EBA欧洲银行-GR_5UMCZOEYKCVFAW8ZLO05_TR_2018_22页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary - National Bank of Greece, S.A.

Core Capital Information

The National Bank of Greece, S.A. participated in the 2018 EU-wide Transparency Exercise. The following are the key details of its capital structure:

Item	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Own Funds (Transitional period)	6,347	5,872	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
CET1 Capital (net of deductions and after transitional adjustments)	6,333	5,840	C:0.00 (020;010)	Article 50 of CRR
CET1 Capital elements	16,609	16,608	C:0.00 (030;010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	-15,582	-17,144	C:0.00 (030;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	-167	-196	C:0.00 (018;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	5,820	5,785	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	15	15	C:0.00 (015;010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1 capital	127	126	C:0.00 (0230;010)	Article 84 of CRR
Adjustments to CET1 due to prudential fibers	-250	-32	C:0.00 (025;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-132	-140	C:0.00 (030;010) + C:0.00 (040;010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
TFAs that rely on future profitability	-3	-3	C:0.00 (037;010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments	-14	0	C:0.00 (038;010)	Articles 36(1) point (b), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	C:0.00 (039;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (043;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	-45	0	C:0.00 (046;010)	Articles 36(1) point (g) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;010), C:0.00 (047;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(31) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b); 49(3), 49(3) to (3) and 75(4) of CRR
Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C:0.00 (048;010)	Articles 4(27), 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3), 49(3) to (3) and 79 of CRR
Deductible DTAs that rely on future profitability	0	0	C:0.00 (049;010)	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	-185	-347	C:0.00 (50;010)	Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3), 49(3) to (3) and 79 of CRR
Amount exceeding the 17.65% threshold	0	-71	C:0.00 (51;010)	Article 48 of CRR
Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (52;010)	Article 3 CRR
CET1 capital elements or deductions - other	0	0	C:0.00 (52;010)	-
Transitional adjustments	140	1,239	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (0226;010)	Articles 48(3) point (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	18	0	C:0.00 (046;010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	122	1,239	C:0.00 (52;010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional period)

Capital Ratio	As of 31/12/2017 (%)	As of 30/06/2018 (%)
Common Equity Tier 1 Capital Ratio (transitional period)	16.96%	16.20%
Tier 1 Capital Ratio (transitional period)	16.96%	16.20%
Total Capital Ratio (transitional period)	17.00%	16.29%

Capital Ratios (Fully loaded)

Capital Ratio	As of 31/12/2017 (%)	As of 30/06/2018 (%)
Common Equity Tier 1 Capital Ratio (fully loaded)	16.71%	12.92%

Leverage Ratio

Item	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)	COREP Code	Regulation
Tier 1 capital - transitional definition	6,333	5,840	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
Tier 1 capital - fully phased-in definition	6,238	4,601	C 47.00 (r310,c010)	-
Total leverage ratio exposures - using a transitional definition of Tier 1 capital	62,079	63,568	C 47.00 (r300,c010)	-
Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	62,052	63,568	C 47.00 (r290,c010)	-
Leverage ratio - using a transitional definition of Tier 1 capital	10.2%	9.2%	C 47.00 (r340,c010)	-
Leverage ratio - using a fully phased-in definition of Tier 1 capital	10.1%	7.2%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Exposure	As of 31/12/2017 (mIn EUR)	As of 30/06/2018 (mIn EUR)
Credit risk	30,690	30,156
Securitisation and re-securitisations in the banking book	0	0
Contributions to the default fund of a CCP	0	0
Other credit risk	30,690	30,156
Position, foreign exchange and commodities (Market risk)	3,553	2,804
Risk exposure amount for Credit Valuation Adjustment	110	113
Operational risk	2,981	2,981
Total Risk Exposure Amount	37,334	36,054

P&L Summary

P&L Item	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Interest income	1,810	687
Of which debt securities income	158	52
Of which loans and advances income	1,642	633
Interest expenses	255	123
Of which deposits expenses	229	102
Of which debt securities issued expenses	20	18
Net Fee and commission income	240	121
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	41	31
Gains or (-) losses on financial assets and liabilities held for trading, net	-176	52
Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net	-14	-53
Gains or (-) losses from hedge accounting, net	19	-3
Net other operating income/(expenses)	-53	-19
Total Operating Income, Net	1,616	695
Profit or (-) loss before tax from continuing operations	-136	19
Profit or (-) loss after tax from continuing operations	-163	1
Profit or (-) loss from discontinued operations	-248	37
Profit or (-) loss for the year	-411	39

Market Risk Summary

Risk Type	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Traded Debt Instruments	247	297
Equities	120	86
Foreign exchange risk	303	440
Commodities risk	2	0
Total Risk Exposure Amount	672	824

Credit Risk - Standardised Approach

Risk Type	As of 31/12/2017	As of 30/06/2018
Original Exposure	41,635	41,483
Exposure Value	34,127	33,782
Risk exposure amount	16,917	16,420
Value adjustments and provisions	2,668	2,029

Notes

Original exposure is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions are not counted for countervailing those for securitization purposes, additional valuation adjustments (AVAs) and other fundURE reductions related to the exposures, but include general credit risk adjustments.

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