文档内容总结
核心内容概述
该文档提供了银行资本状况和风险加权资产（RWA）的详细数据，按照CRD3规则进行分类，并展示了不同国家的直接和间接主权暴露情况。文档还包含了关于主权资本缓冲的计算，以及相关定义和注释。
主要观点
- 资本结构：文档展示了银行在不同时间点（Dec-11 和 Jun-12）的资本结构，包括普通股、其他工具、政府支持措施等。
- 风险加权资产（RWA）：提供了银行RWA的分类和计算，涵盖信用风险、市场风险、操作风险等。
- 主权资本缓冲：文档详细说明了主权资本缓冲的计算，包括对主权资产的调整和额外的减值。
关键信息
资本状况（CRD3规则）
| 项目 |
Dec-11 (百万欧元) |
Jun-12 (百万欧元) |
注释 |
| A) 普通股（原始资本，不含混合工具和政府支持措施） |
9,373 |
9,451 |
COREP CA 1.1 |
| 其中：合格资本和储备 |
9,518 |
9,616 |
COREP CA 1.1.1 + COREP line 1.1.2.1 |
| 其中：无形资产（包括商誉） |
-145 |
-165 |
COREP line 1.1.5.1 |
| B) 普通股扣除项 |
-626 |
-647 |
COREP CA 1.3.T1* |
| 其中：参与和次级债权扣除 |
-142 |
-126 |
COREP lines 1.3.1 to 1.3.5 |
| 其中：证券化暴露扣除 |
-436 |
-433 |
COREP line 1.3.7 |
| 其中：IRB准备不足和预期损失 |
-48 |
-88 |
COREP line 1.3.8 |
| C) 普通股（A+B） |
8,747 |
8,804 |
|
| 其中：政府普通股 |
7,000 |
7,000 |
|
| D) 其他可用于缓冲的工具 |
0 |
0 |
|
| E) 其他现有政府支持措施 |
2,778 |
2,714 |
|
| F) 核心一级资本（含现有政府支持措施） |
11,525 |
11,518 |
|
| G) 非政府持有的混合工具 |
1,941 |
1,840 |
|
| 一级资本（F+G） |
13,466 |
13,358 |
|
| RWA |
118,425 |
111,775 |
|
主权资本缓冲
| 项目 |
Dec-11 (百万欧元) |
Jun-12 (百万欧元) |
注释 |
| H) 风险调整过滤（EEA主权资产） |
-66 |
-66 |
|
| I) 主权资产账面价值与公允价值差异 |
21 |
21 |
|
| 主权资本缓冲（H+I） |
0 |
0 |
|
| J) 主权暴露额外减值 |
0 |
0 |
|
| 9% RWA 前的缺口 |
-867 |
-1,458 |
|
| 包含主权资本缓冲和额外减值后的总缺口 |
-867 |
-1,458 |
|
风险加权资产（RWA）分类
| 项目 |
Dec-11 (百万欧元) |
Jun-12 (百万欧元) |
| 总RWA |
118,425 |
111,775 |
| 信用风险RWA |
95,750 |
90,163 |
| 证券化及再证券化RWA |
4,953 |
4,676 |
| 其他信用风险RWA |
90,797 |
85,487 |
| 市场风险RWA |
15,212 |
13,312 |
| 操作风险RWA |
7,463 |
8,300 |
各国直接和间接主权暴露
奥地利
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
20 |
20 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 5Y] |
10 |
10 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
30 |
30 |
0 |
0 |
比利时
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 5Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
19 |
19 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
19 |
19 |
0 |
0 |
保加利亚
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
108 |
108 |
0 |
0 |
| [3M - 1Y] |
1 |
1 |
0 |
0 |
| [1Y - 2Y] |
11 |
11 |
0 |
0 |
| [2Y - 3Y] |
2 |
2 |
0 |
0 |
| [3Y - 5Y] |
2 |
2 |
0 |
0 |
| [5Y - 10Y] |
5 |
4 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
129 |
126 |
0 |
0 |
塞浦路斯
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
3 |
3 |
0 |
0 |
| [3Y - 5Y] |
1 |
1 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
4 |
4 |
0 |
0 |
捷克共和国
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
0 |
0 |
0 |
0 |
爱沙尼亚
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
0 |
0 |
0 |
0 |
芬兰
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
0 |
0 |
0 |
0 |
希腊
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
50 |
50 |
0 |
0 |
| [2Y - 3Y] |
65 |
65 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
50 |
50 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
165 |
165 |
0 |
0 |
匈牙利
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
976 |
976 |
0 |
0 |
| [3M - 1Y] |
300 |
300 |
0 |
0 |
| [1Y - 2Y] |
242 |
242 |
0 |
0 |
| [2Y - 3Y] |
214 |
214 |
0 |
0 |
| [3Y - 5Y] |
211 |
211 |
0 |
0 |
| [5Y - 10Y] |
66 |
66 |
0 |
0 |
| [10Y - more] |
48 |
48 |
0 |
0 |
| 总计 |
2,056 |
2,056 |
0 |
0 |
冰岛
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
0 |
0 |
0 |
0 |
意大利
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
21 |
21 |
0 |
0 |
| [1Y - 2Y] |
15 |
15 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
339 |
339 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
77 |
77 |
0 |
0 |
| 总计 |
457 |
457 |
0 |
0 |
拉脱维亚
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
0 |
0 |
0 |
0 |
列支敦士登
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
0 |
0 |
0 |
0 |
立陶宛
| 期限 |
GROSS DIRECT |
NET DIRECT |
DIRECT DERIVATIVES |
INDIRECT |
| [0 - 3M] |
0 |
0 |
0 |
0 |
| [3M - 1Y] |
0 |
0 |
0 |
0 |
| [1Y - 2Y] |
0 |
0 |
0 |
0 |
| [2Y - 3Y] |
0 |
0 |
0 |
0 |
| [3Y - 5Y] |
0 |
0 |
0 |
0 |
| [5Y - 10Y] |
0 |
0 |
0 |
0 |
| [10Y - more] |
0 |
0 |
0 |
0 |
| 总计 |
0 |
0 |
0 |
0 |
注释和定义
- 调整项（1）：该金额已包含在合格资本和储备的计算中，仅用于信息目的。
- 证券化暴露（2）：根据CRD3规则，包括50%的证券化暴露，适用于交易账簿，风险权重为1250%。
- 主权资产公允价值差异（3）：包括直接和间接主权暴露在衍生品中的公允价值差异。
- 政府支持措施（5）：希腊特别标注，可能涉及额外的监管或财务支持措施。
