EBA欧洲银行-ES_5493007SJLLCTM6J6M37_TR_2016_11页_717kb

2016 EU-wide Transparency Exercise Summary for Unicaja Banco S.A.

Core Information

• Bank Name: Unicaja Banco S.A.
• LEI Code: 5493007SJLLCTM6J6M37
• Country Code: ES
• Reporting Period: As of 31/12/2015 and 30/06/2016

Capital Structure (Transitional Period)

• Own Funds:
  • As of 31/12/2015: 3,510 mln EUR
  • As of 30/06/2016: 3,533 mln EUR
• CET1 Capital:
  • As of 31/12/2015: 3,480 mln EUR
  • As of 30/06/2016: 3,514 mln EUR
• Additional Tier 1 Capital:
  • As of 31/12/2015: 30 mln EUR
  • As of 30/06/2016: 19 mln EUR
• Tier 2 Capital:
  • As of 31/12/2015: 0 mln EUR
  • As of 30/06/2016: 0 mln EUR

CET1 Capital Elements and Deductions

• Capital Instruments Eligible as CET1 Capital:
  • As of 31/12/2015: 2,014 mln EUR
  • As of 30/06/2016: 2,063 mln EUR
• Retained Earnings:
  • As of 31/12/2015: 685 mln EUR
  • As of 30/06/2016: 779 mln EUR
• Accumulated Other Comprehensive Income:
  • As of 31/12/2015: 150 mln EUR
  • As of 30/06/2016: 84 mln EUR
• Minority Interest Given Recognition in CET1 Capital:
  • As of 31/12/2015: 273 mln EUR
  • As of 30/06/2016: 228 mln EUR
• Adjustments to CET1 due to Prudential Filters:
  • As of 31/12/2015: 5 mln EUR
  • As of 30/06/2016: 11 mln EUR
• Transitional Adjustments:
  • As of 31/12/2015: 1,201 mln EUR
  • As of 30/06/2016: 1,199 mln EUR

Capital Ratios (Transitional Period)

• Common Equity Tier 1 (CET1) Ratio:
  • As of 31/12/2015: 12.84%
  • As of 30/06/2016: 13.24%
• Tier 1 Capital Ratio:
  • As of 31/12/2015: 12.95%
  • As of 30/06/2016: 13.31%
• Total Capital Ratio:
  • As of 31/12/2015: 12.95%
  • As of 30/06/2016: 13.31%

Fully Loaded CET1 Capital

• CET1 Capital (Fully Loaded):
  • As of 31/12/2015: 2,279 mln EUR
  • As of 30/06/2016: 2,315 mln EUR
• CET1 Capital Ratio (Fully Loaded):
  • As of 31/12/2015: 8.56%
  • As of 30/06/2016: 8.90%

Risk Exposure Amounts

• Total Risk Exposure Amount:
  • As of 31/12/2015: 27,108 mln EUR
  • As of 30/06/2016: 26,536 mln EUR
• Risk Exposure for Credit Risk:
  • As of 31/12/2015: 24,650 mln EUR
  • As of 30/06/2016: 24,126 mln EUR
• Risk Exposure for Securitisation and Re-securitisations in the Banking Book:
  • As of 31/12/2015: 1,037 mln EUR
  • As of 30/06/2016: 701 mln EUR
• Risk Exposure for Market Risk:
  • As of 31/12/2015: 20 mln EUR
  • As of 30/06/2016: 60 mln EUR

Profit and Loss (P&L)

• Total Operating Income, Net:
  • As of 31/12/2015: 1,527 mln EUR
  • As of 30/06/2016: 622 mln EUR
• Profit or (Loss) Before Tax from Continuing Operations:
  • As of 31/12/2015: 216 mln EUR
  • As of 30/06/2016: 167 mln EUR
• Profit or (Loss) After Tax from Continuing Operations:
  • As of 31/12/2015: 160 mln EUR
  • As of 30/06/2016: 133 mln EUR
• Profit or (Loss) for the Year:
  • As of 31/12/2015: 184 mln EUR
  • As of 30/06/2016: 136 mln EUR

Capital Ratios and Components

• CET1 Capital Fully Loaded:
  • As of 31/12/2015: 2,279 mln EUR
  • As of 30/06/2016: 2,315 mln EUR
• CET1 Capital Ratio Fully Loaded:
  • As of 31/12/2015: 8.56%
  • As of 30/06/2016: 8.90%

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount:
  • As of 31/12/2015: 24,650 mln EUR
  • As of 30/06/2016: 24,126 mln EUR
• Value Adjustments and Provisions:
  • As of 31/12/2015: 4,111 mln EUR
  • As of 30/06/2016: 3,867 mln EUR

Credit Risk - IRB Approach

• IRB Total Risk Exposure Amount:
  • As of 31/12/2015: 0 mln EUR
  • As of 30/06/2016: 0 mln EUR

Sovereign Exposure

• Total Sovereign Exposure (All Countries):
  • As of 31/12/2015: 12,976.5 mln EUR
  • As of 30/06/2016: 15,828.0 mln EUR
• Breakdown by Accounting Portfolio:
  • Held for Trading: 2,009.6 mln EUR
  • Designated at Fair Value through Profit or Loss: 37.2 mln EUR
  • Available-for-sale: 37.3 mln EUR
  • Loans and Receivables: 5,326.1 mln EUR
  • Held-to-maturity investments: 2,285.3 mln EUR

Performing and Non-performing Exposures

• Debt Securities (Including at Amortised Cost and Fair Value):
  • As of 31/12/2015: 17,021 mln EUR
  • As of 30/06/2016: 18,676 mln EUR
• Accumulated Impairment and Changes in Fair Value:
  • As of 31/12/2015: 592 mln EUR
  • As of 30/06/2016: 106 mln EUR
• Collateral and Financial Guarantees Received:
  • As of 31/12/2015: 20 mln EUR
  • As of 30/06/2016: 41 mln EUR

Key Regulatory References

• CET1 Capital: Articles 4(118), 72, 50, 26(1) points (a) to (e), 36(1) points (f), 42, 32 to 35, 483(1) to (3), 484 to 487 of CRR
• Additional Tier 1 Capital: Article 61 of CRR
• Tier 2 Capital: Article 71 of CRR
• Risk Exposure Amounts: Articles 92(3), 95, 96, 98 of CRR
• Sovereign Exposure: Paragraph 41(b) of Annex V of ITS on Supervisory reporting

Notes

• Original exposure is reported before taking into account credit conversion factors or credit risk mitigation techniques.
• The information includes all exposures to "General Governments" as defined in the regulatory framework.
• The data covers financial assets across various accounting portfolios.