EBA欧洲银行-DK_GP5DT10VX1QRQUKVBK64_TR_2017_12页_733kb

报告摘要

2017 EU-wide Transparency Exercise Summary - Sydbank

Core Information

Bank Name: Sydbank
LEI Code: GP5DT10VX1QRQUKVBK64
Country Code: DK

Own Funds - Transitional Period

Category	As of 31/12/2016 (min EUR)	As of 30/08/2017 (min EUR)	COREP CODE	Regulation
Own Funds	1,647	1,464	C:0.00 (010,c010)	Articles 4(118) and 72 of CRR
CET1 Capital	1,374	1,259	C:0.00 (020,c010)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	25	-17	C:0.00 (030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	1,386	1,342	C:0.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	11	11	C:0.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	59	59	C:0.00 (200,c010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C:0.00 (210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1 capital	0	0	C:0.00 (r230,c010)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-9	-7	C:0.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-37	-36	C:0.00 (r300,c010) + C:0.00 (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 CCR
DTAs that rely on future profitability and do not arise from temporary differences net of associated OTLS	-3	-3	C:0.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	0	0	C:0.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	C:0.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	0	0	C:0.00 (r440,c010)	Article 36(1) point (j) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C:0.00 (r450,c010) + C:0.00 (r460,c010) + C:0.00 (r470,c010) + C:0.00 (r470,c010) + C:0.00 (r472,c010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) and 258 of CRR; Articles 36(1) point (l) (i), and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C:0.00 (r460,c010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C:0.00 (r490,c010)	Articles 4(27), 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	-58	-89	C:0.00 (r500,c010)	Articles 4(27); 36(1) point (i), 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount exceeding the 17.65% threshold	0	0	C:0.00 (r510,c010)	Article 48 of CRR
Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (r524,c010)	Article 3 CRR
CET1 capital elements or deductions - other	0	0	C:0.00 (r529,c010)	-
Transitional adjustments	0	0	C:A1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (r220,c010)	Articles 48(3) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	0	0	C:0.00 (r240,c010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	0	0	C:0.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR
Additional Tier 1 Capital	112	37	C:0.00 (r530,c010)	Article 61 of CRR
Additional Tier 1 Capital instruments	0	0	C:0.00 (r540,c010) + C:0.00 (r670,c010)	-
Excess deduction from T2 items over T2 capital	0	0	C:0.00 (r720,c010)	-
Other Additional Tier 1 Capital components and deductions	0	0	C:0.00 (r690,c010) + C:0.00 (r700,c010) + C:0.00 (r710,c010) + C:0.00 (r720,c010) + C:0.00 (r744,c010) + C:0.00 (r748,c010) + C:0.00 (r749,c010) + C:0.00 (r748,c010)	-
Additional Tier 1 transitional adjustments	112	37	C:0.00 (r660,c010) + C:0.00 (r680,c010) + C:0.00 (r730,c010)	-
Tier 1 Capital	1,486	1,297	C:0.00 (r615,c010)	Article 25 of CRR
Tier 2 Capital	161	168	C:0.00 (r750,c010)	Article 71 of CRR
Tier 2 Capital instruments	99	99	C:0.00 (r760,c010) + C:0.00 (r890,c010)	-
Other Tier 2 Capital components and deductions	32	31	C:0.00 (r910,c010) + C:0.00 (r920,c010) + C:0.00 (r930,c010) + C:0.00 (r940,c010) + C:0.00 (r950,c010) + C:0.00 (r970,c010) + C:0.00 (r974,c010) + C:0.00 (r978,c010)	-
Tier 2 transitional adjustments	30	37	C:0.00 (r880,c010) + C:0.00 (r900,c010) + C:0.00 (r960,c010)	-

Capital Ratios - Transitional Period

Category	As of 31/12/2016 (%)	As of 30/08/2017 (%)	COREP CODE	Regulation
CET1 Capital Ratio	16.06%	15.60%	C:A3 (1)	-
Tier 1 Capital Ratio	17.36%	16.07%	C:A3 (3)	-
Total Capital Ratio	19.25%	18.14%	C:A3 (5)	-

