EBA欧洲银行-SE_H0YX5LBGKDVOWCXBZ594_TR_2018_22页_2mb
报告摘要
2018 EU-wide Transparency Exercise Summary for SBAB Bank AB - Group
Core Information
- Bank Name: SBAB Bank AB - group
- LEI Code: H0YX5LBGKDVOWCXBZ594
- Country Code: SE (Sweden)
Own Funds - Transitional Period
| Item | Description | 31/12/2017 (EUR) | 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 2,021 | 1,942 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | Common Equity Tier 1 Capital (net of deductions and after transitional adjustments) | 1,366 | 1,326 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments) | 199 | 187 | C:0.00 (030;010) | Articles 26(1) points (a) and (b); 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained earnings | 1,166 | 1,147 | C:0.00 (130;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | 19 | 25 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 0 | 0 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C:0.00 (210;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 0 | 0 | C:0.00 (230;010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential fibers | -7 | -16 | C:0.00 (255;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -8 | -12 | C:0.00 (300;010) + C:0.00 (340;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 |
| A.1.9 | TFAs that rely on future profitability and do not arise from temporary differences net of associated DTIs | 0 | 0 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | -3 | -7 | C:0.00 (380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | 0 | 0 | C:0.00 (390;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C:0.00 (430;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess deduction from AT1 items over AT1 Capital | 0 | 0 | C:0.00 (440;010) | Article 36(1) point (g) of CRR |
| A.1.14 | Deductions related to assets which can alternatively be subject to a 1.250% risk weight | 0 | 0 | C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), and C:0.00 (471;010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(3) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b), 49(3) to (3) and 75(4) of CRR |
| A.1.15 | From securitisation positions | 0 | 0 | C:0.00 (460;010) | Articles 36(1) point (b), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.16 | Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment | 0 | 0 | C:0.00 (480;010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | Deductible DTAs that rely on future profitability and arise from temporary differences | 0 | 0 | C:0.00 (490;010) | Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment | 0 | 0 | C:0.00 (500;010) | Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3) to (3) and 79 of CRR |
| A.1.18 | Amount exceeding the 17.65% threshold | 0 | 0 | C:0.00 (510;010) | Article 48 of CRR |
| A.1.19 | Additional deductions of CET1 Capital due to Article 3 CRR | 0 | 0 | C:0.00 (524;010) | Article 3 CRR |
| A.1.20 | CET1 capital elements or deductions - other | 0 | 0 | C:0.00 (529;010) | - |
| A.1.21 | Transitional adjustments | 0 | 0 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C:0.00 (226;010) | Articles 48(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 0 | 0 | C:0.00 (246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | 0 | 0 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital (net of deductions and after transitional adjustments) | 305 | 287 | C:0.00 (530;010) | Article 61 of CRR |
| A.3 | Tier 1 Capital (net of deductions and after transitional adjustments) | 1,670 | 1,613 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | Tier 2 Capital (net of deductions and after transitional adjustments) | 350 | 330 | C:0.00 (750;010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 350 | 330 | C:0.00 (760;010) + C:0.00 (690;010) | - |
| A.4.2 | Other Tier 2 Capital components and deductions | 0 | 0 | C:0.00 (910;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (970;010), + C:0.00 (974;010), + C:0.00 (978;010) | - |
| A.4.3 | Tier 2 transitional adjustments | 0 | 0 | C:0.00 (680;010) + C:0.00 (690;010), + C:0.00 (790;010) | - |
| B | Total Risk Exposure Amount | 4,246 | 4,373 | C:0.00 (615;010) | Articles 8(3), 95, 96 and 98 of CRR |
| C.1 | Common Equity Tier 1 Capital Ratio (transitional period) | 32.16% | 30.31% | GA3 (1) | - |
| C.2 | Tier 1 Capital Ratio (transitional period) | 39.34% | 36.88% | GA3 (3) | - |
| C.3 | Total Capital Ratio (transitional period) | 47.59% | 44.42% | GA3 (5) | - |
| D | CET1 Capital Fully loaded | 1,366 | 1,326 | - | - |
| E | CET1 Capital Ratio (fully loaded) | 32.16% | 30.31% | - | - |
Leverage Ratio
| Item | Description | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.1 | Tier 1 capital - transitional definition | 1,670 | 1,613 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR |
| A.2 | Tier 1 capital - fully phased-in definition | 1,670 | 1,613 | C 47.00 (r310,c010) | - |
