EBA欧洲银行-IT_2W8N8UU78PMDQKZENC08_TR_2016_15页_1mb

报告摘要

Intesa Sanpaolo SpA - 2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Intesa Sanpaolo SpA
LEI Code: 2W8N8UU78PMDQKZENC08
Country Code: IT

Own Funds (Transitional Period)

Item	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)	COREP Code	Regulation
A	47,299	48,564	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	36,908	36,327	C 0.00 (020,010)	Article 50 of CRR
A.1.1	35,528	35,534	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	9,516	9,524	C 0.00 (130,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-1,018	-1,860	C 0.00 (180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	0	0	C 0.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	40	46	C 0.00 (230,010)	Article 84 of CRR
A.1.7	1,052	1,290	C 0.00 (250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-7,039	-6,871	C 0.00 (300,010) + C 0.00 (340,010)	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	-215	-185	C 0.00 (370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	-299	-212	C 0.00 (380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (440,010)	Article 36(1) point (j) of CRR
A.1.14	0	0	C 0.00 (450,010) + C 0.00 (460,010) + C 0.00 (470,010) + C 0.00 (471,010) + C 0.00 (472,010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (ii), 243(1) point (iii), 244(1) point (iv) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	0	0	C 0.00 (460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	0	0	C 0.00 (480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.17	-1,796	-2,153	C 0.00 (500,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.18	0	-49	C 0.00 (510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (524,010)	Article 3 CRR
A.1.20	-319	-311	C 0.00 (529,010)	-
A.1.21	1,457	1,575	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	112	68	C 0.00 (240,010)	Articles 479 and 480 of CRR
A.1.21.3	1,346	1,506	C 0.00 (520,010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)
C.1	12.98%	12.67%
C.2	13.79%	13.87%
C.3	16.64%	16.94%

CET1 Capital Fully Loaded

Item	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
D	35,451	34,753
E	12.47%	12.09%

Risk Exposure Amounts

Risk Type	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Credit Risk	245,891	246,783
Securitisation and re-securitisations in the banking book	4,425	4,930
Contributions to the default fund of a CCP	1,131	1,269
Other credit risk	240,336	240,584
Market risk (position, foreign exchange and commodities)	16,581	17,476
Of which: Securitisation and re-securitisations in the trading book	1,091	752
Credit Valuation Adjustment	1,033	1,150
Operational risk	20,653	21,117
Other risk exposure amounts	161	160
Total Risk Exposure Amount	284,318	286,686

Profit and Loss (P&L)

Item	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Interest income	15,830	6,958
Of which debt securities income	1,415	641
Of which loans and advances income	9,995	4,626
Interest expenses	8,601	3,577
Of which deposits expenses	1,138	470
Of which debt securities issued expenses	3,689	1,644
Dividend income	206	153
Net Fee and commission income	7,623	3,590
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	572	339
Gains or (-) losses on financial assets and liabilities held for trading, net	-572	178
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	4	11
Gains or (-) losses from hedge accounting, net	-66	-63
Exchange differences [gain or (-) loss], net	913	133
Net other operating income/(expenses)	938	339
TOTAL OPERATING INCOME, NET	16,846	8,061
Administrative expenses	9,367	4,404
Depreciation	838	422
Provisions or (-) reversal of provisions	407	67
Commitments and guarantees given	-130	-48
Other provisions	536	115
Of which pending legal issues and tax litigation	330	-
Of which restructuring	0	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	2,855	1,358
Of which loans and receivables	2,751	1,317
Of which held to maturity investments, AFS assets and financial assets measured at cost	104	41
Of which impairment on investments in subsidiaries, joint ventures and associates and on non-financial assets	33	63
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	3,961	2,148
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	2,801	1,624
Profit or (-) loss after tax from discontinued operations	0	107
PROFIT OR (-) LOSS FOR THE YEAR	2,801	1,731
Of which attributable to owners of the parent	2,739	1,707

Market Risk

Item	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Traded Debt Instruments	1,300	984
Of which: General risk	137	171
Of which: Specific risk	1,163	813
Equities	907	610
Of which: General risk	81	63
Of which: Specific risk	110	85
Foreign exchange risk	651	1,050
Commodities risk	0	0
Total Risk Exposure Amount	2,859	2,644

Credit Risk - Standardised Approach

Item	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Central governments or central banks	245,891	246,783
Regional governments or local authorities	15,775	12,723
Public sector entities	8,724	4,951
Multilateral Development Banks	2,810	2,750
International Organisations	52	52
Institutions	45,356	29,040
Corporates	17,391	17,736
Of which: SME	5,780	6,100
Retail	36,927	33,511
Of which: SME	2,992	3,070
Secured by mortgages on immovable property	4,127	4,139
Of which: SME	1,512	1,203
Exposures in default	11,432	7,051
Items associated with particularly high risk	221	62
Covered bonds	390	181
Claims on institutions and corporates with a ST credit assessment	1	1
Collective investments undertakings (CIU)	2,688	2,382
Equity	7,081	6,405
Securitisation	-	-
Other exposures	11,952	11,752
Standardised Total	120,510	120,209