EBA欧洲银行-AT_529900IZ8TASAYR3A694_TR_2016_13页_1mb
报告摘要
2016 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Sberbank Europe AG
- LEI Code: 529900IZ8TASAYR3A694
- Country Code: AT
- Reporting Period: As of 31/12/2015 and 30/06/2016
Own Funds - Transitional Period
| Category | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Own Funds | 1,796 | 1,764 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| CET1 Capital | 1,079 | 1,426 | C 0.00 (020,010) | Article 50 of CRR |
| CET1 Eligible Instruments | 1,606 | 1,976 | 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 | -462 | -458 | 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 | -95 | -104 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| Other Reserves | 125 | 120 | C 0.00 (200,010) | Articles 4(117) and 26(1) point (e) of CRR |
| Funds for General Banking Risk | 0 | 0 | C 0.00 (010,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| Minority Interest | 0 | 0 | C 0.00 (020,010) | Article 84 of CRR |
| Prudential Filters Adjustments | -5 | -5 | C 0.00 (0250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| Intangible Assets (including Goodwill) | -66 | -75 | C 0.00 (0300,010) + C 0.00 (0340,010) | Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CRR |
| DTAs (Future Profitability) | -45 | -44 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| IRB Shortfall | 0 | 0 | C 0.00 (0380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| Defined Benefit Pension Fund Assets | 0 | 0 | C 0.00 (0390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| Reciprocal Cross Holdings | 0 | 0 | C 0.00 (0430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| Excess Deduction from ATI Items | 0 | 0 | C 0.00 (0440,010) | Article 36(1) point (j) of CRR |
| Deductions Related to 1.250% Risk Weight Assets | 0 | 0 | C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010) | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (ii), 243(1) point (iii), 244(1) point (iv) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| Transitional Adjustments (CET1) | 21 | 15 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| Transitional Adjustments (CET1) - Grandfathered Instruments | 0 | 0 | C 0.00 (0220,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| Transitional Adjustments (CET1) - Additional Minority Interests | 1 | 1 | C 0.00 (0240,010) | Articles 479 and 480 of CRR |
| Transitional Adjustments (CET1) - Other | 20 | 15 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
Additional Tier 1 Capital
| Category | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Additional Tier 1 Capital | 1 | 1 | C 0.00 (0530,010) | Article 61 of CRR |
| Additional Tier 1 Capital Instruments | 0 | 0 | C 0.00 (0540,010) + C 0.00 (0670,010) | - |
| Excess Deduction from T2 Items | 0 | 0 | C 0.00 (0720,010) | - |
| Other Additional Tier 1 Capital Components | 0 | 0 | C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010) | - |
| Additional Tier 1 Transitional Adjustments | 0 | 0 | C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010) | - |
Tier 1 and Tier 2 Capital
| Category | As of 31/12/2015 | As of 30/06/2016 | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital | 1,080 | 1,427 | C 0.00 (015,010) | Article 25 of CRR |
| Tier 2 Capital | 716 | 337 | C 0.00 (0750,010) | Article 71 of CRR |
| Tier 2 Capital Instruments | 705 | 332 | C 0.00 (0760,010) + C 0.00 (0890,010) | - |
| Other Tier 2 Capital Components | 0 | 0 | C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010) | - |
| Tier 2 Transitional Adjustments | 11 | 6 | C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010) | - |
Capital Ratios (Transitional Period)
| Capital Ratio | As of 31/12/2015 | As of 30/06/2016 |
|---|---|---|
| CET1 Capital Ratio | 10.64% | 14.49% |
| Tier 1 Capital Ratio | 10.65% | 14.50% |
| Total Capital Ratio | 17.70% | 17.92% |
Fully Loaded CET1 Capital Ratio
| Category | As of 31/12/2015 | As of 30/06/2016 |
|---|---|---|
| CET1 Capital (Fully Loaded) | 1,059 | 1,411 |
