EBA欧洲银行-BE004_7页_207kb

Summary of Capital Composition as of 30 September 2011 (CRD3 Rules)

Core Capital Information

• Bank Name: DEXIA (BE004)
• Capital Position (CRD3 Rules): 9,942 million EUR
• Capital Position (CRD3 Rules) % RWA: Not provided
• Eligible Capital and Reserves: 18,262 million EUR
• Intangibles Assets (including goodwill): -1,811 million EUR
• Adjustment to valuation differences in other AFS assets: 9,745 million EUR

Deductions from Common Equity

• Deductions from common equity (CRD3 Rules): -241 million EUR
  • Deductions of participations and subordinated claims: -140 million EUR
  • Securitisation exposures not included in RWA: 0 million EUR
  • IRB provision shortfall and IRB equity expected loss amounts (before tax): -101 million EUR

Common Equity After Deductions

• Common Equity (A + B): 9,701 million EUR
• Common Equity % RWA: 7.77%

Government Support Measures

• Ordinary shares subscribed by government: 3,500 million EUR
• Other existing government support measures: 0 million EUR
• Core Tier 1 including existing government support measures (C + D): 9,701 million EUR
• Core Tier 1 % RWA: 7.77%
• Shortfall to 9% before application of sovereign capital buffer: 1,539 million EUR
• Shortfall % RWA: 1.23%

Tier 1 Capital

• Hybrid instruments not subscribed by government: 1,423 million EUR
• Tier 1 Capital (E + F): 11,124 million EUR
• Tier 1 Capital % RWA: 8.91%

Risk-Weighted Assets (RWA)

• RWA as of end September 2011 (including add-on for CRD3): 124,891 million EUR
• RWA add-on for CRD III: 1,068 million EUR

Sovereign Capital Buffer

• Prudential filter (AFS sovereign assets in EEA): 3,438 million EUR
• Difference between book value and fair value of sovereign assets: 1,336 million EUR
• Sovereign capital buffer for exposures in EEA (G + H): 4,774 million EUR
• Sovereign capital buffer % RWA: 3.82%

Overall Shortfall

• Overall Shortfall after including sovereign capital buffer: 6,313 million EUR
• Overall Shortfall % RWA: 5.06%

Key Definitions and Notes

• The prudential filter is reported as a positive number if the AFS revaluation reserve for sovereign assets is negative and as a negative number if it is positive. If not applicable, it is reported as zero.
• The difference between book value and fair value of sovereign assets is reported as a positive number if the book value is higher than the fair value, and as a negative number otherwise.
• The sovereign capital buffer is calculated as the sum of the prudential filter and valuation difference, and if negative, it is set to zero.
• The overall shortfall is calculated as the difference between 9% of RWA and the Core Tier 1 capital adjusted for the sovereign capital buffer.

Country-Specific Sovereign Exposures

Notes:

• The table includes data for various countries (Austria, Belgium, Bulgaria, Cyprus, Czech Republic, Denmark, Estonia, Finland, Germany, Greece, Hungary, Iceland, Ireland, Italy, Latvia) with residual maturity and sovereign exposures.
• Some data entries are marked as "U" which likely stands for "Unavailable" or "Not applicable."
• The data provides a detailed breakdown of gross and net direct exposures, provisions, and prudential filters for each country and residual maturity.