EBA欧洲银行-LU_RNVZOEETEJ32KW0QXS82_TR_2017_9页_925kb
报告摘要
2017 EU-wide Transparency Exercise Summary: State Street Bank Luxembourg S.A.
Core Information
- Bank Name: State Street Bank Luxembourg S.A.
- LEI Code: RNVZOEETEJ32KW0QXS82
- Country Code: LU (Luxembourg)
- Transparency Period: 2017
- Reporting Scope: The bank does not report FINREP data on a consolidated level and only publishes COREP templates.
Own Funds (Transitional Period)
A. Own Funds
- As of 31/12/2016: 343 million EUR
- As of 30/06/2017: 363 million EUR
- COREP Code: C.01.00 (r010,c010)
- Regulation: Articles 4(118) and 72 of CRR
A.1. Common Equity Tier 1 (CET1) Capital
- As of 31/12/2016: 343 million EUR
- As of 30/06/2017: 363 million EUR
- COREP Code: C.01.00 (r020,c010)
- Regulation: Article 50 of CRR
A.1.1. Capital instruments eligible as CET1 Capital
- As of 31/12/2016: 65 million EUR
- As of 30/06/2017: 65 million EUR
- COREP Code: C.01.00 (r030,c010)
- Regulation: Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f), and 42 of CRR
A.1.2. Retained earnings
- As of 31/12/2016: 551 million EUR
- As of 30/06/2017: 571 million EUR
- COREP Code: C.01.00 (r130,c010)
- Regulation: Articles 26(1) point (c), 26(2), and 36(1) points (a) and (f) of CRR
A.1.3. Accumulated other comprehensive income
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r180,c010)
- Regulation: Articles 4(100), 26(1) point (d), and 36(1) point (f) of CRR
A.1.4. Other Reserves
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r200,c010)
- Regulation: Articles 4(117) and 26(1) point (e) of CRR
A.1.5. Funds for general banking risk
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r210,c010)
- Regulation: Articles 4(112), 26(1) point (f), and 36(1) point (f) of CRR
A.1.6. Minority interest given recognition in CET1 capital
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r230,c010)
- Regulation: Article 84 of CRR
A.1.7. Adjustments to CET1 due to prudential filters
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r250,c010)
- Regulation: Articles 32 to 35 and 36(1) point (f) of CRR
A.1.8. Intangible assets (including Goodwill)
- As of 31/12/2016: -273 million EUR
- As of 30/06/2017: -273 million EUR
- COREP Code: C.01.00 (r300,c010) + C.01.00 (r340,c010)
- Regulation: 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. DTAs that rely on future profitability and do not arise from temporary differences
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r370,c010)
- Regulation: Articles 36(1) point (c) and 38 of CRR
A.1.10. IRB shortfall of credit risk adjustments to expected losses
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r380,c010)
- Regulation: Articles 36(1) point (d), 40, and 159 of CRR
A.1.11. Defined benefit pension fund assets
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r390,c010)
- Regulation: Articles 4(109), 36(1) point (e), and 41 of CRR
A.1.12. Reciprocal cross holdings in CET1 Capital
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r430,c010)
- Regulation: Articles 4(122), 36(1) point (g), and 44 of CRR
A.1.13. Excess deduction from AT1 items over AT1 Capital
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r440,c010)
- Regulation: Article 36(1) point (d) of CRR
A.1.21. Transitional adjustments
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)
- Regulation: Articles 469 to 472, 478, and 481 of CRR
A.1.21.1. Transitional adjustments due to grandfathered CET1 Capital instruments
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r220,c010)
- Regulation: Articles 48(1) to (3) and 484 to 487 of CRR
A.1.21.2. Transitional adjustments due to additional minority interests
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r240,c010)
- Regulation: Articles 479 and 480 of CRR
A.1.21.3. Other transitional adjustments to CET1 Capital
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r520,c010)
- Regulation: Articles 469 to 472, 478, and 481 of CRR
A.2. Additional Tier 1 Capital
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r530,c010)
- Regulation: Article 61 of CRR
A.3. Tier 1 Capital
- As of 31/12/2016: 343 million EUR
- As of 30/06/2017: 363 million EUR
- COREP Code: C.01.00 (r615,c010)
- Regulation: Article 25 of CRR
A.4. Tier 2 Capital
- As of 31/12/2016: 0 EUR
