EBA欧洲银行-DE_529900V3O1M5IHMOSF46_TR_2017_14页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary: State Street Europe Holdings Germany S.a.r.l. & Co. KG
Core Information
- Bank Name: State Street Europe Holdings Germany S.a.r.l. & Co. KG
- LEI Code: 529900V3O1M5IHMOSF46
- Country Code: DE (Germany)
Capital Structure (Transitional Period)
Own Funds
| Item | As of 31/12/2016 (€m) | As of 30/06/2017 (€m) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 2,043 | 2,011 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | 2,043 | 2,011 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | 1 | 1 | C 0.00 (030,010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | -389 | -458 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 0 | 0 | C 0.00 (018,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 3,698 | 3,698 | C 0.00 (200,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 58 | 70 | C 0.00 (210,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 0 | 0 | C 0.00 (230,010) | Article 84 of CRR |
| A.1.7 | 0 | 0 | C 0.00 (250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -1,325 | -1,300 | C 0.00 (300,010) + C 0.00 (340,010) | 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 | 0 | 0 | C 0.00 (370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | 0 | 0 | C 0.00 (380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | 0 | 0 | C 0.00 (390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | 0 | 0 | C 0.00 (430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | 0 | 0 | C 0.00 (440,010) | Article 36(1) point (j) of CRR |
| A.1.14 | 0 | 0 | C 0.00 (450,010) + C 0.00 (460,010) + C 0.00 (470,010) + C 0.00 (471,010) + C 0.00 (472,010) | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| A.1.14.1 | 0 | 0 | C 0.00 (460,010) | Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.15 | 0 | 0 | C 0.00 (480,010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | 0 | 0 | C 0.00 (490,010) | Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | 0 | 0 | C 0.00 (500,010) | Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR |
| A.1.18 | 0 | 0 | C 0.00 (510,010) | Article 48 of CRR |
| A.1.19 | 0 | 0 | C 0.00 (524,010) | Article 3 of CRR |
| A.1.20 | 0 | 0 | C 0.00 (529,010) | - |
| A.1.21 | 0 | 0 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C 0.00 (520,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 0 | 0 | C 0.00 (524,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 0 | 0 | C 0.00 (520,010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | 0 | 0 | C 0.00 (530,010) | Article 61 of CRR |
| A.2.1 | 0 | 0 | C 0.00 (540,010) + C 0.00 (570,010) | - |
| A.2.2 | 0 | 0 | C 0.00 (5720,010) | - |
| A.2.3 | 0 | 0 | C 0.00 (5690,010) + C 0.00 (790,010) + C 0.00 (710,010) + C 0.00 (740,010) + C 0.00 (744,010) + C 0.00 (748,010) | - |
| A.2.4 | 0 | 0 | C 0.00 (5660,010) + C 0.00 (680,010) + C 0.00 (770,010) | - |
| A.3 | 2,043 | 2,011 | C 0.00 (015,010) | Article 25 of CRR |
| A.4 | 0 | 0 | C 0.00 (750,010) | Article 71 of CRR |
| A.4.1 | 0 | 0 | C 0.00 (760,010) + C 0.00 (890,010) | - |
| A.4.2 | 0 | 0 | C 0.00 (910,010) + C 0.00 (920,010) + C 0.00 (930,010) + C 0.00 (940,010) + C 0.00 (950,010) + C 0.00 (970,010) + C 0.00 (974,010) + C 0.00 (978,010) | - |
| A.4.3 | 0 | 0 | C 0.00 (480,010) + C 0.00 (980,010) + C 0.00 (960,010) | - |
Capital Ratios (Transitional Period)
| Ratio | As of 31/12/2016 | As of 30/06/2017 | COREP Code |
|---|---|---|---|
| C.1 | 49.91% | 36.25% | C33 (1) |
| C.2 | 49.91% | 36.25% | C33 (3) |
| C.3 | 49.91% | 36.25% | C33 (5) |
