EBA欧洲银行-DE_DSNHHQ2B9X5N6OUJ1236_TR_2017_16页_1mb

报告摘要

Category	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)	COREP CODE	Regulation
Own Funds	9,777	8,561	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
CET1 Capital	7,122	6,496	C.01.00 (r615,c010)	Article 25 of CRR
Tier 2 Capital	2,656	2,065	C.01.00 (r750,c010)	Article 71 of CRR

CET1 Capital Elements:
- A.1.1: Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments): 4,930 (both periods)
- A.1.2: Retained earnings: 1,564 (2016) → 1,679 (2017)
- A.1.3: Accumulated other comprehensive income: -125 (2016) → -104 (2017)
- A.1.6: Minority interest given recognition in CET1 capital: 207 (2016) → 0 (2017)
- A.1.7: Adjustments to CET1 due to prudential filters: -68 (2016) → -176 (2017)
- A.1.8: Intangible assets (including Goodwill): -149 (2016) → -153 (2017)
- A.1.16: Deductible DTAs that rely on future profitability: -203 (2016) → -34 (2017)
- A.1.21: Transitional adjustments: 825 (2016) → 160 (2017)
Capital Ratios:
- C.1: Common Equity Tier 1 Capital Ratio (transitional): 11.27% (2016) → 11.47% (2017)
- C.2: Tier 1 Capital Ratio (transitional): 11.89% (2016) → 12.21% (2017)
- C.3: Total Capital Ratio (transitional): 16.32% (2016) → 16.09% (2017)
Fully Loaded CET1 Capital:
- D: CET1 Capital (fully loaded): 5,927 (2016) → 5,943 (2017)
- E: CET1 Capital Ratio (fully loaded): 9.93% (2016) → 11.18% (2017)

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP CODE	Regulation
Tier 1 Capital (transitional definition)	7,122	6,496	C 47.00 (r320,c010)	Article 429 of CRR
Tier 1 Capital (fully phased-in definition)	5,951	5,943	C 47.00 (r310,c010)	Article 429 of CRR
Leverage Ratio (transitional definition)	3.7%	3.5%	C 47.00 (r340,c010)	Article 429 of CRR
Leverage Ratio (fully phased-in definition)	3.1%	3.2%	C 47.00 (r330,c010)	Article 429 of CRR

Risk Type	As of 31/12/2016 (mIn EUR)	As of 30/06/2017 (mIn EUR)
Credit Risk	51,808	44,167
Securitisation and re-securitisations in the banking book	3,475	1,825
Contributions to the default fund of a CCP	80	80
Other credit risk	48,253	42,261
Market risk (position, foreign exchange and commodities)	2,081	2,610
Total Risk Exposure Amount	59,896	53,207

Value adjustments and provisions:
- As of 31/12/2016: 42 (for all risk types)
- As of 30/06/2017: 51

Risk Type	As of 31/12/2016	As of 30/06/2017
Central Governments or Central Banks	6.574	11.535
Regional Governments or Local Authorities	29.287	24,589
Public Sector Entities	9.990	8,335
Institutions	16.556	15,564
Corporates	5.803	2,444
Retail	494	482
Secured by Mortgages on Immovable Property	487	466
Exposures in Default	123	95
Equity	938	763
Standardised Total	74,324	72,455

The bank's own funds decreased from 9,777 EUR (as of 31/12/2016) to 8,561 EUR (as of 30/06/2017), reflecting a reduction in capital levels.
The CET1 capital also declined from 7,122 EUR to 6,496 EUR, with adjustments for prudential filters and minority interest.
The capital ratios showed a slight increase in the CET1 ratio (from 11.27% to 11.47%), but the total capital ratio decreased (from 16.32% to 16.09%).
The leverage ratio dropped from 3.7% to 3.5% using the transitional definition, and increased slightly to 3.2% using the fully phased-in definition.
Risk exposure amounts fell from 59,896 EUR (as of 31/12/2016) to 53,207 EUR (as of 30/06/2017), primarily due to a decrease in credit risk exposure.
Market risk increased from 2,081 EUR to 2,610 EUR, with the largest increase in foreign exchange risk.
Credit risk decreased from 51,808 EUR to 44,167 EUR, with significant reductions in securitisation and other credit risk categories.
The Standardised Approach for credit risk shows a reduction in risk exposure amounts, particularly in corporate and retail segments, with a slight increase in equity risk.