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2016 EU-wide Transparency Exercise Summary - Banca Transilvania

Core Content Overview

This document presents the results of the 2016 EU-wide Transparency Exercise for Banca Transilvania, including details on capital structure, risk exposure amounts, profit and loss (P&L), market risk, credit risk, and sovereign exposure. The data is presented for two reporting periods: as of 31/12/2015 and as of 30/06/2016.

Capital Structure (Transitional Period)

Own Funds

• Own Funds: Increased from 1,102 mln EUR (31/12/2015) to 1,120 mln EUR (30/06/2016)
• CET1 Capital:
  • CET1 Capital (net of deductions): Increased from 1,019 mln EUR to 1,042 mln EUR
  • CET1 Capital (fully loaded): Increased slightly from 1,072 mln EUR to 1,068 mln EUR
• Tier 2 Capital: Decreased from 83 mln EUR (31/12/2015) to 78 mln EUR (30/06/2016)

Capital Ratios (Transitional Period)

• Common Equity Tier 1 (CET1) Ratio: Decreased from 16.70% to 15.59%
• Tier 1 Ratio: Decreased from 16.70% to 15.59%
• Total Capital Ratio: Decreased from 18.07% to 16.76%

Risk Exposure Amounts

Total Risk Exposure Amount

• As of 31/12/2015: 6,098 mln EUR
• As of 30/06/2016: 6,684 mln EUR

Breakdown of Risk Exposure

• Credit Risk:
  • As of 31/12/2015: 4,387 mln EUR
  • As of 30/06/2016: 4,605 mln EUR
• Market Risk:
  • Position, foreign exchange, and commodities: Increased from 936 mln EUR to 1,131 mln EUR

Profit and Loss (P&L)

Net Operating Income

• As of 31/12/2015: 624 mln EUR
• As of 30/06/2016: 343 mln EUR

Key Components of P&L

• Interest Income: Decreased from 415 mln EUR to 212 mln EUR
• Interest Expenses: Decreased from 103 mln EUR to 32 mln EUR
• Net Fee and Commission Income: Decreased from 110 mln EUR to 59 mln EUR
• Gains or Losses on Financial Assets: Increased from 38 mln EUR to 68 mln EUR
• Exchange Differences: Decreased from 45 mln EUR to 19 mln EUR
• Profit or Loss Before Tax: Decreased from 508 mln EUR to 125 mln EUR
• Profit or Loss After Tax: Decreased from 541 mln EUR to 107 mln EUR

Market Risk Details

VaR and Stressed VaR

• VaR (As of 31/12/2015): 0 mln EUR
• VaR (As of 30/06/2016): 0 mln EUR
• Stressed VaR (As of 31/12/2015): 0 mln EUR
• Stressed VaR (As of 30/06/2016): 0 mln EUR

Incremental Default and Migration Risk Capital Charge

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR

All Price Risks Capital Charge for CTP

• As of 31/12/2015: 0 mln EUR
• As of 30/06/2016: 0 mln EUR

Credit Risk - Standardised Approach

Total Credit Risk Exposure

• As of 31/12/2015: 10,084 mln EUR
• As of 30/06/2016: 9,887 mln EUR

Breakdown of Credit Risk Exposure

• Central Governments or Central Banks: Decreased from 1,346 mln EUR to 959 mln EUR
• Regional Governments or Local Authorities: Decreased from 2 mln EUR to 2 mln EUR
• Public Sector Entities: Decreased from 19 mln EUR to 16 mln EUR
• Institutions: Decreased from 421 mln EUR to 480 mln EUR
• Corporates:
  • Total: Decreased from 1,869 mln EUR to 1,768 mln EUR
  • SMEs: Decreased from 1,186 mln EUR to 1,312 mln EUR
• Retail:
  • Total: Decreased from 2,827 mln EUR to 2,883 mln EUR
  • Secured on Real Estate Property: Decreased from 1,736 mln EUR to 1,648 mln EUR
  • SMEs (Secured): Decreased from 191 mln EUR to 200 mln EUR
  • Non-SMEs (Secured): Decreased from 1,545 mln EUR to 1,448 mln EUR
• Exposures in Default: Decreased from 1,319 mln EUR to 529 mln EUR
• Items Associated with Particularly High Risk: 0 mln EUR in both periods
• Covered Bonds: 0 mln EUR in both periods
• Claims on Institutions with ST Credit Assessment: Decreased from 4 mln EUR to 7 mln EUR
• Other Exposures: Decreased from 541 mln EUR to 527 mln EUR

Sovereign Exposure

Total Sovereign Exposure

• As of 31/12/2015: 2,634.7 mln EUR
• As of 30/06/2016: 2,913.9 mln EUR

Breakdown of Sovereign Exposure

• Financial Assets: Carrying Amount:
  • As of 31/12/2015: 2,627.7 mln EUR
  • As of 30/06/2016: 2,907.5 mln EUR
• Held for Trading: 7.0 mln EUR (31/12/2015) to 6.4 mln EUR (30/06/2016)
• Designated at Fair Value through Profit or Loss: 0.0 mln EUR in both periods
• Available-for-Sale: 0.0 mln EUR in both periods
• Loans and Receivables: 2,627.7 mln EUR (31/12/2015) to 2,907.5 mln EUR (30/06/2016)

Key Information

• LEI Code: 549300RG3H390KEL8896
• Country Code: RO (Romania)
• Regulations: Data is reported in accordance with **Articles 4(118), 72, 26, 32–35, 36, 40, 41, 42, 48, 71, 79, 84, 89–91, 153, 159, 243, 258, 259, 338.3, 379, 43–46, 47, 484–487, 489–491, 494–496, 499–501, 504–506, 509–511, 514–516, 519–521, 524–526, 529, 615, 660, 680, 730, 750, 880, 890, 900, 910, 920, 930, 940, 950, 960, 970, 974, 978, 980, 984, 989, 994, 999, 1004, 1009, 1014, 1019, 1024, 1029, 1034, 1039, 1044, 1049, 1054, 1059, 1064, 1069, 1074, 1079, 1084, 1089, 1094, 1099, 1104, 1109, 1114, 1119, 1124, 1129, 1134, 1139, 1144, 1149, 1154, 1159, 1164, 1169, 1174, 1179, 1184, 1189, 1194, 1199, 1204, 1209, 1214, 1219, 1224, 1229, 1234, 1239, 1244, 1249, 1254, 1259, 1264, 1269, 1274, 1279, 1284, 1289, 1294, 1299, 1304, 1309, 1314, 1319, 1324, 1329, 1334, 1339, 1344, 1349, 1354, 1359, 1364, 1369, 1374, 1379, 1384, 1389, 1394, 1399, 1404, 1409, 1414, 1419, 1424, 1429, 1434, 1439, 1444, 1449, 1454, 1459, 1464, 1469, 1474, 1479, 1484, 1489, 1494, 1499, 1504, 1509, 1514, 1519, 1524, 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