR (30/06/2017)
• Dividend Income: 0 mln EUR (31/12/2016), 22 mln EUR (30/06/2017)
• Net Fee and Commission Income: 109 mln EUR (31/12/2016), 47 mln EUR (30/06/2017)
• Gains or Losses on Derecognition:
  • Net: -22 mln EUR (31/12/2016), 8 mln EUR (30/06/2017)
• Gains or Losses on Trading Financial Assets: 1 mln EUR (31/12/2016), -1 mln EUR (30/06/2017)
• Gains or Losses on FVTPL Financial Assets: 0 mln EUR (both periods)
• Gains or Losses from Hedge Accounting: 0 mln EUR (both periods)
• Exchange Differences: 0 mln EUR (both periods)
• Net Other Operating Income/(Expenses): -60 mln EUR (31/12/2016), -62 mln EUR (30/06/2017)
• Profit or Loss Before Tax from Continuing Operations: 28 mln EUR (31/12/2016), 13 mln EUR (30/06/2017)
• Profit or Loss After Tax from Continuing Operations: 20 mln EUR (31/12/2016), 9 mln EUR (30/06/2017)
• Profit or Loss from Discontinued Operations: 0 mln EUR (both periods)
• Total Profit or Loss for the Year: 20 mln EUR (31/12/2016), 9 mln EUR (30/06/2017)

Market Risk

• Traded Debt Instruments: 6 mln EUR (31/12/2016), 28 mln EUR (30/06/2017)
• Foreign Exchange and Commodities Risk: 6 mln EUR (31/12/2016), 28 mln EUR (30/06/2017)
• Market Risk Capital Charges:
  • VaR (Memorandum item): 0 mln EUR (both periods)
  • Stressed VaR (Memorandum item): 0 mln EUR (both periods)
  • Incremental Default and Migration Risk Capital Charge: 0 mln EUR (both periods)
  • All Price Risks Capital Charge for CTP: 0 mln EUR (both periods)

Credit Risk - Standardised Approach

Consolidated Data

• Total Credit Risk Exposure (Standardised Approach): 163,906 mln EUR (31/12/2016), 157,918 mln EUR (30/06/2017)
• Breakdown of Credit Risk Exposure:
  • Central governments or central banks: 24,692 mln EUR (31/12/2016), 23,297 mln EUR (30/06/2017)
  • Regional governments or local authorities: 45,085 mln EUR (31/12/2016), 42,855 mln EUR (30/06/2017)
  • Public sector entities: 7,866 mln EUR (31/12/2016), 8,723 mln EUR (30/06/2017)
  • Institutions: 42,131 mln EUR (31/12/2016), 44,082 mln EUR (30/06/2017)
  • Corporates: 20,865 mln EUR (31/12/2016), 16,049 mln EUR (30/06/2017)
  • Retail: 5,938 mln EUR (31/12/2016), 5,247 mln EUR (30/06/2017)
  • Exposures in default: 372 mln EUR (31/12/2016), 363 mln EUR (30/06/2017)
  • Items associated with particularly high risk: 169 mln EUR (31/12/2016), 144 mln EUR (30/06/2017)
  • Covered bonds: 3,614 mln EUR (31/12/2016), 2,964 mln EUR (30/06/2017)
  • Claims on institutions and corporates with ST credit assessment: 887 mln EUR (31/12/2016), 658 mln EUR (30/06/2017)
  • Other exposures: 513 mln EUR (31/12/2016), 452 mln EUR (30/06/2017)

Germany

• Total Credit Risk Exposure (Standardised Approach): 163,906 mln EUR (31/12/2016), 157,918 mln EUR (30/06/2017)
• Breakdown:
  • Central governments or central banks: 4,718 mln EUR (31/12/2016), 4,401 mln EUR (30/06/2017)
  • Regional governments or local authorities: 41,532 mln EUR (31/12/2016), 39,375 mln EUR (30/06/2017)
  • Institutions: 32,068 mln EUR (31/12/2016), 33,009 mln EUR (30/06/2017)
  • Corporates: 15,823 mln EUR (31/12/2016), 16,049 mln EUR (30/06/2017)
  • Exposures in default: 363 mln EUR (31/12/2016), 357 mln EUR (30/06/2017)
  • Items associated with particularly high risk: 144 mln EUR (31/12/2016), 165 mln EUR (30/06/2017)
  • Covered bonds: 1,830 mln EUR (31/12/2016), 1,933 mln EUR (30/06/2017)
  • Claims on institutions and corporates with ST credit assessment: 252 mln EUR (31/12/2016), 352 mln EUR (30/06/2017)
  • Other exposures: 273 mln EUR (31/12/2016), 212 mln EUR (30/06/2017)

United Kingdom

• Total Credit Risk Exposure (Standardised Approach): 162,477 mln EUR (31/12/2016), 156,142 mln EUR (30/06/2017)
• Breakdown:
  • Central governments or central banks: 490 mln EUR (31/12/2016), 456 mln EUR (30/06/2017)
  • Institutions: 2,163 mln EUR (31/12/2016), 4,076 mln EUR (30/06/2017)
  • Corporates: 778 mln EUR (31/12/2016), 729 mln EUR (30/06/2017)
  • Exposures in default: 1 mln EUR (31/12/2016), 1 mln EUR (30/06/2017)
  • Items associated with particularly high risk: 2 mln EUR (31/12/2016), 2 mln EUR (30/06/2017)
  • Covered bonds: 862 mln EUR (31/12/2016), 492 mln EUR (30/06/2017)
  • Claims on institutions and corporates with ST credit assessment: 252 mln EUR (31/12/2016), 352 mln EUR (30/06/2017)
  • Other exposures: 0 mln EUR (both periods)

France

• Total Credit Risk Exposure (Standardised Approach): 162,477 mln EUR (31/12/2016), 156,142 mln EUR (30/06/2017)
• Breakdown:
  • Central governments or central banks: 3,005 mln EUR (31/12/2016), 3,101 mln EUR (30/06/2017)
  • Institutions: 1,844 mln EUR (31/12/2016), 1,855 mln EUR (30/06/2017)
  • Corporates: 560 mln EUR (31/12/2016), 581 mln EUR (30/06/2017)
  • Exposures in default: 0 mln EUR (both periods)
  • Items associated with particularly high risk: 2 mln EUR (both periods)
  • Covered bonds: 862 mln EUR (31/12/2016), 492 mln EUR (30/06/2017)
  • Claims on institutions and corporates with ST credit assessment: 252 mln EUR (31/12/2016), 352 mln EUR (30/06/2017)
  • Other exposures: 0 mln EUR (both periods)

Key Notes

• Original Exposure is reported before credit conversion factors or credit risk mitigation techniques.
• Value adjustments and provisions are not included in the total value adjustments and provisions per country of counterparty for securitisation exposures.