EBA欧洲银行-MT_529900RWC8ZYB066JF16_TR_2017_14页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Bank of Valletta Plc

Core Information

Bank Name: Bank of Valletta Plc
LEI Code: 529900RWC8ZYB066JF16
Country Code: MT (Malta)
Exercise Period: 2017 EU-wide Transparency Exercise

Own Funds - Transitional Period

Category	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)	COREP Code	Regulation
Own Funds	765	787	C.01.00 (010,010)	Articles 4(118) and 72 of CRR
CET1 Capital	586	618	C.01.00 (010,010)	Article 50 of CRR
CET1 Eligible Instruments	391	421	C.01.00 (010,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	233	239	C.01.00 (r130,010)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	5	3	C.01.00 (r180,010)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
Other Reserves	27	27	C.01.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for General Banking Risk	5	5	C.01.00 (210,010)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
Minority Interest in CET1	0	0	C.01.00 (r230,010)	Article 84 of CRR
Adjustments to CET1 due to Prudential Filters	0	0	C.01.00 (r250,010)	Articles 32 to 35 and 36(1) point (f) of CRR
Intangible Assets	-13	-24	C.01.00 (r300,010) + C.01.00 (r340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
DTAs based on future profitability	0	0	C.01.00 (r370,010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments	0	0	C.01.00 (r380,010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets	0	0	C.01.00 (r390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings in CET1	0	0	C.01.00 (r430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from ATI items over ATI Capital	0	0	C.01.00 (r440,010)	Article 36(1) point (f) of CRR
Deductions related to assets with 1.250% risk weight	0	0	C.01.00 (r450,010) + C.01.00 (r460,010) + C.01.00 (r470,010) + C.01.00 (r471,010) + C.01.00 (r472,010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (h), 243(1) point (b), 244(1) point (h) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
CET1 from Securitisation Positions	0	0	C.01.00 (r460,010)	Articles 36(1) point (k) (h), 243(1) point (b), 244(1) point (b) and 258 of CRR
CET1 Holdings of Financial Sector Entities (Non-Significant)	0	0	C.01.00 (r480,010)	Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR
CET1 Holdings of Financial Sector Entities (Significant)	0	0	C.01.00 (r490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Amount exceeding 17.65% threshold	-7	-2	C.01.00 (r510,010)	Article 48 of CRR
Additional deductions due to Article 3 CRR	-44	-45	C.01.00 (r524,010)	Article 3 CRR
CET1 Capital Elements or Deductions - Other	0	0	C.01.00 (r529,010)	-
Transitional adjustments	-1	-6	C.A1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-

Capital Ratios - Transitional Period

Category	As of 31/12/2016 (%)	As of 30/06/2017 (%)	COREP Code	Regulation
CET1 Capital Ratio	12.50%	13.24%	CA3 (1)	-
Tier 1 Capital Ratio	12.50%	13.24%	CA3 (3)	-
Total Capital Ratio	16.32%	16.87%	CA3 (5)	-

CET1 Capital - Fully Loaded

Category	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)	COREP Code	Regulation
CET1 Capital	588	624	[D.1] (j-B-1)	-
CET1 Capital Ratio	12.53%	13.37%	[D.1] (j-B-1)	-

Leverage Ratio

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
Tier 1 Capital (Transitional)	586	618	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
Tier 1 Capital (Fully Phased-in)	596	624	C 47.00 (r310,c010)	-
Total Leverage Ratio Exposures (Transitional)	11,432	11,854	C 47.00 (r300,c010)	-
Total Leverage Ratio Exposures (Fully Phased-in)	11,434	11,860	C 47.00 (r290,c010)	-
Leverage Ratio (Transitional)	5.1%	5.2%	C 47.00 (r340,c010)	-
Leverage Ratio (Fully Phased-in)	5.2%	5.3%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Type	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Credit Risk	4,244	4,218
Securitisation and Re-securitisations (Banking Book)	0	0
Contributions to Default Fund of a CCP	0	0
Other Credit Risk	4,244	4,218
Market Risk (Position, FX, Commodities)	1	2
Credit Valuation Adjustment	11	14
Operational Risk	433	433
Total Risk Exposure Amount	4,689	4,667

P&L (Profit and Loss) - As of 30/06/2017

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest Income	53	156
Debt Securities Income	13	38
Loans and Advances Income	40	118
Interest Expenses	16	47
Deposits Expenses	8	23
Debt Securities Issued Expenses	3	7
Dividend Income	0	1
Net Fee and Commission Income	17	51
Gains/Losses on Derecognition	-4	0
Gains/Losses on Financial Assets (Trading)	0	0
Gains/Losses on Financial Assets (FVTPL)	3	-2
Gains/Losses from Hedge Accounting	7	7
Exchange Differences	5	14
Net Other Operating Income/Expenses	0	0
Total Operating Income, Net	65	181
Administrative Expenses	28	86
Depreciation	2	7
Provisions/Reversal of Provisions	0	0
Commitments and Guarantees Given	0	0
Profit or Loss Before Tax from Continuing Operations	36	104
Profit or Loss After Tax from Continuing Operations	24	71
Profit or Loss from Discontinued Operations	0	0
Profit or Loss for the Year	24	71
Of which: Attributable to owners of the parent	24	71

Market Risk

Total Risk Exposure Amount: 1 mln EUR (As of 31/12/2016) and 2 mln EUR (As of 30/06/2017)
VaR (Memorandum Item): 0 mln EUR (As of 31/12/2016) and 0 mln EUR (As of 30/06/2017)
Stressed VaR (Memorandum Item): 0 mln EUR (As of 31/12/2016) and 0 mln EUR (As of 30/06/2017)
Incremental Default and Migration Risk Capital Charge: 0 mln EUR (As of 31/12/2016) and 0 mln EUR (As of 30/06/2017)
All Price Risks Capital Charge for CTP: 0 mln EUR (As of 31/12/2016) and 0 mln EUR (As of 30/06/2017)

Credit Risk - Standardised Approach

Consolidated Data

Risk Category	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	3,063	3,570
Regional Governments or Local Authorities	370	479
Public Sector Entities	531	508
Multilateral Development Banks	168	160
International Organisations	0	0
Institutions	2,294	2,219
Corporates	2,062	2,450
Of which: SME	1,113	1,483
Retail	1,223	907
Of which: SME	414	62
Secured by Mortgages on Immovable Property	2,542	2,651
Of which: SME	694	755
Exposures in Default	259	239
Items Associated with Particularly High Risk	92	82
Covered Bonds	0	0
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	0	0
Equity	92	73
Securitisation	0	0
Other Exposures	462	504
Standardised Total	13,159	13,704

Value Adjustments and Provisions

Country	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Malta	261	237
Germany	0	0
United States	0	0

Key Observations

CET1 Capital increased from 586 mln EUR (31/12/2016) to 618 mln EUR (30/06/2017), reflecting a growth in capital components.
Total Capital Ratio improved from 16.32% to 16.87% during the transitional period.
Leverage Ratio slightly increased from 5.1% to 5.2% (transitional) and from 5.2% to 5.3% (fully phased-in).
Profit and Loss showed a significant increase, from 65 mln EUR (31/12/2016) to 181 mln EUR (30/06/2017), with higher interest and fee income and lower expenses.
Risk Exposure Amount remained stable at 4,689 mln EUR (31/12/2016) and 4,667 mln EUR (30/06/2017), with minimal changes in market and credit risk components.
Standardised Approach for credit risk indicates a slight increase in total exposure from 13,159 mln EUR to 13,704 mln EUR, with a decrease in value adjustments and provisions.

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