EBA欧洲银行-DE_DSNHHQ2B9X5N6OUJ1236_TR_2018_22页_3mb
报告摘要
2018 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Norddeutsche Landesbank Girozentrale
- LEI Code: DSNHHQ2B9X5N6OUJ1236
- Country Code: DE
Capital Structure (Transitional Period)
| Category | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| OWN FUNDS | 8,457 | 8,608 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1: COMMON EQUITY TIER 1 CAPITAL | 5,804 | 5,730 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1: Capital instruments eligible as CET1 Capital | 4,930 | 4,930 | 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 | 1,592 | 1,478 | 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 | -102 | -298 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR |
| A.1.4: Other Reserves | 0 | 0 | C:0.00 (000;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 | 0 | 0 | C:0.00 (230;010) | Article 84 of CRR |
| A.1.7: Adjustments to CET1 due to prudential fibers | -158 | -99 | C:0.00 (255;010) | Articles 32 to 35 of and 36(1) point (f) of CRR |
| A.1.8: Intangible assets (including Goodwill) | -137 | -135 | 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 CRR |
| A.1.9: TFAs that rely on future profitability | 0 | 0 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10: IRB shortfall of credit risk adjustments | -396 | -1 | C:0.00 (380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11: Defined benefit pension fund assets | 0 | 0 | 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) | Article 36(1) point (g) of CRR |
| A.1.21: Transitional adjustments | 230 | -40 | GAI (1.1.6 + 1.1.8 + 1.1.26) | - |
| A.1.21.1: Transitional adjustments due to grandfathered CET1 instruments | 36 | 36 | C:0.00 (226;010) | Articles 48(1) point (b), and 484 to 487 of CRR |
| A.1.21.3: Other transitional adjustments to CET1 Capital | 194 | 4 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Structure (Fully Loaded)
| Category | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | Regulation |
|---|---|---|---|
| CET1 Capital Fully loaded | 5,574 | 5,691 | Article 3 CRR |
| A.2: ADDITIONAL TIER 1 CAPITAL | 426 | 405 | Article 61 of CRR |
| A.2.1: Additional Tier 1 Capital instruments | 50 | 50 | C:0.00 (540;010) + C:0.00 (670;010) |
| A.2.4: Additional Tier 1 transitional adjustments | 376 | 355 | C:0.00 (660;010) + C:0.00 (680;010) + C:0.00 (730;010) |
| A.3: TIER 1 CAPITAL | 6,230 | 6,135 | C:0.00 (615;010) |
| A.4: TIER 2 CAPITAL | 2,227 | 2,472 | C:0.00 (750;010) |
| A.4.1: Tier 2 Capital instruments | 2,672 | 2,647 | C:0.00 (760;010) + C:0.00 (890;010) |
| A.4.2: Other Tier 2 Capital components and deductions | 0 | -175 | C:0.00 (918;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 | -445 | 0 | C:0.00 (880;010) + C:0.00 (960;010), + C:0.00 (966;010) |
Capital Ratios (Transitional Period)
| Ratio | As of 31/12/2017 (%) | As of 30/06/2018 (%) | Regulation |
|---|---|---|---|
| C.1: COMMON EQUITY TIER 1 CAPITAL RATIO | 12.40% | 12.52% | GA3 (1) |
| C.2: TIER 1 CAPITAL RATIO | 13.31% | 13.40% | GA3 (3) |
| C.3: TOTAL CAPITAL RATIO | 18.07% | 18.81% | GA3 (5) |
Leverage Ratio
| Category | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | Leverage Ratio (%) | Regulation |
|---|---|---|---|---|
| A.1: Tier 1 capital - transitional definition | 6,230 | 6,135 | C 47.00 (r320,c010) | Article 429 of CRR; Delegated Regulation (EU) 2015/62 |
| A.2: Tier 1 capital - fully phased-in definition | 5,624 | 5,741 | C 47.00 (r310,c010) | - |
| B.1: Total leverage ratio exposures - transitional Tier 1 capital | 182,468 | 174,797 | C 47.00 (r300,c010) | - |
| B.2: Total leverage ratio exposures - fully phased-in Tier 1 capital | 182,407 | 174,794 | C 47.00 (r290,c010) | - |
| C.1: Leverage ratio - transitional Tier 1 capital | 3.4% | 3.5% | C 47.00 (r340,c010) | - |
| C.2: Leverage ratio - fully phased-in Tier 1 capital | 3.1% | 3.3% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Exposure Type | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Credit risk | 37,527 | 36,859 |
| Securitisation and re-securitisations in the banking book | 2,671 | 2,304 |
| Contributions to the default fund of a CCP | 50 | 31 |
| Other credit risk | 34,807 | 34,525 |
| Market risk (position, foreign exchange and commodities) | 2,794 | 3,255 |
| Operational risk | 5,523 | 4,898 |
| Total Risk Exposure Amount | 46,813 | 45,773 |
Profit and Loss (P&L)
| P&L Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Interest income | 6,671 | 3,128 |
| Of which: Debt securities income | 497 | 206 |
| Of which: Loans and advances income | 3,088 | 1,356 |
| Interest expenses | 5,240 | 2,513 |
| Of which: Deposits expenses | 1,520 | 707 |
| Of which: Debt securities issued expenses | 522 | 218 |
| Dividend income | 1 | 5 |
| Net Fee and commission income | 107 | 38 |
| Gains or (-) losses on derecognition of financial assets | 410 | 31 |
| Gains or (-) losses on financial assets held for trading | -183 | -83 |
| Gains or (-) losses on financial assets at fair value through profit or loss | 423 | 55 |
| Gains or (-) losses from hedge accounting | 13 | -12 |
| Exchange differences | 75 | -1 |
| Net other operating income/(expenses) | -31 | -52 |
| TOTAL OPERATING INCOME, NET | 2,245 | 595 |
| Administrative expenses | 1,213 | 528 |
| Depreciation | 51 | 21 |
| Modification gains or (-) losses | n.a. | 0 |
| (Provisions or (-) reversal of provisions) | -3 | -8 |
| (Commitments and guarantees given) | 4 | 15 |
| (Other provisions) | -7 | -23 |
| (Impairment or (-) reversal of impairment on financial assets) | 952 | 13 |
| (Financial assets at fair value through other comprehensive income) | n.a. | 2 |
| (Financial assets at amortised cost) | n.a. | 11 |
| (Impairment or (-) reversal of impairment of investments) | 12 | 0 |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | 80 | 61 |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | 20 | 63 |
| PROFIT OR (-) LOSS FOR THE YEAR | 20 | 63 |
| Of which attributable to owners of the parent | 20 | 63 |
Market Risk Details
| Risk Type | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Traded Debt Instruments | 674 | 704 |
| Of which: General risk | 272 | 103 |
| Of which: Specific risk | 401 | 601 |
Key Observations
- The bank's own funds increased from 8,457 EUR to 8,608 EUR during the transitional period.
- CET1 capital decreased slightly from 5,804 EUR to 5,730 EUR, while Tier 1 capital decreased from 6,230 EUR to 6,135 EUR.
- Tier 2 capital increased from 2,227 EUR to 2,472 EUR.
- The leverage ratio improved from 3.4% to 3.5% using the transitional Tier 1 capital definition.
- Total risk exposure decreased from 46,813 EUR to 45,773 EUR.
- Profit or loss from continuing operations decreased from 80 EUR to 61 EUR before tax, and from 20 EUR to 63 EUR after tax.
- Market risk showed an increase in exposure from 2,794 EUR to 3,255 EUR, with a rise in specific risk from 401 EUR to 601 EUR.
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