CET1 Capital (Fully Loaded)
| Item | As of 31/12/2016 (€m) | As of 30/06/2017 (€m) | Formula |
|---|---|---|---|
| D | 2,043 | 2,011 | [D.1]/[B.8-1] |
Leverage Ratio
| Item | As of 31/12/2016 (€m) | As of 30/06/2017 (€m) | COREP Code | Regulation |
|---|---|---|---|---|
| A.1 | 2,043 | 2,011 | C 47.00 (r320,c010) | Article 429 of the CRR |
| A.2 | 2,043 | 2,011 | C 47.00 (r310,c010) | - |
| B.1 | 36,714 | 38,892 | C 47.00 (r300,c010) | Article 429 of the CRR |
| B.2 | 36,714 | 38,892 | C 47.00 (r290,c010) | - |
| C.1 | 5.6% | 5.2% | C 47.00 (r340,c010) | - |
| C.2 | 5.6% | 5.2% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Exposure Type | As of 31/12/2016 (€m) | As of 30/06/2017 (€m) |
|---|---|---|
| Credit risk | 2,976 | 4,316 |
| Securitisation risk | 858 | 777 |
| Contributions to default fund of a CCP | 0 | 0 |
| Other credit risk | 2,118 | 3,539 |
| Market risk | 0 | 0 |
| Total Risk Exposure | 4,093 | 5,547 |
Profit and Loss (P&L)
| Item | As of 31/12/2016 (€m) | As of 30/06/2017 (€m) |
|---|---|---|
| Interest income | 159 | 116 |
| Debt securities income | 26 | 8 |
| Loans and advances income | 54 | 56 |
| Interest expenses | 64 | 50 |
| Deposits expenses | 10 | 12 |
| Net Fee and commission income | 321 | 174 |
| Total Operating Income, Net | 641 | 392 |
| Administrative expenses | 408 | 243 |
| Depreciation | 377 | 193 |
| Provisions or reversal of provisions | 12 | 8 |
| Commitments and guarantees given | 0 | 2 |
| Profit or loss before tax from continuing operations | -155 | -52 |
| Profit or loss after tax from continuing operations | -183 | -69 |
| Profit or loss for the year | -183 | -69 |
Market Risk
- All risk exposure amounts for market risk are reported as 0 for both periods.
- The table indicates that the bank does not have significant market risk exposure in the reporting periods.
Credit Risk - Standardised Approach
Consolidated Data (As of 31/12/2016)
| Category | Original Exposure (€m) | Exposure Value (€m) | Risk Exposure Amount (€m) | Value Adjustments and Provisions (€m) |
|---|---|---|---|---|
| Central governments or central banks | 14.347 | 14.347 | 0 | 0 |
| Institutions | 16.458 | 1.724 | 347 | 0 |
| Corporates | 3.403 | 1.473 | 1.473 | 0 |
| Securitisation | 4.131 | 4.131 | 858 | 0 |
| Other exposures | 162 | 162 | 162 | 0 |
| Standardised Total | 39,558 | 22,894 | 2,976 | 0 |
Consolidated Data (As of 30/06/2017)
| Category | Original Exposure (€m) | Exposure Value (€m) | Risk Exposure Amount (€m) | Value Adjustments and Provisions (€m) |
|---|---|---|---|---|
| Central governments or central banks | 41,784 | 26,235 | 4,316 | 0 |
| Institutions | 148 | 1058 | 30 | 0 |
| Corporates | 388 | 371 | 371 | 0 |
| Securitisation | 3.767 | 3.767 | 777 | 0 |
| Other exposures | 215 | 215 | 215 | 0 |
| Standardised Total | 41,784 | 26,235 | 4,316 | 0 |
Key Observations
- The bank has a CET1 capital of 2,043 mln EUR as of 31/12/2016 and 2,011 mln EUR as of 30/06/2017.
- Capital ratios decreased from 49.91% to 36.25% during the transitional period.
- Total risk exposure increased from 4,093 mln EUR to 5,547 mln EUR, primarily due to credit risk.
- The leverage ratio also decreased from 5.6% to 5.2%.
- Market risk and securitisation risk were both reported as zero in both periods.
- The P&L showed a decrease in net income, with a profit of 641 mln EUR in 2016 and 392 mln EUR in 2017.
- Credit risk exposure under the standardised approach increased from 2,976 mln EUR to 4,316 mln EUR.
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