EBA欧洲银行-DK_3M5E1GQGKL17HI6CPN30_TR_2018_22页_2mb
报告摘要
2018 EU-wide Transparency Exercise Summary: Jyske Bank
Core Content Overview
The document provides a detailed summary of Jyske Bank's capital structure and risk exposure data as part of the 2018 EU-wide Transparency Exercise. It includes information on own funds, capital ratios, leverage ratios, risk exposure amounts, and P&L (Profit and Loss) statements. The data is categorized and reported for different periods: As of 31/12/2017 and As of 30/06/2018.
Key Financial Metrics
Own Funds (Transitional Period)
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 5,011 | 5,058 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | 4,129 | 4,154 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | 80 | 107 | 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 | 4,043 | 4,010 | C:0.00 (030;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 69 | 70 | C:0.00 (018;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 0 | 0 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C:0.00 (015;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 0 | 0 | C:0.00 (0230;010) | Article 84 of CRR |
| A.1.7 | -37 | -33 | C:0.00 (0250;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -1 | -1 | C:0.00 (030;010) + C:0.00 (040;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 | -1 | 0 | C:0.00 (0370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -23 | 0 | C:0.00 (0380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | 0 | 0 | C:0.00 (0390;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | 0 | 0 | C:0.00 (0430;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | 0 | 0 | C:0.00 (0460;010) | Articles 36(1) point (g) of CRR |
| A.1.14 | 0 | 0 | C:0.00 (0450;010) + C:0.00 (0460;010), + C:0.00 (0470;010), + C:0.00 (0471;010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(31) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b); 49(3) to (3) and 75(4) of CRR |
| A.1.15 | 0 | 0 | C:0.00 (0460;010) | Articles 36(1) point (b), 24(31) point (b), 24(41) point (b) and 258 of CRR |
| A.1.16 | 0 | 0 | C:0.00 (0490;010) | Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | 0 | 0 | C:0.00 (0500;010) | Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3) to (3) and 79 of CRR |
| A.1.18 | 0 | 0 | C:0.00 (0510;010) | Article 48 of CRR |
| A.1.19 | 0 | 0 | C:0.00 (0524;010) | Article 3 CRR |
| A.1.20 | 0 | 0 | C:0.00 (0529;010) | - |
| A.1.21 | 0 | 0 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C:0.00 (0226;010) | Articles 48(3) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 0 | 0 | C:0.00 (0246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 0 | 0 | C:0.00 (0528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | 427 | 406 | C:0.00 (0530;010) | Article 61 of CRR |
| A.2.1 | 344 | 337 | C:0.00 (0540;010) + C:0.00 (0670;010) | - |
| A.2.2 | 0 | 0 | C:0.00 (0720;010) | - |
| A.2.3 | 0 | 0 | C:0.00 (0690;010) + C:0.00 (0700;010), + C:0.00 (0710;010), + C:0.00 (0740;010) + C:0.00 (0744;010) + C:0.00 (0748;010) | - |
| A.2.4 | 83 | 70 | C:0.00 (0680;010) + C:0.00 (0680;010) + C:0.00 (0730;010) | - |
| A.3 | 4,557 | 4,561 | C:0.00 (015;010) | Article 25 of CRR |
| A.4 | 454 | 497 | C:0.00 (0750;010) | Article 71 of CRR |
| A.4.1 | 535 | 529 | C:0.00 (0760;010) + C:0.00 (0890;010) | - |
| A.4.2 | -33 | 0 | C:0.00 (0910;010) + C:0.00 (0920;010), + C:0.00 (0930;010), + C:0.00 (0950;010), + C:0.00 (0970;010), + C:0.00 (0974;010) + C:0.00 (0978;010) | - |
| A.4.3 | -47 | -32 | C:0.00 (0880;010) + C:0.00 (0960;010) + C:0.00 (0960;010) | - |
Capital Ratios (Transitional Period)
| Item | As of 31/12/2017 (%) | As of 30/06/2018 (%) | COREP Code | Regulation |
|---|---|---|---|---|
| C.1 | 16.35% | 16.74% | GA3 (1) | - |
| C.2 | 18.04% | 18.38% | GA3 (3) | - |
| C.3 | 19.84% | 20.38% | GA3 (5) | - |
CET1 Capital Fully Loaded
| Item | As of 31/12/2017 | As of 30/06/2018 | COREP Code | Regulation |
|---|---|---|---|---|
| D | 4,129 | 4,154 | (A:1-A:1,13-A:1,11-MHN:A:2,4-A:1,3-A:2,4-A:2,4-MHN:A:4,4-A:2,2-A:3-A:1,1) + A:1-A:1,3-A:1,11-MHN:A:2,4-A:1,3-A:2,4-A:2,4-MHN:A:4,4-A:2,2-A:3-A:1,1) + C:1-C:1,3-A:1,3-A:1,11-MHN:A:2,4-A:1,3-A:2,4-A:2,4-MHN:A:4,4-A:2,2-A:3-A:1,1) | - |
CET1 Ratio (Fully Loaded)
| Item | As of 31/12/2017 (%) | As of 30/06/2018 (%) | COREP Code | Regulation |
|---|---|---|---|---|
| E | 16.35% | 16.74% | (D:1)/(F:8-1) | - |
Risk Exposure Amounts
