EBA欧洲银行-CY006_7页_204kb

Summary of Capital Composition as of 30 September 2011 (CRD3 Rules)

Core Capital Information

• Common equity before deductions (Original own funds without hybrid instruments and government support measures other than ordinary shares):

  • Amount: 2,288 million EUR
  • References: COREP CA 1.1 - hybrid instruments and government support measures other than ordinary shares

• Eligible capital and reserves:

  • Amount: 4,252 million EUR
  • References: COREP CA 1.1.1 + COREP line 1.1.2.1

• Intangibles assets (including goodwill):

  • Amount: -1,539 million EUR
  • References: Net amount included in T1 own funds (COREP line 1.1.5.1)

• Deductions from common equity:

  • Amount: -14 million EUR
  • References: COREP CA 1.3.T1* (negative amount)

• Tier 1 Capital (Core Tier 1 + Other Existing government support measures):

  • Amount: 2,274 million EUR
  • % RWA: 8.15%

• Shortfall to 9% before application of sovereign capital buffer:

  • Amount: 238 million EUR
  • % RWA: 0.85%

• Overall Shortfall after including sovereign capital buffer:

  • Amount: 1,971 million EUR
  • % RWA: 7.06%

Risk-Weighted Assets (RWA)

• RWA as of end September 2011 including add-on for CRD3:

  • Amount: 27,903 million EUR

• RWA add-on for CRD III as of end September 2011:

  • Amount: 30 million EUR

Sovereign Capital Buffer

• Prudential filter (AFS sovereign assets in EEA):

  • Amount: 0 million EUR
  • Note: The prudential filter is reported as a positive number if the AFS revaluation reserve is negative, and as a negative number if it is positive. If not applied, report zero.

• Difference between book value and fair value of sovereign assets:

  • Amount: 1,733 million EUR
  • Note: Positive number if the book value is larger than the fair value, negative number otherwise.

• Sovereign capital buffer for exposures in EEA:

  • Amount: 1,733 million EUR
  • % RWA: 6.21%

Country-Specific Sovereign Exposures