EBA欧洲银行-DE_529900Z3J0N6S0F7CT25_TR_2018_20页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Landwirtschaftliche Rentenbank
LEI Code: 529900Z3J0N6S0F7CT25
Country Code: DE (Germany)

Capital Structure (Transitional Period)

Item	Description	As of 31/12/2017 (min EUR)	As of 30/06/2018 (min EUR)	COREP Code	Regulation
A	Own Funds	4,492	4,560	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	4,206	4,310	C:0.00 (020;010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	182	182	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	1,027	1,072	C:0.00 (130;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	0	0	C:0.00 (180;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	C:0.00 (300;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	3,013	3,070	C:0.00 (210;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	0	0	C:0.00 (230;010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	0	0	C:0.00 (250;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	(-) Intangible assets (including Goodwill)	-16	-13	C:0.00 (300;010) + C:0.00 (340;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 (370;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 (380;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	(-) Defined benefit pension fund assets	0	0	C:0.00 (390;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	(-) Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (430;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	(-) Excess deduction from AT1 items over AT1 Capital	-3	0	C:0.00 (440;010)	Articles 36(1) point (g) of CRR
A.1.21	Transitional adjustments	3	0	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (226;010)	Articles 48(1) point (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C:0.00 (246;010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	3	0	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C:0.00 (530;010)	Article 61 of CRR
A.3	Tier 1 Capital	4,206	4,310	C:0.00 (615;010)	Article 25 of CRR
A.4	Tier 2 Capital	286	251	C:0.00 (750;010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2017 (%)	As of 30/06/2018 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	27.78%	28.36%	GA3 (1)	-
C.2	Tier 1 Capital Ratio	27.78%	28.36%	GA3 (3)	-
C.3	Total Capital Ratio	29.67%	30.01%	GA3 (5)	-

Capital Ratios (Fully Loaded)

Item	Description	As of 31/12/2017	As of 30/06/2018	COREP Code
D	CET1 Capital (Fully loaded)	4,206	4,310	[C:A:1.1.3.1.3.1.1.1+M:M:A:2.4.1.3.1.3-2.2.2.4.2.4.2.2.4.3.0.0]
E	CET1 Capital Ratio (Fully loaded)	27.78%	28.36%	[D:A:1/(98-8.1)]

Leverage Ratio

Item	Description	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)	COREP Code	Regulation
A.1	Tier 1 Capital - Transitional definition	4,206	4,310	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 Capital - Fully phased-in definition	4,206	4,310	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - Transitional definition	86,155	86,565	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - Fully phased-in definition	86,155	86,565	C 47.00 (r290,c010)	-
C.1	Leverage ratio - Transitional definition	4.9%	5.0%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - Fully phased-in definition	4.9%	5.0%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	As of 31/12/2017 (mIn EUR)	As of 30/06/2018 (mIn EUR)
Credit Risk	Total Risk Exposure Amount	15,137	15,198
Securitisation and Re-securitisation (Banking Book)	Risk exposure amount	0	0
Contributions to the Default Fund of a CCP	Risk exposure amount	0	0
Other Credit Risk	Risk exposure amount	13,742	13,765
Market Risk	Risk exposure amount	0	0
Operational Risk	Risk exposure amount	662	655

Profit and Loss (P&L)

Item	Description	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Interest Income	Total	3,428	1,688
Of which: Debt Securities Income	Total	352	154
Of which: Loans and Advances Income	Total	951	429
Interest Expenses	Total	3,130	1,549
Of which: Deposits Expenses	Total	170	81
Of which: Debt Securities Issued Expenses	Total	1,390	690
Net Fee and Commission Income	Total	-2	-1
Gains or (-) Losses on Derecognition of Financial Assets and Liabilities	Total	29	0
Gains or (-) Losses on Financial Assets Held for Trading	Total	0	0
Gains or (-) Losses on Financial Assets at Fair Value Through Profit or Loss	Total	0	0
Gains or (-) Losses from Hedge Accounting	Total	0	0
Exchange Differences	Total	0	0
Net Other Operating Income/(Expenses)	Total	-6	-4
Total Operating Income, Net	Total	327	142
Administrative Expenses	Total	64	32
Depreciation	Total	6	3
Modification Gains or (-) Losses	Total	n.a.	0
Provisions or (-) Reversal of Provisions	Total	4	2
Profit or (-) Loss Before Tax from Continuing Operations	Total	62	106
Profit or (-) Loss After Tax from Continuing Operations	Total	61	104
Profit or (-) Loss for the Year	Total	61	104

Market Risk

Total Risk Exposure Amount: 0 (As of 31/12/2017) and 0 (As of 30/06/2018)
VaR (Memorandum Item): 0 (As of 31/12/2017) and 0 (As of 30/06/2018)
STRESSED VaR (Memorandum Item): 0 (As of 31/12/2017) and 0 (As of 30/06/2018)
Incremental Default and Migration Risk Capital Charge: 0 (As of 31/12/2017) and 0 (As of 30/06/2018)
All Price Risks Capital Charge for CTP: 0 (As of 31/12/2017) and 0 (As of 30/06/2018)

Credit Risk - Standardised Approach

Item	Description	As of 31/12/2017	As of 30/06/2018
Original Exposure	Total	4,759	5,703
Exposure Value	Total	4,965	6,103
Risk Exposure Amount	Total	13,742	13,765
Value Adjustments and Provisions	Total	0	0

Key Information

The bank's Own Funds increased from 4,492 mIn EUR to 4,560 mIn EUR during the transitional period.
CET1 Capital increased from 4,206 mIn EUR to 4,310 mIn EUR, reflecting the transitional adjustments.
The Total Capital Ratio improved from 29.67% to 30.01% during the transitional period.
The Leverage Ratio increased slightly from 4.9% to 5.0%.
Market Risk and Securitisation Risk were reported as 0 in both periods.
Credit Risk exposure increased from 13,742 mIn EUR to 13,765 mIn EUR.
P&L showed a significant decrease in interest income and expenses, with a corresponding drop in total operating income.
Value adjustments and provisions were reported as 0 in both periods for the Standardised Approach.