EBA欧洲银行-GR_5UMCZOEYKCVFAW8ZLO05_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - National Bank of Greece SA

Core Capital Information

Own Funds (Transitional Period)

As of 31/12/2016: 6,706 mln EUR
As of 30/06/2017: 6,469 mln EUR

Component	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP CODE	Regulation
CET1 Capital (net of deductions and transitional adjustments)	6,688	6,450	C.01.00 (r020,c010)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	16,609	16,608	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	-14,924	-15,008	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	-389	-391	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	5,595	5,536	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	15	15	C.01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1 capital	124	125	C.01.00 (r230,c010)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-314	-271	C.01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-131	-125	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
DTA that rely on future profitability and do not arise from temporary differences	-5	-4	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	0	0	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	-67	-37	C.01.00 (r440,c010)	Articles 36(1) point (d) of CRR
Deductions related to assets which can alternatively be subject to a 1.25% risk weight	0	0	C.01.00 (r450,c010) + C.01.00 (r460,c010) + C.01.00 (r470,c010) + C.01.00 (r471,c010) + C.01.00 (r472,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; Articles 36(1) point (k) (ii) 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 where the institution does not have a significant investment	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR
Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C.01.00 (r490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	-94	-126	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
Amount exceeding the 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C.01.00 (r524,c010)	Article 3 CRR
CET1 capital elements or deductions - other	0	0	C.01.00 (r529,c010)	-
Transitional adjustments	269	128	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C.01.00 (r220,c010)	Articles 48(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	43	17	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	226	111	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

As of 31/12/2016:
- CET1 Capital Ratio: 16.26%
- Tier 1 Capital Ratio: 16.26%
- Total Capital Ratio: 16.31%
As of 30/06/2017:
- CET1 Capital Ratio: 16.54%
- Tier 1 Capital Ratio: 16.54%
- Total Capital Ratio: 16.58%

CET1 Capital (Fully loaded)

As of 31/12/2016: 6,485 mln EUR
As of 30/06/2017: 6,359 mln EUR

CET1 Capital Ratio (Fully loaded)

As of 31/12/2016: 15.77%
As of 30/06/2017: 16.30%

Leverage Ratio

Component	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP CODE	Regulation
Tier 1 Capital - Transitional definition	6,688	6,450	C 47.00 (r320,c010)	Article 429 of the CRR
Tier 1 Capital - Fully phased-in definition	6,485	6,359	C 47.00 (r310,c010)	Article 429 of the CRR
Total Leverage Ratio Exposures - Transitional definition	74,419	66,975	C 47.00 (r300,c010)	Article 429 of the CRR
Total Leverage Ratio Exposures - Fully phased-in definition	74,380	66,953	C 47.00 (r290,c010)	Article 429 of the CRR
Leverage ratio - Transitional definition	9.0%	9.6%	C 47.00 (r340,c010)	Article 429 of the CRR
Leverage ratio - Fully phased-in definition	8.7%	9.5%	C 47.00 (r330,c010)	Article 429 of the CRR

Risk Exposure Amounts

Risk Exposure	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Credit risk	33,478	31,216
Securitisation and re-securitisations in the banking book	0	0
Contributions to the default fund of a CCP	0	0
Other credit risk	33,478	31,216
Market risk (position, foreign exchange and commodities)	4,550	4,727
Credit Valuation Adjustment	142	111
Operational risk	2,955	2,955
Other risk exposure amounts	0	0
Total Risk Exposure Amount	41,125	39,008

Profit and Loss (P&L)

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest income	2,075	947
Of which debt securities income	177	89
Of which loans and advances income	1,889	852
Interest expenses	342	132
Of which deposits expenses	323	122
Of which debt securities issued expenses	20	8
Dividend income	5	1
Net Fee and commission income	190	119
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	250	5
Gains or (-) losses on financial assets and liabilities held for trading, net	-191	-54
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	-52	-13
Gains or (-) losses from hedge accounting, net	27	24
Exchange differences [gain or (-) loss], net	0	0
Net other operating income/(expenses)	-40	-38
Total Operating Income, Net	1,920	858
Administrative expenses	980	412
Depreciation	100	47
Provisions or (-) reversal of provisions	0	0
Commitments and guarantees given	0	0
Other provisions	0	0
Of which pending legal issues and tax litigation	36	-
Of which restructuring	0	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	738	435
Of which loans and receivables	736	434
Of which held to maturity investments, AFS assets and financial assets measured at cost	2	1
Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets	63	8
Profit or (-) Loss Before Tax from Continuing Operations	73	-43
Profit or (-) Loss After Tax from Continuing Operations	54	-60
Profit or (-) loss after tax from discontinued operations	-2,912	-67
Profit or (-) Loss for the Year	-2,858	-127
Of which attributable to owners of the parent	-2,887	-143

Market Risk

Risk Type	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Traded Debt Instruments	291	302
Of which: General risk	152	15
Of which: Specific risk	123	55
Equities	39	104
Of which: General risk	18	5
Of which: Specific risk	21	73
Foreign exchange risk	1,001	1,102
Commodities risk	0	1
Total Risk Exposure Amount	1,331	1,509

Credit Risk - Standardised Approach

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Original Exposure	55,541	48,767
Exposure Value	-	-
Risk exposure amount	19,713	17,852
Value adjustments and provisions	2,758	3,141

Country-Specific Data (Greece)

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Central governments or central banks	14,369	14,186
Regional governments or local authorities	28	23
Public sector entities	214	167
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	730	717
Corporates	333	439
Of which: SME	69	130
Retail	4,568	4,536
Of which: SME	166	173
Secured by mortgages on immovable property	369	361
Of which: SME	17	15
Exposures in default	4,686	4,583
Items associated with particularly high risk	31	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	18	62
Equity	751	731
Other exposures	2,843	2,782
Standardised Total	2,758	3,141

Other Countries Data

Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Central governments or central banks	906	976
Regional governments or local authorities	0	0
Public sector entities	1	11
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	2,474	2,254
Corporates	625	175
Of which: SME	249	87
Retail	417	175
Of which: SME	80	55
Secured by mortgages on immovable property	158	45
Of which: SME	31	18
Exposures in default	292	149
Items associated with particularly high risk	1	2
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	1	0
Equity	4	4
Other exposures	111	46
Standardised Total	172	172