- As of 30/06/2017: 0 EUR
- COREP Code: C.01.00 (r750,c010)
- Regulation: Article 71 of CRR
Capital Ratios (Transitional Period)
C.1. Common Equity Tier 1 Capital Ratio
- As of 31/12/2016: 36.17%
- As of 30/06/2017: 37.92%
- COREP Code: CA3 (1)
- Regulation: -
C.2. Tier 1 Capital Ratio
- As of 31/12/2016: 36.17%
- As of 30/06/2017: 37.92%
- COREP Code: CA3 (3)
- Regulation: -
C.3. Total Capital Ratio
- As of 31/12/2016: 36.17%
- As of 30/06/2017: 37.92%
- COREP Code: CA3 (5)
- Regulation: -
CET1 Capital Fully Loaded
D. CET1 Capital (fully loaded)
- As of 31/12/2016: 343 million EUR
- As of 30/06/2017: 363 million EUR
- COREP Code: [A.1-A.1.13-A.1.21+MIN(A2+A.1.13-A.2.2-A.2.4+MIN(A4+A.2.2-A.4.3,0)]
- Regulation: -
E. CET1 Capital Ratio (fully loaded)
- As of 31/12/2016: 36.17%
- As of 30/06/2017: 37.92%
- COREP Code: [D.1]/[B-8.1]
- Regulation: -
Leverage Ratio
A.1. Tier 1 Capital - Transitional definition
- As of 31/12/2016: 343 million EUR
- As of 30/06/2017: 363 million EUR
- COREP Code: C 47.00 (r320,c010)
- Regulation: Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2. Tier 1 Capital - Fully phased-in definition
- As of 31/12/2016: 343 million EUR
- As of 30/06/2017: 363 million EUR
- COREP Code: C 47.00 (r310,c010)
B.1. Total Leverage Ratio Exposures - Transitional definition
- As of 31/12/2016: 534 million EUR
- As of 30/06/2017: 516 million EUR
- COREP Code: C 47.00 (r300,c010)
B.2. Total Leverage Ratio Exposures - Fully phased-in definition
- As of 31/12/2016: 534 million EUR
- As of 30/06/2017: 516 million EUR
- COREP Code: C 47.00 (r290,c010)
C.1. Leverage Ratio - Transitional definition
- As of 31/12/2016: 64.2%
- As of 30/06/2017: 70.4%
- COREP Code: C 47.00 (r340,c010)
C.2. Leverage Ratio - Fully phased-in definition
- As of 31/12/2016: 64.2%
- As of 30/06/2017: 70.4%
- COREP Code: C 47.00 (r330,c010)
Risk Exposure Amounts
Total Risk Exposure Amount
- As of 31/12/2016: 947 million EUR
- As of 30/06/2017: 958 million EUR
- COREP Code: C.02.00 (r010,c010)
- Regulation: Articles 92(3), 95, 96, and 98 of CRR
Breakdown of Risk Exposure Amounts
- Credit Risk: 184 million EUR (31/12/2016) / 185 million EUR (30/06/2017)
- Securitisation and re-securitisations (Banking Book): 0 EUR
- Contributions to the default fund of a CCP: 0 EUR
- Other Credit Risk: 184 million EUR (31/12/2016) / 185 million EUR (30/06/2017)
- Market Risk (Position, FX, Commodities): 68 million EUR (31/12/2016) / 54 million EUR (30/06/2017)
- Operational Risk: 695 million EUR (31/12/2016) / 718 million EUR (30/06/2017)
Market Risk
- Traded Debt Instruments: 0 EUR (31/12/2016) / 0 EUR (30/06/2017)
- Foreign Exchange Risk: 68 million EUR (31/12/2016) / 54 million EUR (30/06/2017)
- Commodities Risk: 0 EUR (31/12/2016) / 0 EUR (30/06/2017)
- Total Market Risk Exposure: 68 million EUR (31/12/2016) / 54 million EUR (30/06/2017)
Credit Risk - Standardised Approach
Standardised Total Risk Exposure Amount
- As of 31/12/2016: 510 million EUR
- As of 30/06/2017: 493 million EUR
Breakdown of Exposures
- Central Governments or Central Banks: 234 million EUR (31/12/2016) / 196 million EUR (30/06/2017)
- Institutions: 32 million EUR (31/12/2016) / 48 million EUR (30/06/2017)
- Corporates: 83 million EUR (31/12/2016) / 81 million EUR (30/06/2017)
- Retail: 0 EUR (31/12/2016) / 0 EUR (30/06/2017)
- Secured by Mortgages on Immovable Property: 0 EUR (31/12/2016) / 0 EUR (30/06/2017)
- Other Exposures: 162 million EUR (31/12/2016) / 168 million EUR (30/06/2017)
Notes
- Original Exposure: Reported before applying credit conversion factors or risk mitigation techniques.
- Value Adjustments and Provisions: Not included for securitisation exposures.
Summary of Key Observations
- The bank's CET1 capital increased from 343 million EUR to 363 million EUR during the transitional period.
- Capital ratios (CET1, Tier 1, and Total) improved slightly from 36.17% to 37.92%.
- Leverage ratios increased from 64.2% to 70.4%, indicating a higher leverage position.
- Risk exposure amounts were reported for credit and operational risks, with market risk exposure decreasing.
- The bank did not report securitisation or other specific risk exposures, and all adjustments and provisions were zero.
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