EBA欧洲银行-LU_RNVZOEETEJ32KW0QXS82_TR_2016_8页_909kb

报告摘要

2016 EU-wide Transparency Exercise Summary - State Street Bank Luxembourg S.A.

Core Information

Bank Name: State Street Bank Luxembourg S.A.
LEI Code: RNVZOEETEJ32KW0QXS82
Country Code: LU
Transparency Period: 2016 EU-wide Transparency Exercise

Capital Structure and Regulatory Reporting

The bank does not report FINREP data on a consolidated level and therefore only COREP templates are published.

Own Funds (Transitional Period)

Item	As of 31/12/2015	As of 30/06/2016	COREP Code	Regulation
A	175	338	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	175	338	C 0.00 (020,010)	Article 50 of CRR
A.1.1	65	65	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	394	551	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 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	1	1	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	0	0	C 0.00 (020,010)	Article 84 of CRR
A.1.7	0	0	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-284	-278	C 0.00 (0300,010) + C 0.00 (0340,010)	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 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	0	0	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	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) (ii) 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 (0460,010)	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 (0480,010)	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 (0490,010)	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 (0500,010)	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 (0510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (0524,010)	Article 3 of CRR
A.1.20	-1	-1	C 0.00 (0529,010)	-
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 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	0	0	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	0	0	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	0	0	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	0	0	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	0	0	C 0.00 (0720,010)	-
A.2.3	0	0	C 0.00 (0690,010) + C 0.00 (790,010) + C 0.00 (710,010) + C 0.00 (744,010) + C 0.00 (748,010) + C 0.00 (770,010)	-
A.2.4	0	0	C 0.00 (0660,010) + C 0.00 (680,010) + C 0.00 (770,010)	-
A.3	175	338	C 0.00 (015,010)	Article 25 of CRR
A.4	0	0	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	0	0	C 0.00 (0760,010) + C 0.00 (0890,010)	-
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 (0880,010) + C 0.00 (980,010) + C 0.00 (990,010) + C 0.00 (998,010)	-
CET1 Capital Fully Loaded	175	338	[A.1-A.1.13- A.1.11+ MIN(A.2+A.1.13- A.2.2-A.2.2+ MIN(A.4+A.2.2+ A.4.3,0)]	-
CET1 Capital Ratio (Fully Loaded)	19.30%	36.50%	[D.1]/[B.1]	-

Capital Ratios (Transitional Period)

Item	As of 31/12/2015	As of 30/06/2016
CET1 Capital Ratio	19.30%	36.50%
Tier 1 Capital Ratio	19.30%	36.50%
Total Capital Ratio	19.30%	36.50%

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Credit Risk	231	176
Securitisation and Re-securitisations in Banking Book	0	0
Contributions to CCP Default Fund	0	0
Other Credit Risk	231	176
Market Risk (Position, FX, Commodities)	45	56
Operational Risk	629	695
Total Risk Exposure Amount	905	927

Notes

Total Risk Exposure Amount is calculated as the sum of all risk exposures.
Market Risk includes foreign exchange and commodities risk.
Operational Risk is reported as 629 mln EUR for 31/12/2015 and 695 mln EUR for 30/06/2016.

Credit Risk - Standardised Approach

Consolidated Data

Risk Exposure Type	As of 31/12/2015	As of 30/06/2016
Standardised Total	380	430

Country of Counterparty

Country of Counterparty	As of 31/12/2015	As of 30/06/2016
Standardised Total	0	0

Notes

Original Exposure is reported before applying credit conversion factors or risk mitigation techniques.
Securitisation exposures are excluded from value adjustments and provisions per country of counterparty.

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