EBA欧洲银行-GR_5UMCZOEYKCVFAW8ZLO05_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - National Bank of Greece SA

Core Content Overview

The document presents the results of the 2016 EU-wide Transparency Exercise for the National Bank of Greece SA, including details on own funds, capital ratios, risk exposure amounts, and P&L (Profit and Loss) data. It also includes data for Credit Risk - Standardised Approach for Greece, Turkey, and Luxembourg. The information is structured according to the Capital Requirements Regulation (CRR) and includes references to relevant regulatory articles.

Key Financial Indicators (Own Funds and Capital Ratios)

Own Funds (Transitional Period)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
A (Own Funds)	9,010	8,863
A.1 (CET1 Capital)	8,975	8,828
A.1.1 (Eligible CET1 Capital Instruments)	18,637	18,638
A.1.2 (Retained Earnings)	-11,955	-14,773
A.1.3 (Accumulated Other Comprehensive Income)	-3,175	-381
A.1.4 (Other Reserves)	5,575	5,564
A.1.5 (Funds for General Banking Risk)	15	15
A.1.6 (Minority Interest in CET1 Capital)	128	123
A.1.7 (Adjustments to CET1 due to Prudential Filters)	-350	-424
A.1.8 (Intangible Assets Deductions)	-140	-134
A.1.9 (DTAs Relating to Future Profitability)	-5	-6
A.1.10 (IRB Shortfall of Credit Risk Adjustments)	0	0
A.1.11 (Defined Benefit Pension Fund Assets)	0	0
A.1.12 (Reciprocal Cross Holdings)	0	0
A.1.13 (Excess Deduction from ATI Items)	-84	-54
A.1.14 (Deductions from Assets with Alternative Risk Weight)	0	0
A.1.15 (Holdings of CET1 Capital Instruments)	0	0
A.1.16 (Deductible DTAs from Temporary Differences)	0	0
A.1.17 (Holdings of CET1 Capital Instruments with Significant Investment)	0	0
A.1.18 (Amount Exceeding 17.65% Threshold)	0	0
A.1.19 (Additional Deductions due to Article 3 CRR)	0	0
A.1.20 (Other CET1 Deductions)	0	0
A.1.21 (Transitional Adjustments)	327	260
A.1.21.1 (Grandfathered CET1 Instruments)	0	0
A.1.21.2 (Additional Minority Interests)	76	41
A.1.21.3 (Other Transitional Adjustments)	252	219
A.2 (Additional Tier 1 Capital)	0	0
A.3 (Tier 1 Capital)	8,975	8,828
A.4 (Tier 2 Capital)	36	34

Capital Ratios (Transitional Period)

Capital Ratio	As of 31/12/2015 (%)	As of 30/06/2016 (%)
CET1 Capital Ratio	14.52%	21.44%
Tier 1 Capital Ratio	14.52%	21.44%
Total Capital Ratio	14.58%	21.53%

Risk Exposure Amounts

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit Risk	52,489	34,831
Securitisation Risk	0	0
Default Fund Contribution Risk	0	0
Other Credit Risk	52,489	34,831
Market Risk (Position, FX, Commodities)	4,016	3,661
Credit Valuation Adjustment	210	162
Operational Risk	5,083	2,520
Total Risk Exposure Amount	61,798	41,174

P&L (Profit and Loss) Summary

P&L Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Interest Income	2,515	1,143
Of which Debt Securities Income	201	99
Of which Loans and Advances Income	2,305	1,040
Interest Expenses	654	206
Of which Deposits Expenses	608	196
Of which Debt Securities Issued Expenses	46	9
Dividend Income	3	2
Net Fee and Commission Income	88	102
Gains or Losses on Derecognition	-25	34
Gains or Losses on Trading Financial Assets	2	-58
Gains or Losses on Fair Value through Profit or Loss	13	-38
Gains or Losses from Hedge Accounting	-48	31
Exchange Differences	0	0
Net Other Operating Income/(Expenses)	-56	-24
Total Operating Income, Net	1,838	987
Administrative Expenses	1,098	526
Depreciation	112	55
Provisions or Reversal of Provisions	-7	13
Impairment or Reversal of Impairment	3,801	389
Profit or Loss Before Tax from Continuing Operations	-3,581	11
Profit or Loss After Tax from Continuing Operations	-2,596	2
Profit or Loss After Tax from Discontinued Operations	-1,604	-2,957
Profit or Loss for the Year	-4,200	-2,954

Credit Risk - Standardised Approach

Greece

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central Governments or Central Banks	14,039	14,662
Regional Governments or Local Authorities	38	33
Public Sector Entities	493	313
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	709	619
Corporates	415	501
Of which SME	137	84
Retail	4,755	4,721
Of which SME	205	196
Secured by Mortgages on Immovable Property	375	374
Of which SME	18	17
Exposures in Default	5,204	5,346
Items with Particularly High Risk	35	32
Equity	901	944
Other Exposures	2,955	2,895
Standardised Total	1,038	3,367

Turkey

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central Governments or Central Banks	6,394	0
Regional Governments or Local Authorities	0	0
Public Sector Entities	5	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	280	0
Corporates	10,431	0
Of which SME	6,504	0
Retail	17,037	0
Of which SME	2,870	0
Secured by Mortgages on Immovable Property	4,651	0
Of which SME	2,850	0
Exposures in Default	1,506	0
Items with Particularly High Risk	0	0
Equity	5	0
Other Exposures	623	0
Standardised Total	1,038	3,367

Luxembourg

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central Governments or Central Banks	0	0
Regional Governments or Local Authorities	0	0
Public Sector Entities	0	0
Multilateral Development Banks	4	0
International Organisations	11,795	10,408
Institutions	1	9
Corporates	0	0
Of which SME	0	0
Retail	0	0
Of which SME	0	0
Secured by Mortgages on Immovable Property	0	0
Of which SME	0	0
Exposures in Default	0	0
Items with Particularly High Risk	0	0
Equity	2	2
Other Exposures	623	0
Standardised Total	1,038	3,367

Key Observations

Capital Levels: The CET1 capital decreased from 9,010 million EUR to 8,863 million EUR during the transitional period, while the total risk exposure decreased from 61,798 million EUR to 41,174 million EUR.
Capital Ratios: Capital ratios improved significantly, with CET1 increasing from 14.52% to 21.44%, and total capital from 14.58% to 21.53%.
P&L Trends: The bank reported a significant loss in 2015, but a small profit in 2016, with a net loss of -4,200 million EUR in 2015 and -2,954 million EUR in 2016.
Credit Risk Exposure: The risk exposure for credit risk decreased from 52,489 million EUR to 34,831 million EUR, indicating a reduction in the bank's credit risk exposure.
Market Risk: Market risk exposure decreased from 4,016 million EUR to 3,661 million EUR.
Standardised Approach: The data for Greece, Turkey, and Luxembourg shows the breakdown of credit risk exposure under the Standardised Approach, with Greece showing the most significant exposure.

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