| B.1 | Total leverage ratio exposures - using a transitional definition of Tier 1 capital | 43,243 | 45,321 | C 47.00 (r300,c010) | - |
| B.2 | Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital | 43,243 | 45,321 | C 47.00 (r290,c010) | - |
| C.1 | Leverage ratio - using a transitional definition of Tier 1 capital | 3.9% | 3.6% | C 47.00 (r340,c010) | - |
| C.2 | Leverage ratio - using a fully phased-in definition of Tier 1 capital | 3.9% | 3.6% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | Description | 31/12/2017 (mIn EUR) | 30/06/2018 (mIn EUR) |
|---|---|---|---|
| Risk exposure amounts for credit risk | 3,478 | 3,538 | |
| Risk exposure amount for securitisation and re-securitisations in the banking book | 0 | 0 | |
| Risk exposure amount for contributions to the default fund of a CCP | 0 | 0 | |
| Risk exposure amount Other credit risk | 3,478 | 3,538 | |
| Risk exposure amount for position, foreign exchange and commodities (Market risk) | 118 | 102 | |
| of which: Risk exposure amount for securitisation and re-securitisations in the trading book | 0 | 0 | |
| Risk exposure amount for Credit Valuation Adjustment | 229 | 318 | |
| Risk exposure amount for operational risk | 421 | 415 | |
| Other risk exposure amounts | 0 | 0 | |
| Total Risk Exposure Amount | 4,246 | 4,373 |
P&L Summary
| Item | Description | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) |
|---|---|---|---|
| Interest income | 955 | 482 | |
| Of which debt securities income | 40 | 24 | |
| Of which loans and advances income | 505 | 250 | |
| Interest expenses | 636 | 321 | |
| (Of which deposits expenses) | 58 | 30 | |
| (Of which debt securities issued expenses) | 254 | 124 | |
| (Expenses on share capital repayable on demand) | 0 | 0 | |
| Dividend income | 0 | 0 | |
| Net Fee and commission income | -1 | 0 | |
| 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 | -15 | -6 | |
| Gains or (-) losses on financial assets and liabilities held for trading, net | 0 | 2 | |
| Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net | 0 | -7 | |
| Gains or (-) losses from hedge accounting, net | 15 | 7 | |
| Exchange differences [gain or (-) loss], net | -1 | -1 | |
| Net other operating income /(expenses) | 0 | 0 | |
| TOTAL OPERATING INCOME, NET | 318 | 156 | |
| (Administrative expenses) | 91 | 46 | |
| (Depreciation) | 3 | 1 | |
| Modification gains or (-) losses, net | n.a. | 0 | |
| (Provisions or (-) reversal of provisions) | 0 | 0 | |
| (Commitments and guarantees given) | 0 | 0 | |
| (Other provisions) | 0 | 0 | |
| Of which pending legal issues and tax litigation | 0 | - | |
| Of which restructuring | 0 | - | |
| (Increases or (-) decreases of the fund for general banking risks, net) | 0 | 0 | |
| (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) | -2 | -2 | |
| (Financial assets at fair value through other comprehensive income) | n.a. | 0 | |
| (Financial assets at amortised cost) | n.a. | -2 | |
| (Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets) | 0 | 0 | |
| (of which Goodwill) | 0 | 0 | |
| Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations | 0 | 0 | |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | 226 | 110 | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | 174 | 85 | |
| Profit or (-) loss after tax from discontinued operations | 0 | 0 | |
| PROFIT OR (-) LOSS FOR THE YEAR | 174 | 85 | |
| Of which attributable to owners of the parent | 174 | 85 |
Market Risk
| Item | Description | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) |
|---|---|---|---|
| Trade Debt Instruments | 42 | 0 | |
| of which: General risk | 20 | 0 | |
| of which: Specific risk | 22 | 0 | |
| Foreign exchange risk | 76 | 102 | |
| Commodities risk | 0 | 0 | |
| Total Risk Exposure Amount | 118 | 102 |
Credit Risk - Standardised Approach
| Item | Description | 31/12/2017 (mIn EUR) | 30/06/2018 (mIn EUR) |
|---|---|---|---|
| Original Exposure | 7,213 | 9,953 | |
| Exposure Value | 7,225 | 9,950 | |
| Risk exposure amount | 966 | 1,102 | |
| Value adjustments and provisions | 1 | 1 |
Key Observations
- Own Funds: Own funds decreased from 2,021 mln EUR to 1,942 mln EUR during the transitional period.
- Capital Ratios: The CET1 capital ratio fell from 32.16% to 30.31%, while the Tier 1 capital ratio dropped from 39.34% to 36.88%, and the Total capital ratio decreased from 47.59% to 44.42%.
- Leverage Ratio: The leverage ratio using transitional and fully phased-in definitions both declined from 3.9% to 3.6%.
- Risk Exposure Amounts: Total risk exposure increased from 4,246 mln EUR to 4,373 mln EUR.
- Market Risk: The total market risk exposure amount for foreign exchange and commodities risk was 118 mln EUR as of 31/12/2017, decreasing to 102 mln EUR as of 30/06/2018.
- Credit Risk: Under the standardised approach, the total risk exposure amount increased from 966 mln EUR to 1,102 mln EUR.
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