EBA欧洲银行-AT_529900XSTAE561178282_TR_2018_20页_2mb

2018 EU-wide Transparency Exercise Summary - Raiffeisenbankengruppe OÖ Verbund eGen

Core Content Overview

The document provides a detailed summary of the financial position and risk exposure of Raiffeisenbankengruppe OÖ Verbund eGen under the 2018 EU-wide Transparency Exercise. It includes data on capital structure, leverage ratios, risk exposure amounts, and profit and loss (P&L) figures, all aligned with the regulatory requirements of the Capital Requirements Regulation (CRR) and the European Banking Authority (EBA) standards.

Key Financial Metrics

Own Funds (Transitional Period)

• As of 31/12/2017: €4,413 million
• As of 30/06/2018: €4,276 million

CET1 Capital

• As of 31/12/2017: €3,911 million
• As of 30/06/2018: €3,796 million

CET1 Components

• A.1.1: Capital instruments eligible as CET1 Capital: €1,033 million (both periods)
• A.1.2: Retained earnings: €3,038 million (31/12/2017), €3,006 million (30/06/2018)
• A.1.3: Accumulated other comprehensive income: -€16 million (31/12/2017), -€142 million (30/06/2018)
• A.1.6: Minority interest given recognition in CET1 capital: €45 million (31/12/2017), €43 million (30/06/2018)
• A.1.7: Adjustments to CET1 due to prudential fibers: -€25 million (31/12/2017), -€24 million (30/06/2018)
• A.1.13: Excess deduction from AT1 items over AT1 Capital: -€16 million (31/12/2017), €0 million (30/06/2018)
• Transitional adjustments: -€27 million (31/12/2017), €0 million (30/06/2018)

Tier 1 Capital

• As of 31/12/2017: €3,911 million
• As of 30/06/2018: €3,796 million

Tier 2 Capital

• As of 31/12/2017: €502 million
• As of 30/06/2018: €479 million

Capital Ratios (Transitional Period)

• Common Equity Tier 1 (CET1) Ratio: 15.77% (31/12/2017), 14.92% (30/06/2018)
• Tier 1 Capital Ratio: 15.77% (31/12/2017), 14.92% (30/06/2018)
• Total Capital Ratio: 17.79% (31/12/2017), 16.80% (30/06/2018)

Leverage Ratios

• Tier 1 Capital - Transitional definition: €3,911 million (31/12/2017), €3,796 million (30/06/2018)
• Tier 1 Capital - Fully phased-in definition: €3,954 million (31/12/2017), €3,796 million (30/06/2018)
• Leverage Ratio (Transitional definition): 9.6% (31/12/2017), 9.2% (30/06/2018)
• Leverage Ratio (Fully phased-in definition): 9.7% (31/12/2017), 9.2% (30/06/2018)

Risk Exposure Amounts

• Total Risk Exposure Amount (As of 31/12/2017): €24,797 million
• Total Risk Exposure Amount (As of 30/06/2018): €25,445 million

Detailed Risk Exposure Breakdown

• Credit Risk: €23,384 million (31/12/2017), €24,043 million (30/06/2018)
• Market Risk:
  • Traded Debt Instruments: €148 million (31/12/2017), €130 million (30/06/2018)
  • Foreign Exchange Risk: €0 million (both periods)
  • Commodities Risk: €0 million (both periods)

Profit and Loss (P&L)

• Total Operating Income, Net: €537 million (31/12/2017), €278 million (30/06/2018)
• Profit or Loss Before Tax from Continuing Operations: €497 million (31/12/2017), €165 million (30/06/2018)
• Profit or Loss After Tax from Continuing Operations: €457 million (31/12/2017), €149 million (30/06/2018)
• Profit or Loss for the Year: €457 million (31/12/2017), €149 million (30/06/2018)
• Of which: Attributable to owners of the parent: €453 million (31/12/2017), €143 million (30/06/2018)

Credit Risk - Standardised Approach

• Standardised Total (As of 31/12/2017): €46,852 million
• Standardised Total (As of 30/06/2018): €47,505 million

Key Exposure Categories

• Central governments or central banks: €3,298 million (31/12/2017), €2,593 million (30/06/2018)
• Regional governments or local authorities: €745 million (31/12/2017), €686 million (30/06/2018)
• Public sector entities: €764 million (31/12/2017), €1,011 million (30/06/2018)
• Corporates:
  • Original Exposure: €12,116 million (31/12/2017), €12,330 million (30/06/2018)
  • Exposure Value: €8,309 million (31/12/2017), €8,550 million (30/06/2018)
• Retail:
  • Original Exposure: €1,682 million (31/12/2017), €1,690 million (30/06/2018)
  • Exposure Value: €1,084 million (31/12/2017), €1,043 million (30/06/2018)
• Exposures in default: €652 million (31/12/2017), €460 million (30/06/2018)
• Items associated with particularly high risk: €8 million (31/12/2017), €8 million (30/06/2018)
• Covered bonds: €199 million (31/12/2017), €176 million (30/06/2018)
• Equity: €2,818 million (31/12/2017), €2,796 million (30/06/2018)

Regulatory References

• CET1 Capital: Article 50 of CRR
• Tier 1 Capital: Article 25 of CRR
• Tier 2 Capital: Article 71 of CRR
• Leverage Ratio: Article 429 of CRR; Delegated Regulation (EU) 2015/62
• Risk Exposure Amounts: Articles 4(36), 4(112), 4(113), 4(115), 4(117), 4(118), 4(100), 4(109), 4(122), 4(27), 48(1), 48(2), 36(1) point (b), 36(1) point (c), 36(1) point (f), etc.
• P&L Reporting: Not explicitly referenced, but aligned with EBA reporting standards

Notes

• Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
• Value adjustments and provisions are included in the risk exposure amount, excluding those for securitisation purposes.
• Transitional adjustments are applied for CET1, Tier 1, and Tier 2 capital components.
• Germany data is included in the report, showing a smaller scale compared to Austria.