EBA欧洲银行-IT_815600D79C96B9661149_TR_2016_11页_717kb

报告摘要

2016 EU-wide Transparency Exercise Summary for ICCREA Holding

Core Information

Bank Name: ICCREA Holding
LEI Code: 815600D79C96B9661149
Country Code: IT (Italy)
Reporting Periods: As of 31/12/2015 and 30/06/2016

Own Funds - Transitional Period

Item	Description	31/12/2015 (mln EUR)	30/06/2016 (mln EUR)	COREP Code	Regulation
A	Own Funds	1,712	1,725	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	Common Equity Tier 1 Capital	1,587	1,622	C 0.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	1,148	1,149	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	Retained earnings	28	31	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	107	89	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	379	407	C 0.00 (0200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	5	4	C 0.00 (0230,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-2	-2	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-30	-27	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	DTAs that rely on future profitability	0	0	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from ATI items over ATI Capital	-2	-1	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	Deductions related to assets with 1.250% risk weight	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 (ii), 243(1) point (iii), 244(1) point (iv), and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (o) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	Deductions from securitisation positions	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	Holdings of CET1 capital instruments of financial sector entities (no significant investment)	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	Deductible DTAs that rely on future profitability (from temporary differences)	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	Holdings of CET1 capital instruments of financial sector entities (significant investment)	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	Amount exceeding the 17.65% threshold	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C 0.00 (0524,010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C 0.00 (0529,010)	-
A.1.21	Transitional adjustments	-45	-28	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	6	3	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	-51	-32	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	0	0	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C 0.00 (0720,010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010)	-
A.2.4	Additional Tier 1 transitional adjustments	0	0	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	Tier 1 Capital	1,587	1,622	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital	125	104	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	71	74	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	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	Tier 2 transitional adjustments	54	30	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-
B	Total Risk Exposure Amount	12,838	13,133	C 0.00 (010,010)	Articles 92(3), 95, 96 and 98 of CRR
B.1	Transitional adjustments included	0	0	C 5.01 (010,010)	-
C.1	Common Equity Tier 1 Capital Ratio (transition period)	12.36%	12.35%	C33 (1)	-
C.2	Tier 1 Capital Ratio (transition period)	12.36%	12.35%	C33 (3)	-
C.3	Total Capital Ratio (transition period)	13.33%	13.14%	C33 (5)	-
D	Common Equity Tier 1 Capital (fully loaded)	1,633	1,650	[A1-A1.1.13-A1.1.21+MIN(A2+A1.13-A2.2-A2.2+MIN(A4+A2.2-A4.3,0)]	-
E	Common Equity Tier 1 Capital Ratio (fully loaded)	12.72%	12.56%	[D-1]/[B-1]	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Credit risk	11,467	11,657
Securitisation and re-securitisations in the banking book	4	1
Contributions to the default fund of a CCP	0	0
Other credit risk	11,463	11,655
Market risk (position, foreign exchange and commodities)	170	242
Credit Valuation Adjustment	85	119
Operational risk	1,116	1,116
Other risk exposure amounts	0	0
Total Risk Exposure Amount	12,838	13,133

Profit and Loss (P&L)

P&L Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	607	284
Of which debt securities income	171	60
Of which loans and advances income	414	220
Interest expenses	219	106
Of which deposits expenses	65	23
Of which debt securities issued expenses	149	65
Dividend income	3	2
Net Fee and commission income	189	91
Gains or (-) losses on derecognition of financial assets and liabilities	116	63
Gains or (-) losses on financial assets and liabilities held for trading	17	-5
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss	9	5
Exchange differences [gain or (-) loss]	-4	5
Net other operating income/(expenses)	18	14
Total Operating Income, Net	737	354
Administrative expenses	428	194
Depreciation	17	8
Provisions or (-) reversal of provisions	9	1
Impairment or (-) reversal of impairment on financial assets	262	93
Profit or (-) loss before tax from continuing operations	25	58
Profit or (-) loss after tax from continuing operations	46	47
Profit or (-) loss for the year	46	47

Capital Ratios

Common Equity Tier 1 Capital Ratio (Transition Period): 12.36% (31/12/2015) / 12.35% (30/06/2016)
Tier 1 Capital Ratio (Transition Period): 12.36% (31/12/2015) / 12.35% (30/06/2016)
Total Capital Ratio (Transition Period): 13.33% (31/12/2015) / 13.14% (30/06/2016)

Market Risk

Risk Exposure Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Traded Debt Instruments	167	221
Of which: General risk	155	184
Of which: Specific risk	4	8
Equities	3	5
Risk exposure amount for position, foreign exchange and commodities	170	242
Risk exposure amount for Credit Valuation Adjustment	85	119
Risk exposure amount for operational risk	1,116	1,116

Credit Risk - Standardised Approach

Credit Risk Category	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Central governments or central banks	13,760	12,804
Regional governments or local authorities	149	147
Public sector entities	54	57
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	69,686	56,180
Corporates	6,547	5,843
Of which: SME	3,587	3,363
Retail	3,656	3,948
Of which: SME	2,577	2,845
Retail - Secured on real estate property	1,582	1,803
Of which: SME	1,197	1,306
Exposures in default	2,465	2,711
Standardised Total	99,275	85,035

Sovereign Exposure

Exposure Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Total - All countries	13,381.4	12,370.5

Performing and Non-Performing Exposures

Exposures	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Debt securities (including at amortised cost and fair value)	13,531	12,455
Central banks	0	0
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	0	0
Corporates	0	0
Of which: SME	0	0
Retail	0	0
Of which: SME	0	0
Retail - Secured on real estate property	0	0
Of which: SME	0	0
Retail - Secured on real estate property - Of which: non-SME	0	0
Retail - Qualifying Revolving	0	0
Retail - Other Retail	0	0
Of which: SME	0	0
Of which: non-SME	0	0
Equity	0	0
Securitisation	0	0
Other non credit-obligation assets	0	0
IRB Total	0	0