| CET1 Capital Ratio (Fully Loaded) | 10.47% | 14.38% |
Risk Exposure Amounts
| Risk Exposure Type | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|
| Credit Risk | 9,410 | 9,081 |
| Securitisation | 0 | 0 |
| Default Fund of CCP | 0 | 0 |
| Other Credit Risk | 9,410 | 9,081 |
| Market Risk (FX & Commodities) | 66 | 30 |
| Credit Valuation Adjustment | 15 | 23 |
| Operational Risk | 652 | 710 |
| Total Risk Exposure Amount | 10,144 | 9,844 |
Profit and Loss (P&L)
| P&L Item | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|
| Interest Income | 453 | 222 |
| Debt Securities Income | 8 | 4 |
| Loans and Advances Income | 423 | 214 |
| Interest Expenses | 195 | 75 |
| Deposits Expenses | 170 | 70 |
| Debt Securities Issued Expenses | 5 | 3 |
| Net Fee and Commission Income | 75 | 38 |
| Gains or Losses on Derecognition | 1 | 1 |
| Gains or Losses on Trading | 0 | -2 |
| Gains or Losses on FVPL | 3 | 0 |
| Exchange Differences | 20 | 4 |
| Net Other Operating Income/(Expenses) | -53 | -17 |
| Total Operating Income, Net | 305 | 172 |
| Administrative Expenses | 242 | 111 |
| Depreciation | 21 | 11 |
| Provisions or Reversal of Provisions | 34 | 3 |
| Commitments and Guarantees | 33 | 2 |
| Other Provisions | 1 | 0 |
| Profit or Loss Before Tax | -130 | 16 |
| Profit or Loss After Tax | -139 | 10 |
| Profit or Loss from Discontinued Operations | -81 | 3 |
| Profit or Loss for the Year | -220 | 13 |
| Of which: Attributable to Owners | -219 | 13 |
Credit Risk - Standardised Approach
Consolidated Data
| Counterparty Type | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|
| Central Governments | 3.268 | 3.343 |
| Regional Governments | 80 | 83 |
| Public Sector Entities | 114 | 104 |
| Multilateral Development Banks | 121 | 73 |
| International Organisations | 0 | 0 |
| Institutions | 530 | 476 |
| Corporates | 6.469 | 6.202 |
| SMEs | 1.367 | 1.417 |
| Retail | 2.756 | 2.974 |
| Secured by Mortgages | 2.088 | 1.973 |
| Exposures in Default | 1.161 | 1.107 |
| Items with High Risk | 18 | 65 |
| Covered Bonds | 31 | 31 |
| Other Exposures | 370 | 416 |
| Standardised Total | 17,031 | 16,816 |
Czech Republic
| Counterparty Type | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|
| Central Governments | 760 | 522 |
| Regional Governments | 63 | 67 |
| Public Sector Entities | 1 | 0 |
| Corporates | 962 | 918 |
| SMEs | 665 | 172 |
| Retail | 498 | 373 |
| Secured by Mortgages | 454 | 359 |
| Exposures in Default | 91 | 198 |
| Items with High Risk | 9 | 0 |
| Covered Bonds | 0 | 0 |
| Other Exposures | 63 | 26 |
| Standardised Total | 15,027 | 14,809 |
Slovenia
| Counterparty Type | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|
| Central Governments | 359 | 333 |
| Regional Governments | 2 | 2 |
| Public Sector Entities | 2 | 2 |
| Corporates | 962 | 918 |
| SMEs | 147 | 172 |
| Retail | 365 | 373 |
| Secured by Mortgages | 384 | 359 |
| Exposures in Default | 202 | 198 |
| Items with High Risk | 2 | 0 |
| Covered Bonds | 0 | 0 |
| Other Exposures | 31 | 26 |
| Standardised Total | 3,031 | 2,816 |
Slovakia
| Counterparty Type | As of 31/12/2015 (EUR) | As of 30/06/2016 (EUR) |
|---|---|---|
| Central Governments | 358 | 410 |
| Regional Governments | 5 | 7 |
| Public Sector Entities | 0 | 0 |
| Corporates | 472 | 440 |
| SMEs | 184 | 154 |
| Retail | 470 | 474 |
| Secured by Mortgages | 571 | 546 |
| Exposures in Default | 181 | 178 |
| Items with High Risk | 0 | 0 |
| Covered Bonds | 31 | 21 |
| Other Exposures | 72 | 69 |
| Standardised Total | 472 | 440 |
Notes
- Original Exposure: Refers to the exposure before applying credit conversion factors or credit risk mitigation techniques.
- Value Adjustments and Provisions: Reflect adjustments and provisions made for credit risk.
- Securitisation Exposures: Excluded from value adjustments and provisions.
- Total Risk Exposure Amount: Sums up all risk exposures, including credit, market, and operational risk.
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