EBA欧洲银行-IT_549300TRUWO2CD2G5692_TR_2018_22页_3mb
报告摘要
2018 EU-wide Transparency Exercise Summary - UniCredit SpA
Core Information
- Bank Name: UniCredit SpA
- LEI Code: 549300TRUWO2CD2G5692
- Country Code: IT
Own Funds (Transitional Period)
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 64,454 | 59,240 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | Common Equity Tier 1 Capital | 48,880 | 45,330 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 33,486 | 33,659 | 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 | Retained earnings | 16,217 | 14,937 | C:0.00 (130;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | -4,327 | -6,474 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 7,824 | 7,632 | C:0.00 (200;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C:0.00 (210;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 238 | 263 | C:0.00 (230;010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential fibers | -410 | -659 | C:0.00 (255;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -3,356 | -3,315 | 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 CCR |
| A.1.9 | TFAs that rely on future profitability and do not arise from temporary differences net of associated DTIs | -526 | -414 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | -39 | -6 | C:0.00 (380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | -42 | -41 | C:0.00 (390;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C:0.00 (430;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess deduction from AT1 items over AT1 Capital | 0 | 0 | C:0.00 (440;010) | Articles 36(1) point (j) of CRR |
| A.1.20 | CET1 capital elements or deductions - other | -376 | -378 | C:0.00 (529;010) | - |
| A.1.21 | Transitional adjustments | 409 | 222 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C:0.00 (226;010) | Articles 48(1) point (t), and 484 to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 94 | 0 | C:0.00 (246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | 315 | 222 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital | 5,823 | 5,593 | C:0.00 (530;010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital instruments | 4,583 | 4,609 | C:0.00 (540;010) + C:0.00 (567;010) | - |
| A.2.2 | Excess deduction from T2 items over T2 capital | 0 | 0 | C:0.00 (720;010) | - |
| A.2.3 | Other Additional Tier 1 Capital components and deductions | -55 | -49 | C:0.00 (698;010) + C:0.00 (790;010), + C:0.00 (710;010), + C:0.00 (740;010), + C:0.00 (744;010), + C:0.00 (748;010) | - |
| A.2.4 | Additional Tier 1 transitional adjustments | 1,295 | 1,034 | C:0.00 (660;010) + C:0.00 (680;010) + C:0.00 (730;010) | - |
| A.3 | Tier 1 Capital | 54,703 | 50,923 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 9,751 | 8,317 | C:0.00 (750;010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 8,678 | 7,587 | C:0.00 (760;010) + C:0.00 (690;010) | - |
| A.4.2 | Other Tier 2 Capital components and deductions | 336 | 348 | C:0.00 (910;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (970;010), + C:0.00 (974;010), + C:0.00 (978;010) | - |
| A.4.3 | Tier 2 transitional adjustments | 737 | 382 | C:0.00 (680;010) + C:0.00 (690;010), + C:0.00 (696;010) | - |
| B | Total Risk Exposure Amount | 356,100 | 360,690 | C:0.00 (615;010) | Articles 8(3), 95, 96 and 98 of CRR |
| B.1 | Transitional adjustments included | -332 | 0 | C:0.05 (615;040) | - |
| C.1 | Common Equity Tier 1 Capital Ratio | 13.73% | 12.57% | GA3 (1) | - |
| C.2 | Tier 1 Capital Ratio | 15.36% | 14.12% | GA3 (3) | - |
| C.3 | Total Capital Ratio | 18.10% | 16.42% | GA3 (5) | - |
Leverage Ratio
| Item | Description | As of 31/12/2017 | As of 30/06/2018 | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.1 | Tier 1 capital - transitional definition | 54,703 | 50,923 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 | Tier 1 capital - fully phased-in definition | 52,999 | 49,667 | C 47.00 (r310,c010) | - |
| B.1 | Total leverage ratio exposures - using a transitional definition of Tier 1 capital | 954,896 | 954,789 | C 47.00 (r300,c010) | - |
| B.2 | Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital | 954,886 | 954,789 | C 47.00 (r290,c010) | - |
| C.1 | Leverage ratio - using a transitional definition of Tier 1 capital | 5.7% | 5.3% | C 47.00 (r340,c010) | - |
| C.2 | Leverage ratio - using a fully phased-in definition of Tier 1 capital | 5.6% | 5.2% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Credit risk | 307,187 | 311,931 |
| Securitisation and re-securitisations in the banking book | 2,222 | 3,628 |
| Contributions to the default fund of a CCP | 76 | 83 |
| Other credit risk | 304,889 | 308,220 |
| Market risk (position, foreign exchange and commodities) | 12,906 | 14,257 |
| Total Risk Exposure Amount | 356,100 | 360,690 |
Profit and Loss (P&L)
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Interest income | 18,166 | 8,671 |
| Of which debt securities income | 2,475 | 884 |
| Of which loans and advances income | 13,363 | 6,827 |
| Interest expenses | 6,954 | 2,906 |
| Of which deposits expenses | 2,604 | 1,549 |
| Of which debt securities issued expenses | 2,990 | 969 |
| Dividend income | 310 | 312 |
| Net Fee and commission income | 6,610 | 3,646 |
| 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 | 130 | 244 |
| Gains or (-) losses on financial assets and liabilities held for trading, net | 659 | 698 |
| Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net | -372 | 107 |
| Gains or (-) losses from hedge accounting, net | 59 | 17 |
| Exchange differences [gain or (-) loss], net | 677 | -428 |
| Net other operating income/(expenses) | 917 | 462 |
| Total Operating Income, Net | 20,202 | 10,822 |
Capital Ratios
| Item | As of 31/12/2017 (%) | As of 30/06/2018 (%) |
|---|---|---|
| Common Equity Tier 1 Capital Ratio | 13.73% | 12.57% |
| Tier 1 Capital Ratio | 15.36% | 14.12% |
| Total Capital Ratio | 18.10% | 16.42% |
Market Risk
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Trade Debt Instruments | 1,272 | 1,450 |
| Foreign exchange risk | 476 | 616 |
| Commodities risk | 27 | 30 |
| Total Risk Exposure Amount | 1,798 | 2,121 |
Credit Risk - Standardised Approach
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Consolidated data | 449,549 | 394,282 |
| Original Exposure | 449,549 | 394,282 |
| Exposure Value | 449,549 | 394,282 |
| Risk exposure amount | 150,987 | 150,626 |
| Value adjustments and provisions | 5,373 | 4,917 |
Key Observations
- Own Funds: There was a decrease in Own Funds from EUR 64,454 million to EUR 59,240 million during the transitional period.
- Capital Composition: CET1 Capital decreased from EUR 48,880 million to EUR 45,330 million, with various deductions and adjustments affecting the composition.
- Leverage Ratio: The leverage ratio decreased from 5.7% to 5.3% using the transitional definition, and from 5.6% to 5.2% using the fully phased-in definition.
- Risk Exposure: The total risk exposure increased from EUR 356,100 million to EUR 360,690 million, with increases in credit risk and market risk.
- P&L: Net operating income significantly decreased from EUR 20,202 million to EUR 10,822 million, with a notable decline in interest income and an increase in exchange differences.
- Standardised Approach: The total credit risk exposure under the standardised approach decreased from EUR 449,549 million to EUR 394,282 million, reflecting adjustments in risk exposure amounts and value provisions.
展开完整摘要
试读结束，高清完整版pdf/doc/ppt,请点下载
