EBA欧洲银行-GR_5299009N55YRQC69CN08_TR_2016_13页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary: Alpha Bank AE

Core Information

Bank Name: Alpha Bank AE
LEI Code: 5299009N55YRQC69CN08
Country Code: GR (Greece)

Own Funds (Transitional Period)

Item	Description	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP Code	Regulation
A	Own Funds	8,765	8,568	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and transitional adjustments)	8,701	8,522	C.01.00 (r020,c010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1	11,252	11,252	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained Earnings	-2,453	-2,477	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	-298	-414	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	534	526	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C.01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	0	0	C.01.00 (r230,c010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	142	225	C.01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-305	-329	C.01.00 (r300,c010) + C.01.00 (r340,c010)	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	DTAs that rely on future profitability and do not arise from temporary differences net of DTLs	-489	-465	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	0	0	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from AT1 items over AT1 Capital	-172	-123	C.01.00 (r440,c010)	Articles 36(1) point (d) of CRR
A.1.14	Deductions related to assets with alternative risk weight	0	0	C.01.00 (r450,c010) + C.01.00 (r460,c010) + C.01.00 (r470,c010) + C.01.00 (r471,c010) + C.01.00 (r472,c010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (l), and 258 of CRR; Articles 36(1) point (k) (ii) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 113(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C.01.00 (r460,c010)	Articles 36(1) point (h), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	0	C.01.00 (r490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.18	Amount exceeding the 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C.01.00 (r520,c010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C.01.00 (r529,c010)	-
A.1.21	Transitional adjustments	488	326	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 instruments	0	0	C.01.00 (r220,c010)	Articles 48(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	12	8	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	476	318	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital (net of deductions and transitional adjustments)	0	0	C.01.00 (r530,c010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	0	0	C.01.00 (r540,c010) + C.01.00 (r670,c010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C.01.00 (r720,c010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	172	123	C.01.00 (r690,c010) + C.01.00 (r700,c010) + C.01.00 (r710,c010) + C.01.00 (r720,c010) + C.01.00 (r744,c010) + C.01.00 (r748,c010) + C.01.00 (r749,c010) + C.01.00 (r748,c010)	-
A.2.4	Additional Tier 1 transitional adjustments	-172	-123	C.01.00 (r660,c010) + C.01.00 (r680,c010) + C.01.00 (r730,c010)	-
A.3	Tier 1 Capital (net of deductions and transitional adjustments)	8,701	8,522	C.01.00 (r615,c010)	Article 25 of CRR
A.4	Tier 2 Capital (net of deductions and transitional adjustments)	64	46	C.01.00 (r750,c010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	15	15	C.01.00 (r760,c010) + C.01.00 (r890,c010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	C.01.00 (r910,c010) + C.01.00 (r920,c010) + C.01.00 (r930,c010) + C.01.00 (r940,c010) + C.01.00 (r950,c010) + C.01.00 (r970,c010) + C.01.00 (r974,c010) + C.01.00 (r978,c010)	-
A.4.3	Tier 2 transitional adjustments	49	31	C.01.00 (r880,c010) + C.01.00 (r900,c010) + C.01.00 (r960,c010)	-

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2015 (%)	As of 30/06/2016 (%)	COREP Code
C.1	CET1 Capital Ratio (transitional period)	16.65%	16.61%	CA3 (1)
C.2	Tier 1 Capital Ratio (transitional period)	16.65%	16.61%	CA3 (3)
C.3	Total Capital Ratio (transitional period)	16.77%	16.79%	CA3 (5)

CET1 Capital Fully Loaded

Item	Description	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP Code
D	CET1 Capital (fully loaded)	8,385	8,319	[IA.1-A.I.13-A.I.13+MIN(A2+A.1.3- A2.2-A.2.4+MIN(A4+A.2.4- A4.3,0)]
E	CET1 Capital Ratio (fully loaded)	16.04%	16.22%	[D.1]/[B.1]

Risk Exposure Amounts

Risk Exposure	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit Risk	46,879	46,324
Securitisation and re-securitisations in the banking book	96	93
Contributions to the default fund of a CCP	0	0
Other credit risk	46,783	46,232
Market risk (position, foreign exchange, commodities)	1,242	954
Credit Valuation Adjustment	267	140
Operational risk	3,882	3,882
Other risk exposure amounts	0	0
Total Risk Exposure Amount	52,270	51,300

Profit and Loss (P&L)

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest Income	3,010	1,380
Of which debt securities income	274	124
Of which loans and advances income	2,544	1,179
Interest Expenses	1,084	417
Of which deposits expenses	648	259
Of which debt securities issued expenses	165	42
Dividend Income	3	1
Net Fee and Commission Income	312	157
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and non-financial assets, net	-134	71
Gains or (-) losses on financial assets and liabilities held for trading, net	90	-20
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	40	9
Exchange Differences [gain or (-) loss], net	-19	6
Net Other Operating Income/(Expenses)	32	12
Total Operating Income, Net	2,251	1,200
Administrative Expenses	1,137	526
Depreciation	96	47
Provisions or (-) reversal of provisions	2	15
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	3,036	608
Profit or (-) Loss Before Tax from Continuing Operations	-2,068	1
Profit or (-) Loss After Tax from Continuing Operations	-1,259	-23
Profit or (-) loss after tax from discontinued operations	-111	1
Profit or (-) Loss for the Year	-1,370	-21

Market Risk

Risk Exposure	As of 31/12/2015 (mil EUR)	As of 30/06/2016 (mil EUR)
Traded Debt Instruments	0	0
Of which: General risk	0	0
Of which: Specific risk	0	0
Equities	1	2
Of which: General risk	0	0
Of which: Specific risk	0	0
Foreign Exchange Risk	339	175
Commodities Risk	0	0
Total Risk Exposure Amount	340	177

Credit Risk - Standardised Approach

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Original Exposure	89,972	88,372
Exposure Value	-	-
Risk Exposure Amount	46,879	46,324
Value Adjustments and Provisions	15,829	13,101
Total Risk Exposure Amount	52,270	51,300

Country Breakdown: Greece

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Original Exposure	10,870	10,739
Exposure Value	11,631	11,481
Risk Exposure Amount	5,063	5,126
Value Adjustments and Provisions	-	-
Total Risk Exposure Amount	52,270	51,300

Country Breakdown: Cyprus

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Original Exposure	437	342
Exposure Value	437	342
Risk Exposure Amount	0	0
Value Adjustments and Provisions	-	-
Total Risk Exposure Amount	1,392	1,520

Country Breakdown: Luxembourg

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Original Exposure	4,299	3,693
Exposure Value	4,299	3,693
Risk Exposure Amount	0	0
Value Adjustments and Provisions	-	-
Total Risk Exposure Amount	1,392	1,520