EBA欧洲银行-NL_DG3RU1DBUFHT4ZF9WN62_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Coöperatieve Rabobank U.A.
LEI Code: DG3RU1DBUFHT4ZF9WN62
Country Code: NL (Netherlands)

Own Funds (Transitional Period)

Item	As of 31/12/2015 (€m)	As of 30/06/2016 (€m)	COREP Code	Regulation
A	49,455	49,191	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	28,754	27,932	C 0.00 (020,010)	Article 50 of CRR
A.1.1	5,924	5,924	C 0.00 (030,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	25,356	25,220	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	222	129	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	2	0	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	23	23	C 0.00 (020,010)	Article 84 of CRR
A.1.7	-1,014	-790	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-1,493	-1,495	C 0.00 (0300,010) + C 0.00 (0340,010)	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	-935	-762	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	-1,789	-1,615	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	-7	-6	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (0440,010)	Articles 36(1) point (j) of CRR
A.1.14	-51	-38	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	-51	-38	C 0.00 (0460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	0	0	C 0.00 (0490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	-407	-364	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (k); 49(1) to (3) and 79 of CRR
A.1.18	-317	-420	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (0524,010)	Article 3 of CRR
A.1.20	0	0	C 0.00 (0529,010)	-
A.1.21	3,241	2,128	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	253	181	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	2,988	1,946	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	6,298	7,137	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	1,419	2,667	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	0	0	C 0.00 (0670,010)	-
A.2.3	-2	-2	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010)	-
A.2.4	4,881	4,472	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	35,052	35,070	C 0.00 (015,010)	Article 25 of CRR
A.4	14,403	14,121	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	14,999	14,513	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	0	0	C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010)	-
A.4.3	-596	-392	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-
C.1	13.49%	13.36%	C A3 (1)	-
C.2	16.45%	16.77%	C A3 (3)	-
C.3	23.21%	23.52%	C A3 (5)	-
D	25,513	25,805	[A.1-A.1.1.3-0.1.21+MIN(A.2+A.1.3-2.2-2.4+MIN(A.4+A.2.2+MIN(A.4+A.2.2+4.3,0)]	-
E	11.97%	12.39%	[D.1]/[B.8.1]	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (€m)	As of 30/06/2016 (€m)
Credit risk	183,632	178,727
Securitisation and re-securitisations in the banking book	2,219	2,534
Contributions to the default fund of a CCP	63	63
Other credit risk	181,350	176,130
Market risk (position, foreign exchange and commodities)	3,260	3,571
Credit Valuation Adjustment	1,688	1,586
Operational risk	24,511	25,251
Total Risk Exposure Amount	213,092	209,136

Profit and Loss (P&L)

P&L Item	As of 31/12/2015 (€m)	As of 30/06/2016 (€m)
Interest income	20,053	9,516
Of which debt securities income	999	448
Of which loans and advances income	17,674	8,373
Interest expenses	10,914	5,142
Of which deposits expenses	3,524	1,542
Of which debt securities issued expenses	4,733	2,171
Dividend income	32	26
Net Fee and commission income	1,892	982
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	160	64
Gains or (-) losses on financial assets and liabilities held for trading, net	-11	256
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	827	-639
Gains or (-) losses from hedge accounting, net	311	40
Exchange differences [gain or (-) loss], net	-346	170
Net other operating income/(expenses)	592	293
TOTAL OPERATING INCOME, NET	12,595	5,567
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	2,869	1,133
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	2,214	924
Profit or (-) loss after tax from discontinued operations	0	0
PROFIT OR (-) LOSS FOR THE YEAR	2,214	924
Of which attributable to owners of the parent	2,139	892

Market Risk (Standardised Approach)

Risk Exposure Type	As of 31/12/2015 (€m)	As of 30/06/2016 (€m)
Traded Debt Instruments	39	36
Of which: General risk	0	0
Of which: Specific risk	39	36
Equities	0	0
Of which: General risk	0	0
Of which: Specific risk	0	0
Foreign exchange risk	0	0
Commodities risk	394	556
Total Risk Exposure Amount	433	592

Credit Risk (Standardised Approach)

Risk Exposure Type	As of 31/12/2015 (€m)	As of 30/06/2016 (€m)
Central governments or central banks	1.596	2.582
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	377	488
Corporates	12,570	12,990
Of which: SME	2,500	2,406
Retail	4,902	5,202
Of which: SME	3,730	3,860
Secured by mortgages on immovable property	4,034	3,687
Of which: SME	2,205	2,111
Exposures in default	2,805	3,076
Items associated with particularly high risk	37	31
Standardised Total	26,321	28,057

Summary of Key Points

Capital Structure: The bank reported a decline in CET1 capital from 28,754 m EUR (31/12/2015) to 27,932 m EUR (30/06/2016), with a corresponding decrease in the CET1 capital ratio from 13.49% to 13.36%.
Transitional Adjustments: These had a significant impact on CET1 capital, decreasing from 3,241 m EUR to 2,128 m EUR.
Total Risk Exposure: This decreased from 213,092 m EUR (31/12/2015) to 209,136 m EUR (30/06/2016), with the majority being credit risk.
Market Risk: The bank's market risk exposure increased from 433 m EUR to 592 m EUR.
Profit and Loss: The net operating income dropped significantly from 12,595 m EUR to 5,567 m EUR, and the profit after tax also declined from 2,214 m EUR to 924 m EUR.
Credit Risk Breakdown: The bank's credit risk was concentrated in corporate and retail sectors, with a notable increase in risk exposure for corporates from 12,570 m EUR to 12,990 m EUR.
Regulatory Compliance: The bank's capital ratios and risk exposures were reported in accordance with the Capital Requirements Regulation (CRR) and COREP codes, reflecting compliance with EU banking regulations.