EBA欧洲银行-ES_K8MS7FD7N5Z2WQ51AZ71_TR_2017_16页_1mb

报告摘要

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
Own Funds	58,893	57,835	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
CET1 Capital (net of deductions and transitional adjustments)	47,370	43,888	C 0.00 (020,010)	Article 50 of CRR
CET1 Capital Instruments (including share premium)	26,993	26,936	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	22,859	21,269	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	-2,700	-1,486	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Additional Tier 1 Capital (net of deductions and transitional adjustments)	2,713	4,596	C 0.00 (0530,010)	Article 61 of CRR
Tier 1 Capital (net of deductions and transitional adjustments)	50,083	48,484	C 0.00 (015,010)	Article 25 of CRR
Tier 2 Capital (net of deductions and transitional adjustments)	8,810	9,351	C 0.00 (0750,010)	Article 71 of CRR

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	Formula
CET1 Capital Fully Loaded	42,398	41,425	[A.1-A.1.1.3- A.1.1.2+ MIN(A.2+A.1.3- A.2.2-A.2.4+ MIN(A.4+A.2.2- A.4.3,0)]
CET1 Capital Fully Loaded Ratio	10.90%	11.10%	[D.1]/[B.8.1]

Item	As of 31/12/2016	As of 30/06/2017	COREP Code	Regulation
Tier 1 Capital (transitional definition)	50,083	48,484	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
Tier 1 Capital (fully phased-in definition)	48,459	47,733	C 47.00 (r310,c010)	-
Total Leverage Ratio Exposures (transitional definition)	747,216	711,011	C 47.00 (r300,c010)	-
Total Leverage Ratio Exposures (fully phased-in definition)	746,706	710,625	C 47.00 (r290,c010)	-
Leverage Ratio (transitional definition)	6.7%	6.8%	C 47.00 (r340,c010)	-
Leverage Ratio (fully phased-in definition)	6.5%	6.7%	C 47.00 (r330,c010)	-

Risk Exposure	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Credit Risk	335,937	321,139
Securitisation and Re-securitisation (Banking Book)	1,477	1,951
Contributions to CCP Default Fund	93	65
Other Credit Risk	334,367	319,124
Market Risk (Position, FX, Commodities)	16,370	16,810
Total Risk Exposure Amount	388,951	373,265

P&L Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest Income	27,489	14,057
Of which Debt Securities Income	4,590	2,055
Of which Loans and Advances Income	22,010	11,494
Interest Expenses	10,786	5,441
Of which Deposits Expenses	7,367	3,796
Of which Debt Securities Issued Expenses	2,351	1,115
Dividend Income	461	209
Net Fee and Commission Income	5,033	2,567
Gains or (-) Losses on Derecognition	1,317	637
Gains or (-) Losses on Trading Financial Assets	268	138
Gains or (-) Losses on Fair Value through Profit or Loss	93	-97
Gains or (-) Losses from Hedge Accounting	-84	-193
Exchange Differences	466	541
Net Other Operating Income/(Expenses)	-874	-379
Total Operating Income, Net	23,382	12,039
Administrative Expenses	11,176	5,485
Depreciation	1,393	697
Provisions or (-) Reversal of Provisions	1,181	351
Commitments and Guarantees Given	64	-81
Other Provisions	1,116	432
Total Risk Exposure Amount	388,951	373,265

Risk Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Central Governments or Central Banks	55,701	62,589
Regional Governments or Local Authorities	694	585
Public Sector Entities	42	118
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	7,798	1,921
Corporates	6,797	9,032
Of which SME	1,521	1,491
Retail	13,508	13,851
Of which SME	6,194	6,570
Secured by Mortgages on Immovable Property	6,957	6,157
Of which SME	3,745	3,939
Exposures in Default	4,156	3,571
Items Associated with Particularly High Risk	419	270
Claims on Institutions and Corporates with ST Credit Assessment	171	4
Collective Investments Undertakings (CIU)	96	27
Other Exposures	12,047	5,022
Standardised Total	480,465	466,251

Risk Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Central Governments or Central Banks	11,552	12,763
Regional Governments or Local Authorities	44	2,375
Public Sector Entities	2,513	42
Institutions	7,939	10,801
Corporates	13,308	12,003
Of which SME	1,747	154
Retail	9,135	13,291
Of which SME	345	318
Secured by Mortgages on Immovable Property	9,508	10,428
Of which SME	23	0
Exposures in Default	628	921
Items Associated with Particularly High Risk	444	480
Other Exposures	5,261	6,030
Standardised Total	5,261	6,030

Risk Category	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Central Governments or Central Banks	6,836	7,372
Regional Governments or Local Authorities	4,304	4,115
Public Sector Entities	1,778	1,484
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	1,778	1,484
Corporates	1,778	1,484
Of which SME	1,778	1,484
Retail	1,778	1,484
Of which SME	1,778	1,484
Secured by Mortgages on Immovable Property	1,778	1,484
Exposures in Default	1,778	1,484
Items Associated with Particularly High Risk	1,778	1,484
Other Exposures	1,778	1,484
Standardised Total	1,778	1,484

Capital Trends: From 31/12/2016 to 30/06/2017, there was a decline in both CET1 and Tier 1 capital, as well as a reduction in Total Risk Exposure Amount, indicating a contraction in risk exposure and capital levels.
Leverage Ratio: The leverage ratio increased slightly from 6.7% to 6.8% under the transitional definition, and from 6.5% to 6.7% under the fully phased-in definition, suggesting improved capital efficiency.
Market Risk: The total market risk exposure increased from 7,054 mln EUR to 8,839 mln EUR, with a notable rise in foreign exchange risk.
Credit Risk: Credit risk exposure decreased across various categories, including corporates and retail, indicating a reduction in credit risk exposure.
Transitional Adjustments: The bank experienced reductions in CET1 capital due to deductions, with some categories showing negative changes, reflecting the impact of regulatory adjustments and risk management practices.

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