EBA欧洲银行-IT_2W8N8UU78PMDQKZENC08_TR_2015_25页_4mb

报告摘要

Intesa Sanpaolo SpA - 2015 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Intesa Sanpaolo SpA
LEI Code: 2W8N8UU78PMDQKZENC08
Country Code: IT (Italy)

Capital Structure Overview

Capital Type	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)	COREP Code	Regulation
Own Funds	46,290	48,210	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital (net of deductions and after transitional adjustments)	36,547	37,648	CA1 (1.1.1)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	35,526	35,537	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	9,054	10,123	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	-1,622	-1,450	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	0	0	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Funds for General Banking Risk	0	0	CA1 (1.1.1.5)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority Interest in CET1 Capital	46	39	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	1,154	1,064	CA1 (1.1.1.9)	Articles 32 to 35 and 36 (1) point (f) of CRR
Intangible Assets (including Goodwill)	-7,099	-7,012	CA1 (1.1.1.10 + 1.1.1.11)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
DTAs that rely on future profitability	-273	-241	CA1 (1.1.1.12)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-112	-20	CA1 (1.1.1.13)	Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets	0	0	CA1 (1.1.1.14)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings in CET1 Capital	0	0	CA1 (1.1.1.15)	Articles 4(122), 36(1) point (f) and 44 of CRR
Excess Deduction from AT1 items over AT1 Capital	0	0	CA1 (1.1.1.16)	Article 36(1) point (j) of CRR
Deductible DTAs that rely on future profitability	0	0	CA1 (1.1.1.17 to 1.1.1.21)	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (iii) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Holdings of CET1 Capital Instruments of Financial Sector Entities (Significant Investment)	-1,619	-1,801	CA1 (1.1.1.24)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount Exceeding 17.65% Threshold	0	0	CA1 (1.1.1.25)	Article 470 of CRR
Other CET1 Capital Elements and Deductions	-296	-326	CA1 (1.1.1.27) + CA1 (1.1.1.28)	-
Transitional Adjustments	1,787	1,735	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional Adjustments due to Grandfathered CET1 Capital Instruments	0	0	CA1 (1.1.1.6)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional Adjustments due to Additional Minority Interests	142	122	CA1 (1.1.1.8)	Articles 479 and 480 of CRR
Other Transitional Adjustments to CET1 Capital	1,645	1,613	CA1 (1.1.1.26)	Articles 469 to 472, 478 and 481 of CRR

Tier 1 and Tier 2 Capital

Capital Type	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)
Additional Tier 1 Capital	1,700	1,487
Additional Tier 1 Capital Instruments	2,131	1,930
Other Additional Tier 1 Capital Components and Deductions	-431	-443
Tier 1 Capital	38,247	39,135
Tier 2 Capital	8,043	9,075
Tier 2 Capital Instruments	8,354	9,179
Other Tier 2 Capital Components and Deductions	-312	-104

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)
Credit Risk	230,354	242,017
Securitisation and Re-securitisations in Banking Book	4,439	4,735
Contributions to CCP Default Fund	481	741
Other Credit Risk	225,434	236,541
Market Risk (Position, FX, Commodities)	16,475	16,230
Of which: Securitisation and Re-securitisations in Trading Book	1,741	1,543
Credit Valuation Adjustment Risk	1,521	1,474
Operational Risk	21,157	20,376
Other Risk Exposure Amounts	283	162
Total Risk Exposure Amount	269,789	280,259

Profit and Loss (P&L)

P&L Item	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)
Interest Income	19,570	7,879
Of which: Debt Securities Income	2,142	739
Of which: Loans and Advances Income	11,280	5,102
Interest Expenses	11,803	4,487
Of which: Deposits Expenses	1,604	615
Of which: Debt Securities Issued Expenses	4,489	1,921
Net Fee and Commission Income	6,865	3,853
Gains or Losses on Derecognition of Financial Assets and Liabilities	663	759
Gains or Losses on Financial Assets Held for Trading	-239	-300
Gains or Losses on Financial Assets Designated at Fair Value Through Profit or Loss	18	6
Gains or Losses from Hedge Accounting	-136	-50
Exchange Differences	637	677
Net Other Operating Income/(Expenses)	748	366
Total Operating Income, Net	16,549	8,890
Administrative Expenses	8,717	4,261
Depreciation	894	405
Provisions or Reversal of Provisions	569	209
Commitments and Guarantees Given	22	-52
Other Provisions	547	261
Of which: Pending Legal Issues and Tax Litigation	140	-
Of which: Restructuring	0	-
Impairment or Reversal of Impairment on Financial Assets	4,286	1,409
Of which: Loans and Receivables	4,102	1,382
Of which: Held to Maturity Investments, AFS Assets and Financial Assets Measured at Cost	184	27
Impairment or Reversal of Impairment of Investments in Subsidiaries, Joint Ventures and Associates and on Non-Financial Assets	80	-28
Profit or Loss Before Tax from Continuing Operations	2,789	3,018
Profit or Loss After Tax from Continuing Operations	1,353	2,046
Profit or Loss After Tax from Discontinued Operations	-48	0
Profit or Loss for the Year	1,305	2,046
Of which: Attributable to Owners of the Parent	1,251	2,004

Risk Exposure by Country

Country	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)
Italy	106,517	116,084
United States	30	38
United Kingdom	27	29
France	13,431	15,248

Additional Risk Exposure Metrics

Metric	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)
VaR (Memorandum Item)	12,307	12,652
STRESSED VaR (Memorandum Item)	3,568	3,552
Incremental Default and Migration Risk Capital Charge	348	270
All Price Risks Capital Charge for CTP	12,380	280,259

Key Observations

Capital Trends: Intesa Sanpaolo's CET1 capital increased slightly from 36,547 EUR to 37,648 EUR, indicating a modest improvement in capital adequacy.
Risk Exposure: Total risk exposure increased from 269,789 EUR to 280,259 EUR, showing a rise in overall risk exposure.
Profitability: The bank reported a net profit after tax of 1,305 EUR in 2014 and 2,046 EUR in 2015, reflecting improved profitability.
Country-Specific Exposure: Italy had the highest exposure at 106,517 EUR (as of 31/12/2014), with a notable increase in risk exposure in the first half of 2015. Other countries such as the US, UK, and France showed smaller exposures.

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