EBA欧洲银行-DE_5299007S3UH5RKUYDA52_TR_2017_7页_525kb

报告摘要

2017 EU-wide Transparency Exercise Summary - Deutsche Apotheker- und Ärztebank eG

Core Information

Bank Name: Deutsche Apotheker- und Ärztebank eG
LEI Code: 5299007S3UH5RKUYDA52
Country Code: DE
Transparency Exercise Year: 2017

Capital Structure (Transitional Period)

Own Funds

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
A.1.1	Capital instruments eligible as CET1 Capital	1,124
A.1.2	Retained earnings	524
A.1.5	Funds for general banking risk	502
A.1.21.3	Other transitional adjustments to CET1 Capital	4
A.1.21	Transitional adjustments	4
A.1.20	CET1 capital elements or deductions - other	0
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0
A.1.18	Amount exceeding the 17.65% threshold	0
A.1.17	Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0
A.1.16	Deductible DTAs that rely on future profitability and arise from temporary differences	0
A.1.15	Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0
A.1.14	Deductions related to assets which can alternatively be subject to a 1.25% risk weight	0
A.1.13	Excess deduction from AT1 items over AT1 Capital	-4
A.1.12	Reciprocal cross holdings in CET1 Capital	0
A.1.11	Defined benefit pension fund assets	0
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-2
A.1.9	DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	0
A.1.8	Intangible assets (including Goodwill)	-9
A.1.7	Adjustments to CET1 due to prudential filters	0
A.1.6	Minority interest given recognition in CET1 capital	0
A.1.5	Funds for general banking risk	502
A.1.4	Other Reserves	0
A.1.3	Accumulated other comprehensive income	0
A.1.2	Retained earnings	524
A.1.1	Capital instruments eligible as CET1 Capital	1,124
A.1	Common Equity Tier 1 Capital (net of deductions and after transitional adjustments)	2,141
A.3	Tier 1 Capital (net of deductions and after transitional adjustments)	2,141
A.4	Tier 2 Capital (net of deductions and after transitional adjustments)	324

Capital Ratios (Transitional Period)

Common Equity Tier 1 Capital Ratio: 22.64% (31/12/2016) → 19.63% (30/06/2017)
Tier 1 Capital Ratio: 22.64% (31/12/2016) → 19.63% (30/06/2017)
Total Capital Ratio: 26.07% (31/12/2016) → 22.13% (30/06/2017)

Fully Loaded CET1 Capital

CET1 Capital (Fully loaded): 2,140 (31/12/2016) → 2,245 (30/06/2017)
CET1 Capital Ratio (Fully loaded): 22.63% (31/12/2016) → 19.63% (30/06/2017)

Leverage Ratio

Tier 1 Capital (Transitional definition): 2,141 (31/12/2016) → 2,245 (30/06/2017)
Total Leverage Ratio Exposures (Transitional definition): 40,470 (31/12/2016) → 42,404 (30/06/2017)
Leverage Ratio (Transitional definition): 5.3% (31/12/2016) → 5.3% (30/06/2017)
Leverage Ratio (Fully phased-in definition): 5.3% (31/12/2016) → 5.3% (30/06/2017)

Risk Exposure Amounts

Total Risk Exposure Amount: 9,456 (31/12/2016) → 11,437 (30/06/2017)
Credit Risk Exposure: 8,198 (31/12/2016) → 10,205 (30/06/2017)
Credit Valuation Adjustment (CVA) Risk Exposure: 45 (31/12/2016) → 35 (30/06/2017)
Operational Risk Exposure: 1,212 (31/12/2016) → 1,197 (30/06/2017)

Credit Risk - Standardised Approach

Standardised Total Risk Exposure Amount: 5,994 (31/12/2016) → 5,896 (30/06/2017)
Standardised Total Risk Exposure Amount (Value adjustments and provisions): 845 (31/12/2016) → 34 (30/06/2017)

Credit Risk - IRB Approach

IRB Total Risk Exposure Amount: 7,352 (31/12/2016) → 9,406 (30/06/2017)
IRB Total Risk Exposure Amount (Value adjustments and provisions): 2,014 (31/12/2016) → 2,295 (30/06/2017)

Regulatory References

CET1 Capital: Articles 26(1) points (a) to (d), 36(1) point (f), 42, 48(1) to (3), and 487 of CRR
Tier 1 Capital: Article 25 of CRR
Tier 2 Capital: Article 71 of CRR
Leverage Ratio: Article 429 of CRR and Delegated Regulation (EU) 2015/62
Risk Exposure Amounts: Articles 338.3 of CRR

Key Observations

The bank does not report FINREP data on a consolidated level and only publishes COREP templates.
CET1 capital increased from 2,141 mln EUR to 2,245 mln EUR during the transitional period.
The leverage ratio remained stable at 5.3% for both transitional and fully phased-in definitions.
Total risk exposure increased from 9,456 mln EUR to 11,437 mln EUR, primarily driven by credit risk exposure.
The IRB approach showed a higher risk exposure amount than the standardised approach.

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