EBA欧洲银行-HU_529900W3MOO00A18X956_TR_2017_14页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - OTP Bank Nyrt.
Core Information
- Bank Name: OTP Bank Nyrt.
- LEI Code: 529900W3MOO00A18X956
- Country Code: HU (Hungary)
Capital Structure
Own Funds (Transitional Period)
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 4,000 | 4,034 | C.01.00 (r010,c010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital | 3,462 | 3,495 | C.01.00 (r020,c010) | Article 50 of CRR |
| A.1.1 | CET1 Eligible Instruments | -95 | -90 | C.01.00 (r030,c010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained Earnings | 4,609 | 4,553 | C.01.00 (r130,c010) | Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR |
| A.1.3 | Accumulated Other Comprehensive Income | -356 | -371 | C.01.00 (r180,c010) | Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR |
| A.1.4 | Other Reserves | -14 | 56 | C.01.00 (r200,c010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for General Banking Risk | 0 | 0 | C.01.00 (r210,c010) | Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR |
| A.1.6 | Minority Interest in CET1 | 2 | 2 | C.01.00 (r230,c010) | Article 84 of CRR |
| A.1.7 | Prudential Filters Adjustments | -6 | -7 | C.01.00 (r250,c010) | Articles 32 to 35 of and 36(1) point (f) of CRR |
| A.1.8 | Intangible Assets | -522 | -535 | C.01.00 (r300,c010) + C.01.00 (r340,c010) | 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 | DTAs relying on future profitability | -156 | -112 | C.01.00 (r370,c010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB Shortfall | 0 | 0 | C.01.00 (r380,c010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined Benefit Pension Fund Assets | 0 | 0 | C.01.00 (r390,c010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal Cross Holdings | 0 | 0 | C.01.00 (r430,c010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess Deduction from AT1 Items | 0 | 0 | C.01.00 (r440,c010) | Article 36(1) point (i) of CRR |
| A.1.14 | Deductions for Assets with 1.25% Risk Weight | 0 | 0 | C.01.00 (r450,c010) + C.01.00 (r460,c010) + ... | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (l), and 258 of CRR; ... |
| A.1.15 | Holdings of CET1 Capital in Financial Entities | 0 | 0 | C.01.00 (r480,c010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | Deductible DTAs | 0 | 0 | C.01.00 (r490,c010) | Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | Holdings of CET1 Capital with Significant Investment | 0 | 0 | C.01.00 (r500,c010) | 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 | CET1 Capital over 17.65% Threshold | 0 | 0 | C.01.00 (r510,c010) | Article 48 of CRR |
| A.1.19 | Additional Deductions due to Article 3 CRR | 0 | 0 | C.01.00 (r524,c010) | Article 3 CRR |
| A.1.20 | CET1 Capital Elements or Deductions - Other | 0 | 0 | C.01.00 (r529,c010) | - |
| A.1.21 | Transitional Adjustments | 0 | 0 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Grandfathered CET1 Instruments | 0 | 0 | C.01.00 (r220,c010) | Articles 48(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | Additional Minority Interest | 0 | 0 | C.01.00 (r240,c010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other Transitional Adjustments | 0 | 0 | C.01.00 (r520,c010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital | 0 | 0 | C.01.00 (r530,c010) | Article 61 of CRR |
| A.3 | Tier 1 Capital | 3,462 | 3,495 | C.01.00 (r615,c010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 539 | 539 | C.01.00 (r750,c010) | Article 71 of CRR |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 (CET1) Ratio: 15.59% (31/12/2016) → 14.12% (30/06/2017)
- Tier 1 Capital Ratio: 15.59% (31/12/2016) → 14.12% (30/06/2017)
- Total Capital Ratio: 18.01% (31/12/2016) → 16.29% (30/06/2017)
Fully Loaded CET1 Capital
- CET1 Capital (Fully Loaded): 3,462 (31/12/2016) → 3,495 (30/06/2017)
- CET1 Capital Ratio (Fully Loaded): 15.59% (31/12/2016) → 14.12% (30/06/2017)
Leverage Ratio
| Item | Description | 31/12/2016 | 30/06/2017 | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.1 | Tier 1 Capital (Transitional) | 3,462 | 3,495 | C 47.00 (r320,c010) | Article 429 of CRR |
