EBA欧洲银行-ES_SI5RG2M0WQQLZCXKRM20_TR_2017_16页_1mb

报告摘要

Total Own Funds: Increased from 11,820 mln EUR (31/12/2016) to 12,466 mln EUR (30/08/2017)
Common Equity Tier 1 (CET1) Capital: Increased from 10,271 mln EUR to 10,631 mln EUR
- CET1 Eligible Instruments: Remained stable at 8,385 mln EUR
- Retained Earnings: Decreased from 431 mln EUR to 224 mln EUR
- Accumulated Other Comprehensive Income: Decreased from 107 mln EUR to -186 mln EUR
- Other Reserves: Increased from 3,805 mln EUR to 4,215 mln EUR
- Adjustments to CET1 due to prudential filters: Increased from 11 mln EUR to 65 mln EUR
- Additional deductions for CET1: Minor changes noted in several categories, including intangible assets and DTAs.

AT1 Capital: Increased from 0 mln EUR to 338 mln EUR
- Additional Tier 1 Instruments: Increased from 20 mln EUR to 770 mln EUR
- Other AT1 components and deductions: Increased from 862 mln EUR to 0 mln EUR

Tier 2 Capital: Decreased from 1,549 mln EUR to 1,497 mln EUR
- Tier 2 Instruments: Decreased from 1,256 mln EUR to 1,202 mln EUR
- Other Tier 2 components and deductions: Decreased from 322 mln EUR to 299 mln EUR
- Tier 2 Transitional Adjustments: Decreased from -29 mln EUR to -4 mln EUR

Total Risk Exposure Amount: Decreased from 86,019 mln EUR (31/12/2016) to 83,417 mln EUR (30/06/2017)
Transitional Adjustments Included: 0 mln EUR in both periods

Tier 1 Capital - Transitional Definition: Increased from 10,271 mln EUR to 10,969 mln EUR
Tier 1 Capital - Fully Phased-in Definition: Increased from 10,297 mln EUR to 10,939 mln EUR
Total Leverage Ratio Exposures (Transitional Definition): Increased from 217,090 mln EUR to 218,515 mln EUR
Total Leverage Ratio Exposures (Fully Phased-in Definition): Increased from 217,124 mln EUR to 218,489 mln EUR
Leverage Ratio: Increased from 4.7% to 5.0% for both definitions

Total Risk Exposure Amount: Decreased from 86,019 mln EUR to 83,417 mln EUR
Credit Risk Exposure: Decreased from 77,143 mln EUR to 74,673 mln EUR
Securitisation and Re-securitisations (Banking Book): 0 mln EUR in both periods
Contributions to CCP Default Fund: Increased from 3 mln EUR to 9 mln EUR
Other Credit Risk: Decreased from 77,141 mln EUR to 74,664 mln EUR
Market Risk Exposure:
- Position, FX and Commodities Risk: Decreased from 674 mln EUR to 573 mln EUR
- VaR and Stressed VaR: 0 mln EUR in both periods
- Incremental Default and Migration Risk Capital Charge: 0 mln EUR in both periods
- All Price Risks Capital Charge for CTP: 0 mln EUR in both periods

Total Operating Income (Net): Decreased from 5,384 mln EUR to 2,991 mln EUR
Interest Income: Decreased from 5,087 mln EUR to 2,448 mln EUR
- Debt Securities Income: Decreased from 599 mln EUR to 279 mln EUR
- Loans and Advances Income: Decreased from 4,362 mln EUR to 2,093 mln EUR
Interest Expenses: Decreased from 1,332 mln EUR to 543 mln EUR
- Deposits Expenses: Decreased from 810 mln EUR to 303 mln EUR
- Debt Securities Issued Expenses: Decreased from 350 mln EUR to 90 mln EUR
Dividend Income: Decreased from 10 mln EUR to 6 mln EUR
Net Fee and Commission Income: Decreased from 1,162 mln EUR to 609 mln EUR
Gains or Losses on Financial Assets and Liabilities:
- Derecognition (not at fair value through profit or loss): Decreased from 490 mln EUR to 369 mln EUR
- Trading Book: Increased from 108 mln EUR to 173 mln EUR
- Fair Value through Profit or Loss: 0 mln EUR in both periods
- Hedge Accounting: Decreased from 26 mln EUR to -5 mln EUR
Exchange Differences: Increased from 17 mln EUR to 5 mln EUR
Net Other Operating Income/(Expenses): Decreased from -183 mln EUR to -70 mln EUR
Profit or Loss Before Tax from Continuing Operations: Decreased from 1,008 mln EUR to 635 mln EUR
Profit or Loss After Tax from Continuing Operations: Decreased from 716 mln EUR to 453 mln EUR
Profit or Loss for the Year: Decreased from 716 mln EUR to 453 mln EUR

Total Credit Risk Exposure: Decreased from 116,384 mln EUR to 116,416 mln EUR
Original Exposure: Decreased from 116,384 mln EUR to 116,416 mln EUR
Exposure Value: Decreased from 113,931 mln EUR to 113,526 mln EUR
Risk Exposure Amount: Decreased from 38,096 mln EUR to 36,751 mln EUR
Value Adjustments and Provisions: Decreased from 1,511 mln EUR to 1,259 mln EUR

Original Exposure is reported before credit conversion factors or risk mitigation techniques.
Value adjustments and provisions are not included for securitisation exposures.
Transitional adjustments are applied in several capital categories, affecting CET1 and Tier 2 capital.
Regulatory references include Articles from the Capital Requirements Regulation (CRR) and Delegated Regulations.

展开完整摘要