EBA欧洲银行-IT_PSNL19R2RXX5U3QWHI44_TR_2016_13页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - Mediobanca - Banca di Credito Finanziario SpA

Core Information

Bank Name: Mediobanca - Banca di Credito Finanziario SpA
LEI Code: PSNL19R2RXX5U3QWHI44
Country Code: IT (Italy)

Own Funds (Transitional Period)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP Code	Regulation
A	9,437	8,227	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	7,288	6,505	C 0.00 (020,010)	Article 50 of CRR
A.1.1	2,386	2,390	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	4,877	5,069	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	1,048	1,137	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	13	10	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	42	60	C 0.00 (020,010)	Article 84 of CRR
A.1.7	9	-1	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-469	-467	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	-1	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	-15	-275	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 (b) and 89 to 91 of CRR; Articles 36(1) point (i) (a), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (k) (v) 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	-31	-28	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	-1,340	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 CRR
A.1.20	0	0	C 0.00 (0529,010)	-
A.1.21	-570	-52	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	30	12	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	-599	-64	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 (0670,010)	-
A.2.3	8	271	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0720,010) + C 0.00 (0740,010) + C 0.00 (0741,010) + C 0.00 (0748,010) + C 0.00 (0750,010)	-
A.2.4	-8	-271	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	7,288	6,505	C 0.00 (015,010)	Article 25 of CRR
A.4	2,149	1,722	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	2,200	2,104	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	-317	-316	C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010)	-
A.4.3	267	-66	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-
OWN FUNDS REQUIREMENTS	58,770	53,862	C 0.00 (010,010)	Articles 92(3), 95, 96 and 98 of CRR
B.1	60	49	C 05.01 (010;040)	-

Capital Ratios (Transitional Period)

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)
C.1	12.40%	12.08%
C.2	12.40%	12.08%
C.3	16.06%	15.27%

CET1 Capital Fully Loaded

Item	As of 31/12/2015	As of 30/06/2016	COREP Code
D	7,866	6,827	[C.A.1-A.C.1.13-A.1.21-MUN(A.2+A.1.3-A.2-A.2.4-MUN(A.4+A.2.4-A.4.3,0)]
E	13.40%	12.69%	[D.1]/[B.8-1]

Risk Exposure Amounts

Risk Type	As of 31/12/2015 (m EUR)	As of 30/06/2016 (m EUR)
Credit Risk	48,579	45,714
Securitisation and Re-securitisation in Banking Book	373	393
Contributions to Default Fund of CCP	0	0
Other Credit Risk	48,206	45,321
Market Risk (Position, FX and Commodities)	6,033	4,015
Of which: Securitisation and Re-securitisation in Trading Book	10	13
Credit Valuation Adjustment	811	824
Operational Risk	3,193	3,308
Other Risk Exposure Amounts	154	0
Total Risk Exposure Amount	58,770	53,862

P&L (Profit and Loss)

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest Income	970	1,915
Of which Debt Securities Income	123	225
Of which Loans and Advances Income	768	1,531
Interest Expenses	367	712
Of which Deposits Expenses	87	160
Of which Debt Securities Issued Expenses	281	552
Expenses on Share Capital Repayable on Demand	0	0
Dividend Income	20	81
Net Fee and Commission Income	179	353
Gains or (-) Losses on Derecognition	101	100
Gains or (-) Losses on Trading Financial Assets	-6	60
Gains or (-) Losses on Fair Value Through Profit or Loss	0	0
Gains or (-) Losses from Hedge Accounting	3	8
Exchange Differences	16	-20
Net Other Operating Income/(Expenses)	66	143
Total Operating Income, Net	983	1,928
Administrative Expenses	501	1,030
Depreciation	19	41
Provisions or (-) Reversal of Provisions	4	5
Commitments and Guarantees Given	3	0
Other Provisions	1	5
Of which Pending Legal Issues and Tax Litigation	0	-
Of which Restructuring	0	-
Impairment or (-) Reversal of Impairment	236	418
Of which Loans and Receivables	223	399
Of which Held to Maturity Investments, AFS Assets and Financial Assets Measured at Cost	13	19
Of which Investments in Subsidiaries, Joint Ventures and Associates and Non-Financial Assets	0	0
Profit or (-) Loss Before Tax from Continuing Operations	359	714
Profit or (-) Loss After Tax from Continuing Operations	323	608
Profit or (-) Loss After Tax from Discontinued Operations	0	0
Profit or (-) Loss for the Year	323	608
Of which Attributable to Owners of the Parent	321	605

Market Risk

Risk Type	As of 31/12/2015 (m EUR)	As of 30/06/2016 (m EUR)
Traded Debt Instruments	3,687	2,796
Of which: General Risk	3,143	2,404
Of which: Specific Risk	543	392
Equities	2,076	954
Of which: General Risk	282	178
Of which: Specific Risk	1,027	474
Foreign Exchange Risk	271	265
Commodities Risk	0	0
Total Risk Exposure Amount	6,033	4,015

Credit Risk - Standardised Approach

Category	As of 31/12/2015 (m EUR)	As of 30/06/2016 (m EUR)
Central Governments or Central Banks	6.358	7.956
Regional Governments or Local Authorities	11	9
Public Sector Entities	6	427
Multilateral Development Banks	26	0
International Organisations	0	0
Institutions	20.377	17.814
Corporates	27.418	25.775
Of which: SME	1.147	147
Retail	12.434	13.288
Of which: SME	135	491
Secured by Mortgages on Immovable Property	4.972	5.227
Of which: SME	0	165
Exposures in Default	2.243	2.166
Items Associated with Particularly High Risk	62	59
Covered Bonds	285	248
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	289	365
Equity	4.952	3.816
Securitisation	149	161
Other Exposures	1.728	2.293
Standardised Total	81,311	79,680

Additional Notes

The financial year for Mediobanca ends in June.
P&L items for Dec 2015 refer to 2 quarters, while for Jun 2016 they refer to 4 quarters.
The fully loaded CET1 capital ratio is calculated using the formula stated in the "COREP CODE" column.

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