| A.2 | Tier 1 Capital (Fully Phased-In) | 3,462 | 3,495 | C 47.00 (r310,c010) | Article 429 of CRR |
| B.1 | Total Leverage Ratio Exposures (Transitional) | 37,125 | 41,258 | C 47.00 (r300,c010) | Article 429 of CRR |
| B.2 | Total Leverage Ratio Exposures (Fully Phased-In) | 37,125 | 41,258 | C 47.00 (r290,c010) | Article 429 of CRR |
| C.1 | Leverage Ratio (Transitional) | 9.3% | 8.5% | C 47.00 (r340,c010) | Article 429 of CRR |
| C.2 | Leverage Ratio (Fully Phased-In) | 9.3% | 8.5% | C 47.00 (r330,c010) | Article 429 of CRR |
Risk Exposure Amounts
| Risk Type | 31/12/2016 (EUR) | 30/06/2017 (EUR) |
|---|---|---|
| Credit Risk | 17,632 | 20,220 |
| Securitisation and Re-securitisations (Banking Book) | 0 | 0 |
| Contributions to CCP Default Fund | 0 | 0 |
| Other Credit Risk | 17,632 | 20,220 |
| Market Risk (Position, FX, Commodities) | 1,523 | 1,153 |
| Total Risk Exposure Amount | 22,209 | 24,761 |
Profit and Loss (P&L)
| Item | 31/12/2016 (EUR) | 30/06/2017 (EUR) |
|---|---|---|
| Interest Income | 2,180 | 1,055 |
| Debt Securities Income | 278 | 147 |
| Loans and Advances Income | 1,625 | 826 |
| Interest Expenses | 534 | 172 |
| Deposits Expenses | 229 | 94 |
| Debt Securities Issued Expenses | 48 | 11 |
| Dividend Income | 12 | 12 |
| Net Fee and Commission Income | 723 | 401 |
| Gains/Losses on Derecognition | -42 | 7 |
| Gains/Losses on Trading Financial Assets | -23 | 6 |
| Gains/Losses on FVPL Instruments | 0 | 0 |
| Gains/Losses from Hedge Accounting | 18 | -4 |
| Exchange Differences | 143 | 17 |
| Net Other Operating Income/(Expenses) | -82 | 17 |
| Total Operating Income, Net | 2,395 | 1,341 |
| Administrative Expenses | 1,316 | 720 |
| Depreciation | 157 | 79 |
| Provisions/Reversal of Provisions | -49 | 33 |
| Commitments and Guarantees | 21 | -4 |
| Profit or Loss Before Tax from Continuing Operations | 760 | 497 |
| Profit or Loss After Tax from Continuing Operations | 651 | 432 |
| Profit or Loss for the Year | 651 | 432 |
Market Risk Details
| Item | 31/12/2016 (EUR) | 30/06/2017 (EUR) |
|---|---|---|
| Traded Debt Instruments | 384 | 500 |
| Of which: General Risk | 282 | 240 |
| Of which: Specific Risk | 102 | 260 |
| Equities | 1 | 1 |
| Of which: General Risk | 0 | 0 |
| Of which: Specific Risk | 1 | 1 |
| Foreign Exchange Risk | 1,105 | 601 |
| Commodities Risk | 33 | 51 |
| Total Market Risk Exposure | 1,523 | 1,153 |
Credit Risk - Standardised Approach
| Item | 31/12/2016 (EUR) | 30/06/2017 (EUR) |
|---|---|---|
| Central Governments or Central Banks | 12.526 | 12.570 |
| Regional Governments or Local Authorities | 212 | 231 |
| Public Sector Entities | 398 | 306 |
| Institutions | 1.718 | 1.721 |
| Corporates | 7.581 | 8.940 |
| Of which: SME | 1.544 | 1.933 |
| Retail | 7.491 | 2.997 |
| Of which: SME | 428 | 513 |
| Secured by Mortgages on Immovable Property | 8.656 | 4.527 |
| Of which: SME | 439 | 458 |
| Exposures in Default | 3.551 | 1.054 |
| Items with High Risk | 84 | 47 |
| Covered Bonds | 132 | 210 |
| Collective Investments Undertakings (CIU) | 51 | 76 |
| Equity | 160 | 182 |
| Other Exposures | 827 | 804 |
| Standardised Total | 44,411 | 48,426 |
Summary of Key Trends
- Capital Adequacy: OTP Bank Nyrt. maintained CET1 capital levels during the transitional period, with a slight increase from 3,462 to 3,495 million EUR.
- Capital Ratios: All capital ratios (CET1, Tier 1, Total) decreased during the period, indicating a potential increase in risk exposure or a decrease in capital.
- Leverage Ratio: The leverage ratio dropped from 9.3% to 8.5%, suggesting an increase in risk exposure relative to capital.
- Risk Exposure: Total risk exposure increased from 22,209 million EUR to 24,761 million EUR, driven primarily by credit risk.
- Market Risk: Market risk exposure decreased, with foreign exchange risk being the largest component.
- Credit Risk: Credit risk exposure increased, with significant exposure to corporates and SMEs. Exposures in default also increased slightly.
- P&L Performance: Net income declined from 2,395 million EUR to 1,341 million EUR, reflecting lower interest income and higher expenses.
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