EBA欧洲银行-IT_815600AD83B2B6317788_TR_2016_15页_1mb

2016 EU-wide Transparency Exercise Summary: Credito Emiliano Holding SpA

Core Information

• Bank Name: Credito Emiliano Holding SpA
• LEI Code: 815600AD83B2B6317788
• Country Code: IT (Italy)
• Date of Report: As of 31/12/2015 and 30/06/2016

Capital Structure (Transitional Period)

Own Funds

• Total Own Funds:
  • As of 31/12/2015: 1,955 mln EUR
  • As of 30/06/2016: 1,897 mln EUR

CET1 Capital (Common Equity Tier 1)

• CET1 Capital:
  • As of 31/12/2015: 1,791 mln EUR
  • As of 30/06/2016: 1,737 mln EUR
• CET1 Capital Elements:
  • A.1.1: Capital instruments eligible as CET1 (including share premium and net own capital instruments) – 301 mln EUR (both dates)
  • A.1.2: Retained earnings – 1,473 mln EUR (31/12/2015), 1,509 mln EUR (30/06/2016)
  • A.1.3: Accumulated other comprehensive income – 53 mln EUR (31/12/2015), -22 mln EUR (30/06/2016)
  • A.1.4: Other Reserves – 118 mln EUR (both dates)
  • A.1.6: Minority interest given recognition in CET1 capital – 328 mln EUR (31/12/2015), 337 mln EUR (30/06/2016)
  • Transitional adjustments: 220 mln EUR (31/12/2015), 187 mln EUR (30/06/2016)
    • A.1.21.1: Transitional adjustments due to grandfathered CET1 instruments – 0 mln EUR (both dates)
    • A.1.21.2: Transitional adjustments due to additional minority interests – 126 mln EUR (31/12/2015), 83 mln EUR (30/06/2016)
    • A.1.21.3: Other transitional adjustments – 94 mln EUR (31/12/2015), 104 mln EUR (30/06/2016)

Tier 1 Capital

• Tier 1 Capital: 1,791 mln EUR (31/12/2015), 1,737 mln EUR (30/06/2016)

Tier 2 Capital

• Tier 2 Capital: 164 mln EUR (31/12/2015), 160 mln EUR (30/06/2016)

Capital Ratios (Transitional Period)

• Common Equity Tier 1 Ratio: 13.52% (31/12/2015), 13.36% (30/06/2016)
• Tier 1 Capital Ratio: 13.52% (31/12/2015), 13.36% (30/06/2016)
• Total Capital Ratio: 14.75% (31/12/2015), 14.59% (30/06/2016)

Fully Loaded CET1 Capital

• CET1 Capital (Fully loaded): 1,635 mln EUR (31/12/2015), 1,588 mln EUR (30/06/2016)

Risk Exposure Amounts

• Total Risk Exposure Amount:
  • As of 31/12/2015: 13,251 mln EUR
  • As of 30/06/2016: 13,007 mln EUR

Breakdown of Risk Exposure

• Credit Risk:
  • As of 31/12/2015: 11,510 mln EUR
  • As of 30/06/2016: 11,266 mln EUR
• Securitisation and Re-securitisations in the Banking Book:
  • As of 31/12/2015: 22 mln EUR
  • As of 30/06/2016: 19 mln EUR
• Contributions to the Default Fund of a CCP:
  • As of 31/12/2015: 0 mln EUR
  • As of 30/06/2016: 1 mln EUR
• Other Credit Risk:
  • As of 31/12/2015: 11,487 mln EUR
  • As of 30/06/2016: 11,246 mln EUR
• Market Risk (Position, Foreign Exchange and Commodities):
  • As of 31/12/2015: 221 mln EUR
  • As of 30/06/2016: 217 mln EUR

Profit and Loss (P&L)

• Total Operating Income, Net:
  • As of 31/12/2015: 1,166 mln EUR
  • As of 30/06/2016: 568 mln EUR
• Profit or Loss Before Tax from Continuing Operations:
  • As of 31/12/2015: 223 mln EUR
  • As of 30/06/2016: 111 mln EUR
• Profit or Loss After Tax from Continuing Operations:
  • As of 31/12/2015: 163 mln EUR
  • As of 30/06/2016: 69 mln EUR
• Profit or Loss for the Year:
  • As of 31/12/2015: 163 mln EUR
  • As of 30/06/2016: 69 mln EUR
• Of which attributable to owners of the parent:
  • As of 31/12/2015: 124 mln EUR
  • As of 30/06/2016: 52 mln EUR

Credit Risk – Standardised Approach

Total Risk Exposure Amount

• As of 31/12/2015: 13,711 mln EUR
• As of 30/06/2016: 13,180 mln EUR

Breakdown of Credit Risk Exposure

• Central governments or central banks:
  • As of 31/12/2015: 3,180 mln EUR
  • As of 30/06/2016: 3,688 mln EUR
• Regional governments or local authorities:
  • As of 31/12/2015: 141 mln EUR
  • As of 30/06/2016: 122 mln EUR
• Public sector entities:
  • As of 31/12/2015: 64 mln EUR
  • As of 30/06/2016: 63 mln EUR
• Institutions:
  • As of 31/12/2015: 1,950 mln EUR
  • As of 30/06/2016: 1,889 mln EUR
• Corporates:
  • As of 31/12/2015: 1,038 mln EUR
  • As of 30/06/2016: 966 mln EUR
• Retail:
  • As of 31/12/2015: 596 mln EUR
  • As of 30/06/2016: 558 mln EUR
• Exposures in default:
  • As of 31/12/2015: 53 mln EUR
  • As of 30/06/2016: 57 mln EUR
• Items associated with particularly high risk:
  • As of 31/12/2015: 1 mln EUR
  • As of 30/06/2016: 1 mln EUR
• Covered bonds:
  • As of 31/12/2015: 150 mln EUR
  • As of 30/06/2016: 90 mln EUR
• Collective investments undertakings (CIU):
  • As of 31/12/2015: 0 mln EUR
  • As of 30/06/2016: 1 mln EUR
• Equity:
  • As of 31/12/2015: 258 mln EUR
  • As of 30/06/2016: 318 mln EUR
• Securitisation:
  • As of 31/12/2015: 62 mln EUR
  • As of 30/06/2016: 51 mln EUR
• Other exposures:
  • As of 31/12/2015: 904 mln EUR
  • As of 30/06/2016: 922 mln EUR
• Standardised Total:
  • As of 31/12/2015: 36 mln EUR
  • As of 30/06/2016: 36 mln EUR

Key Notes

• Original Exposure: Refers to the exposure before applying credit conversion factors or credit risk mitigation techniques.
• Value adjustments and provisions: Reflect the adjustments made for risk mitigation and other factors.
• Securitisation exposures are excluded from the total value adjustments and provisions per country of counterparty.