EBA欧洲银行-IT_815600E4E6DCD2D25E30_TR_2017_12页_734kb
报告摘要
2017 EU-wide Transparency Exercise Summary for Banco BPM S.p.A.
Core Information
- Bank Name: Banco BPM S.p.A.
- LEI Code: 815600E4E6DCD2D25E30
- Country Code: IT
- Established: 1 January 2017 via the merger of Banco Popolare Società Cooperativa and Banca Popolare di Milano S.C. a r.l.
- Reporting Basis: Data as of 30 June 2017, based on the technical standards of the FINREP/COREP reporting framework.
Capital Structure (Transitional Period)
| Capital Component |
As of 31/12/2016 (EUR) |
As of 30/06/2017 (EUR) |
COREP CODE |
Regulation |
| OWN FUNDS |
10,423 |
10,423 |
C 0.00 (010,010) |
Articles 4(118) and 72 of CRR |
| CET1 Capital |
8,594 |
8,594 |
C 0.00 (020,010) |
Article 50 of CRR |
| Additional Tier 1 Capital |
188 |
188 |
C 0.00 (0530,010) |
Article 61 of CRR |
| Tier 1 Capital |
8,782 |
8,782 |
C 0.00 (015,010) |
Article 25 of CRR |
| Tier 2 Capital |
1,641 |
1,641 |
C 0.00 (0750,010) |
Article 71 of CRR |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 (CET1) Ratio: 11.07%
- Tier 1 Capital Ratio: 11.31%
- Total Capital Ratio: 13.43%
CET1 Capital Fully Loaded
- CET1 Capital: 8,016 EUR
- CET1 Capital Ratio (Fully Loaded): 10.40%
Leverage Ratio
| Leverage Ratio Type |
As of 31/12/2016 |
As of 30/06/2017 |
| Tier 1 Capital (Transitional Definition) |
173,909 mln EUR |
173,469 mln EUR |
| Tier 1 Capital (Fully Phased-in Definition) |
173,469 mln EUR |
173,469 mln EUR |
| Leverage Ratio (Transitional Definition) |
5.1% |
5.1% |
| Leverage Ratio (Fully Phased-in Definition) |
4.6% |
4.6% |
Total Risk Exposure Amount
- As of 31/12/2016: 77,627 mln EUR
- As of 30/06/2017: 77,627 mln EUR
Risk Exposure Breakdown
| Risk Type |
As of 31/12/2016 (EUR) |
As of 30/06/2017 (EUR) |
| Credit Risk |
68,662 |
68,591 |
| Securitisation Risk |
60 |
60 |
| Contributions to CCP Default Fund |
10 |
10 |
| Market Risk |
3,133 |
3,133 |
| Operational Risk |
5,534 |
5,534 |
Credit Risk - Standardised Approach
| Exposure Type |
As of 31/12/2016 (EUR) |
As of 30/06/2017 (EUR) |
| Central Governments |
33,834 |
34,936 |
| Regional Governments |
785 |
356 |
| Public Sector Entities |
1,364 |
924 |
| Multilateral Development Banks |
44 |
110 |
| International Organisations |
0 |
0 |
| Institutions |
32,499 |
14,222 |
| Corporates |
33,485 |
20,094 |
| Retail |
9,719 |
6,270 |
| Secured by Mortgages |
10,195 |
10,169 |
| Exposures in Default |
12,147 |
5,758 |
| Standardised Total |
142,162 |
100,053 |
Credit Risk - IRB Approach
| Exposure Type |
As of 31/12/2016 (EUR) |
As of 30/06/2017 (EUR) |
| Corporates |
64,556 |
39,284 |
| Retail |
36,670 |
36,066 |
| Securitisation |
9 |
9 |
| IRB Total |
18,232 |
18,232 |
Sovereign Exposure (As of 30/06/2017)
| Financial Assets Type |
Carrying Amount (mln EUR) |
| Held for Trading |
30,207.0 |
| Designated at Fair Value through Profit or Loss |
28,647.7 |
| Available-for-sale |
15,768.7 |
| Loans and Receivables |
11,469.7 |
| Held-to-maturity investments |
1,559.3 |
Notes
- The data reflects the transitional period as defined in Commission Implementing Regulation (EU) No 680/2014.
- The fully loaded CET1 capital ratio is calculated using the formula provided in the COREP CODE.
- Sovereign exposure includes all exposures to "General Government" as defined in Annex V of the ITS on Supervisory reporting.
- The risk exposure amounts include hedges and are reported before applying credit conversion factors or credit risk mitigation techniques.
展开完整摘要
试读结束，高清完整版pdf/doc/ppt,请点下载
