EBA欧洲银行-SE084_38页_4mb

Capital Position and Risk-Weighted Assets Summary (CRD3 Rules)

Core Capital Position Overview

2012-12-31

• A) Common equity before deductions: 25,913 Million EUR
• B) Deductions from common equity: -3,952 Million EUR
• C) Common equity (A + B): 21,961 Million EUR (13.1% of RWA)
• D) CoCos issued before 30 June 2012: 0 Million EUR
• E) Other Existing government support measures: 0 Million EUR
• F) Core Tier 1 (C + D + E): 21,961 Million EUR (13.1% of RWA)

2013-06-30

• A) Common equity before deductions: 26,238 Million EUR

• B) Deductions from common equity: -3,688 Million EUR

• C) Common equity (A + B): 22,550 Million EUR (14.0% of RWA)

• D) CoCos issued before 30 June 2012: 0 Million EUR

• E) Other Existing government support measures: 0 Million EUR

• F) Core Tier 1 (C + D + E): 22,550 Million EUR (14.0% of RWA)

• G) Hybrid instruments not subscribed by government: 1,992 Million EUR (2012-12-31) and 1,362 Million EUR (2013-06-30)

• H) Tier 1 Capital (F + G): 23,953 Million EUR (14.3%) and 23,912 Million EUR (14.8%)

• I) RWA (Risk-Weighted Assets): 167,892 Million EUR (2012-12-31) and 161,631 Million EUR (2013-06-30)

CRR / CRDIV Memo Items

• Common Equity instruments under A) not eligible as CET1: 0 Million EUR (under CRR)
• Adjustments to Minority Interests: 5 Million EUR (2012-12-31) and 4 Million EUR (2013-06-30)
• DTAs that rely on future profitability (net of associated DTL): 270 Million EUR (2012-12-31) and 159 Million EUR (2013-06-30)
• Holdings of CET1 capital instruments of financial sector entities: 0 Million EUR
• RWA for Credit Value Adjustment Risk (CVA): 13,943 Million EUR (2012-12-31) and 5,145 Million EUR (2013-06-30)

Counterparty Country Breakdown (as of 31/12/2012)

Nordea Bank AB (publ)

• LTV %:
  • F-IRB: 233,643 (Non-defaulted), 6,808 (Defaulted)
  • A-IRB: 158,380 (Non-defaulted), 2,203 (Defaulted)
  • STA: 111,103 (Non-defaulted), 454 (Defaulted)
• RWA:
  • F-IRB: 100,337 (Non-defaulted), 3 (Defaulted)
  • A-IRB: 16,912 (Non-defaulted), 4,798 (Defaulted)
  • STA: 22,642 (Non-defaulted), 648 (Defaulted)
• Value adjustments and provisions:
  • F-IRB: 554 (Non-defaulted), 77 (Defaulted)
  • A-IRB: 105 (Non-defaulted), 227 (Defaulted)
  • STA: 282 (Non-defaulted), 17 (Defaulted)

Denmark

• LTV %:
  • F-IRB: 42,056 (Non-defaulted), 3,321 (Defaulted)
  • A-IRB: 158,380 (Non-defaulted), 2,203 (Defaulted)
  • STA: 32,307 (Non-defaulted), 78 (Defaulted)
• RWA:
  • F-IRB: 25,299 (Non-defaulted), 1 (Defaulted)
  • A-IRB: 2,790 (Non-defaulted), 942 (Defaulted)
  • STA: 2,910 (Non-defaulted), 116 (Defaulted)
• Value adjustments and provisions:
  • F-IRB: 102 (Non-defaulted), 549 (Defaulted)
  • A-IRB: 554 (Non-defaulted), 71 (Defaulted)
  • STA: 41 (Non-defaulted), 176 (Defaulted)

Finland

• LTV %:
  • F-IRB: 67,944 (Non-defaulted), 1,166 (Defaulted)
  • A-IRB: 30,694 (Non-defaulted), 270 (Defaulted)
  • STA: 7,025 (Non-defaulted), 27 (Defaulted)
• RWA:
  • F-IRB: 22,080 (Non-defaulted), 1 (Defaulted)
  • A-IRB: 3,211 (Non-defaulted), 534 (Defaulted)
  • STA: 1,370 (Non-defaulted), 37 (Defaulted)
• Value adjustments and provisions:
  • F-IRB: 41 (Non-defaulted), 176 (Defaulted)
  • A-IRB: 17 (Non-defaulted), 11 (Defaulted)
  • STA: 109 (Non-defaulted), 23 (Defaulted)

Norway

• LTV %:
  • F-IRB: 44,052 (Non-defaulted), 966 (Defaulted)
  • A-IRB: 30,694 (Non-defaulted), 270 (Defaulted)
  • STA: 7,025 (Non-defaulted), 27 (Defaulted)
• RWA:
  • F-IRB: 22,080 (Non-defaulted), 1 (Defaulted)
  • A-IRB: 3,211 (Non-defaulted), 534 (Defaulted)
  • STA: 1,370 (Non-defaulted), 37 (Defaulted)
• Value adjustments and provisions:
  • F-IRB: 41 (Non-defaulted), 176 (Defaulted)
  • A-IRB: 17 (Non-defaulted), 11 (Defaulted)
  • STA: 109 (Non-defaulted), 23 (Defaulted)

Poland

• LTV %:
  • F-IRB: 0 (Non-defaulted), 0 (Defaulted)
  • A-IRB: 0 (Non-defaulted), 0 (Defaulted)
  • STA: 9,422 (Non-defaulted), 37 (Defaulted)
• RWA:
  • F-IRB: 0 (Non-defaulted), 0 (Defaulted)
  • A-IRB: 6,562 (Non-defaulted), 56 (Defaulted)
  • STA: 0 (Non-defaulted), 0 (Defaulted)
• Value adjustments and provisions:
  • F-IRB: 0 (Non-defaulted), 0 (Defaulted)
  • A-IRB: 0 (Non-defaulted), 0 (Defaulted)
  • STA: 0 (Non-defaulted), 0 (Defaulted)

Notes

• (1) The amount is already included in the computation of the eligible capital and reserves and is provided separately for information purposes.
• Securitisation and re-securitisations positions deducted from capital: Refers to the part of securitization exposure that is deducted from capital and not included in RWA.
• LTV %: As explained in the Guidelines.