EBA欧洲银行-HU_529900W3MOO00A18X956_TR_2015_23页_3mb

报告摘要

2015 EU-wide Transparency Exercise Summary for OTP Bank Nyrt.

Core Information

Bank Name: OTP Bank Nyrt.
LEI Code: 529900W3MOO00A18X956
Country Code: HU (Hungary)

Capital Structure Overview

The document provides a detailed overview of OTP Bank Nyrt.'s capital structure as of 31/12/2014 and 30/06/2015 under the Capital Requirements Regulation (CRR). The capital components are categorized as follows:

Own Funds

As of 31/12/2014: 3,867 mln EUR
As of 30/06/2015: 3,644 mln EUR

Common Equity Tier 1 (CET1) Capital

As of 31/12/2014: 3,132 mln EUR
As of 30/06/2015: 2,970 mln EUR
CET1 Capital Ratio: 13.95% (31/12/2014), 13.50% (30/06/2015)

Additional Tier 1 (AT1) Capital

As of 31/12/2014: 0 mln EUR
As of 30/06/2015: 0 mln EUR

Tier 2 Capital

As of 31/12/2014: 734 mln EUR
As of 30/06/2015: 674 mln EUR
Tier 2 Capital Ratio: 17.23% (31/12/2014), 16.57% (30/06/2015)

Total Capital Ratio

As of 31/12/2014: 17.23%
As of 30/06/2015: 16.57%

Capital Components and Deductions

Capital Component	As of 31/12/2014 (mln EUR)	As of 30/06/2015 (mln EUR)	COREP Code	Regulation
CET1 Capital	3,132	2,970	CA1 (1.1.1)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	-89	-93	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	4,071	3,775	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	-344	-338	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	107	266	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Minority Interest	2	3	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-5	-5	CA1 (1.1.1.9)	Articles 32 to 35 and 36 (1) point (f) of CRR
Intangible Assets (including Goodwill)	-500	-529	CA1 (1.1.1.10 + 1.1.1.11)	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 that rely on future profitability and do not arise from temporary differences net of associated DTLs	-158	-176	CA1 (1.1.1.12)	Articles 36(1) point (c) and 38 of CRR
Defined Benefit Pension Fund Assets	0	0	CA1 (1.1.1.14)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings in CET1 Capital	0	0	CA1 (1.1.1.15)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from AT1 items over AT1 Capital	-641	-317	CA1 (1.1.1.16)	Article 36(1) point (j) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	CA1 (1.1.1.17 to 1.1.1.21)	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (iii) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Other CET1 Capital Elements and Deductions	0	0	CA1 (1.1.1.27) + CA1 (1.1.1.28)	-
Transitional Adjustments	688	384	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	CA1 (1.1.1.6)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	7	5	CA1 (1.1.1.8)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	682	379	CA1 (1.1.1.26)	Articles 469 to 477, 478 and 481 of CRR

Risk Exposure Amounts

The total risk exposure amounts for OTP Bank Nyrt. are reported as:

As of 31/12/2014: 22,445 mln EUR
As of 30/06/2015: 21,996 mln EUR

Breakdown of Risk Exposure Amounts

Risk Type	As of 31/12/2014 (mln EUR)	As of 30/06/2015 (mln EUR)
Credit Risk	18,035	17,772
Market Risk	1,437	1,167
Operational Risk	2,846	2,937
Total Risk Exposure Amount	22,445	21,996

Profit and Loss (P&L) Summary

P&L Item	As of 31/12/2014 (mln EUR)	As of 30/06/2015 (mln EUR)
Interest Income	2,864	1,389
Dividend Income	10	8
Net Fee and Commission Income	688	333
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	-182	-33
Gains or (-) losses on financial assets and liabilities held for trading, net	81	3
Net other operating income/(expenses)	-34	-560
Total Operating Income, Net	3,006	894
Profit or (-) Loss Before Tax from Continuing Operations	-465	121
Profit or (-) Loss After Tax from Continuing Operations	-302	118
Profit or (-) Loss for the Year	-302	118
Of which attributable to owners of the parent	-301	119

Risk Exposure by Country

Hungary (Standardised Total): 43,039 mln EUR (31/12/2014), 42,675 mln EUR (30/06/2015)
Bulgaria (Standardised Total): 377 mln EUR (31/12/2014), 349 mln EUR (30/06/2015)
Russian Federation (Standardised Total): 106 mln EUR (31/12/2014), 85 mln EUR (30/06/2015)
Ukraine (Standardised Total): 838 mln EUR (31/12/2014), 960 mln EUR (30/06/2015)

Notes

Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Value adjustments and provisions are included in the risk exposure amounts but do not include securitisation exposures.
Risk exposure amount is calculated as the sum of original exposure and value adjustments and provisions.

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