CET1 Capital Fully Loaded

Category	As of 31/12/2016 (min EUR)	As of 30/06/2017 (min EUR)	COREP CODE	Regulation
CET1 Capital	1,374	1,259	[D:1]/[B:-]	-
Transitional adjustments	0	0	C:A1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (r220,c010)	Articles 48(3) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	0	0	C:0.00 (r240,c010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	0	0	C:0.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR

Leverage Ratio

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP CODE	Regulation
Tier 1 capital - transitional definition	1,486	1,297	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
Tier 1 capital - fully phased-in definition	1,374	1,259	C 47.00 (r310,c010)	-
Total leverage ratio exposures - using a transitional definition of Tier 1 capital	21,241	20,564	C 47.00 (r300,c010)	-
Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	21,241	20,564	C 47.00 (r290,c010)	-
Leverage ratio - using a transitional definition of Tier 1 capital	7.0%	6.3%	C 47.00 (r340,c010)	-
Leverage ratio - using a fully phased-in definition of Tier 1 capital	6.5%	6.1%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Category	As of 31/12/2016 (min EUR)	As of 30/06/2017 (min EUR)
Risk exposure amount for credit risk	6,230	6,069
Risk exposure amount for securitisation and re-securitisations in the banking book	0	0
Risk exposure amount for contributions to the default fund of a CCP	0	0
Risk exposure amount Other credit risk	6,230	6,069
Risk exposure amount for position, foreign exchange and commodities (Market risk)	1,086	790
Risk exposure amount for Credit Valuation Adjustment	160	133
Risk exposure amount for operational risk	1,080	1,079
Other risk exposure amounts	0	0
Total Risk Exposure Amount	8,556	8,072

Profit and Loss (P&L)

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest income	429	181
Of which debt securities income	67	26
Of which loans and advances income	354	155
Interest expenses	203	82
Of which deposits expenses	160	68
Of which debt securities issued expenses	12	3
Dividend income	25	17
Net Fee and commission income	199	113
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	0	0
Gains or (-) losses on financial assets and liabilities held for trading, net	112	104
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	11	9
Gains or (-) losses from hedge accounting, net	3	0
Exchange differences [gain or (-) loss], net	34	-16
Net other operating income/(expenses)	3	-1
Total Operating Income, Net	614	326

Market Risk

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Traded Debt Instruments	973	608
Of which: General risk	591	252
Of which: Specific risk	383	356
Equities	33	34
Foreign exchange risk	33	51
Commodities risk	0	0
Total Risk Exposure Amount	1,040	693

Credit Risk - Standardised Approach

Category	As of 31/12/2016 (min EUR)	As of 30/06/2017 (min EUR)
Original Exposure	3,737	3,482
Exposure Value	2,073	2,538
Risk exposure amount	916	940
Value adjustments and provisions	1	1
IRB Total	5,314	5,129

Sovereign Exposure

Category	As of 31/12/2016 (min EUR)	As of 30/06/2017 (mln EUR)
Total - All Countries	608.1	407.5

Performing and Non-performing Exposures

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Gross carrying amount	-	-
Accumulated impairment, accumulated changes in fair value due to credit risk and provisions	-	-
Collateral and financial guarantees received on non-performing exposures	-	-

Key Observations

Sydbank's own funds decreased from 1,647 million EUR to 1,464 million EUR during the transitional period.
CET1 capital also declined from 1,374 million EUR to 1,259 million EUR, indicating a reduction in core capital.
The leverage ratio fell from 7.0% to 6.3% using the transitional definition, and from 6.5% to 6.1% using the fully phased-in definition.
The total risk exposure amount decreased from 8,556 million EUR to 8,072 million EUR, reflecting a reduction in overall risk exposure.
Profit and loss figures showed a significant decline, with total operating income dropping from 614 million EUR to 326 million EUR.
Market risk exposure decreased from 1,040 million EUR to 693 million EUR, with a notable drop in traded debt instruments and foreign exchange risk.
Credit risk under the standardised approach decreased from 5,314 million EUR to 5,129 million EUR, with a reduction in risk exposure amount.
Sovereign exposure, reported under the standardised approach, decreased from 608.1 million EUR to 407.5 million EUR, indicating a reduced exposure to sovereign entities.

展开完整摘要