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | Regulation |
|---|---|---|---|
| Credit Risk | 19,967 | 20,435 | - |
| Securitisation and Re-securitisation in Banking Book | 21 | 27 | - |
| Contributions to Default Fund of a CCP | 0 | 0 | - |
| Other Credit Risk | 19,946 | 20,407 | - |
| Market Risk (Position, FX, Commodities) | 2,868 | 1,961 | - |
| Of which: Securitisation in Trading Book | 16 | 0 | - |
| Credit Valuation Adjustment | 168 | 158 | - |
| Operational Risk | 2,248 | 2,266 | - |
| Other Risk Exposure | 0 | 0 | - |
| Total Risk Exposure Amount | 25,252 | 24,819 | - |
Leverage Ratio
| Item | As of 31/12/2017 (%) | As of 30/06/2018 (%) | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital (Transitional Definition) | 5.4% | 5.4% | C 47.00 (r320,c010) | Article 429 of CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital (Fully Phased-in Definition) | 5.3% | 5.4% | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures (Transitional) | 84,118 | 83,766 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures (Fully Phased-in) | 84,034 | 83,696 | C 47.00 (r290,c010) | - |
P&L Summary
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Interest Income | 1,518 | 721 |
| Of which Debt Securities Income | 87 | 48 |
| Of which Loans and Advances Income | 1,353 | 630 |
| Interest Expenses | 673 | 333 |
| Of which Deposits Expenses | 35 | 21 |
| Of which Debt Securities Issued Expenses | 607 | 290 |
| Dividend Income | 10 | 15 |
| Net Fee and Commission Income | 263 | 121 |
| Gains or (-) Losses on Derecognition | 3 | 0 |
| Gains or (-) Losses on Financial Assets Held for Trading | 8 | -6 |
| Gains or (-) Losses on Financial Assets at Fair Value through Profit or Loss | 50 | -17 |
| Net Other Operating Income/(Expenses) | 75 | 70 |
| Total Operating Income, Net | 1,271 | 578 |
| Administrative Expenses | 686 | 320 |
| Depreciation | 84 | 39 |
| Net Other Operating Income/(Expenses) | 75 | 70 |
| Profit or (-) Loss Before Tax from Continuing Operations | 538 | 239 |
| Profit or (-) Loss After Tax from Continuing Operations | 422 | 191 |
| Profit or (-) Loss for the Year | 422 | 191 |
Market Risk (Standardised Approach)
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Traded Debt Instruments | 2,013 | 1,071 |
| Of which: General Risk | 1,142 | 535 |
| Of which: Specific Risk | 871 | 535 |
| Equities | 523 | 526 |
| Foreign Exchange Risk | 265 | 296 |
| Commodities Risk | 0 | 0 |
| Total Market Risk Exposure Amount | 2,801 | 1,893 |
Credit Risk (Standardised Approach)
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Standardised Total | 10,382 | 7,430 |
| Original Exposure | 10,382 | 13,774 |
| Exposure Value | 10,382 | 10,606 |
| Risk Exposure Amount | 2,096 | 2,359 |
| Value Adjustments and Provisions | 2 | 5 |
Main Points and Key Information
- Jyske Bank reported its own funds under the transitional period of the Capital Requirements Regulation (CRR).
- The CET1 capital increased from 4,129 mln EUR (as of 31/12/2017) to 4,154 mln EUR (as of 30/06/2018).
- Tier 1 Capital increased slightly from 4,557 mln EUR to 4,561 mln EUR.
- Tier 2 Capital increased from 454 mln EUR to 497 mln EUR.
- The capital ratios (CET1, Tier 1, and Total) improved slightly over the period.
- The leverage ratio remained stable around 5.4%.
- Risk exposure amounts showed a decrease from 25,252 mln EUR to 24,819 mln EUR, with a notable reduction in market risk from 2,801 mln EUR to 1,893 mln EUR.
- The P&L showed a significant drop in net operating income, from 1,271 mln EUR to 578 mln EUR, primarily due to a decline in interest income.
- Credit risk exposure under the Standardised Approach also decreased, with Standardised Total dropping from 10,382 mln EUR to 7,430 mln EUR.
- The data reflects the impact of various regulatory adjustments, including those related to IFRS 9, securitisation, and transitional provisions.
Regulatory Context
- The data is based on Articles 4(118), 4(100), 4(117), 4(112), 26(1), 36(1), 42, 48, 61, 71, 72, 84, 89 to 91, 159, 258, and others of the CRR.
- Transitional adjustments are applied for certain capital items and risk exposures.
- The Standardised Approach is used for calculating credit risk and market risk.
- IFRS 9 transitional arrangements are mentioned in the context of value adjustments and provisions.
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