EBA欧洲银行-DE_0W2PZJM8XOY22M4GG883_TR_2017_16页_1mb
报告摘要
DekaBank Deutsche Girozentrale - 2017 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: DekaBank Deutsche Girozentrale
- LEI Code: 0W2PZJM8XOY22M4GG883
- Country Code: DE
Own Funds - Transitional Period
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| OWN FUNDS | 5,366 | 5,553 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| CET1 Capital | 4,216 | 4,293 | C 0.00 (020,010) | Article 50 of CRR |
| Capital instruments eligible as CET1 Capital | 382 | 382 | 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 | 4,120 | 4,256 | 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 | -131 | -130 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| Other Reserves | 0 | 0 | C 0.00 (020,010) | 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 |
| Adjustments to CET1 due to prudential filters | -4 | -51 | C 0.00 (0250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| Intangible assets (including Goodwill) | -207 | -195 | 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 |
| Deductible DTAs that rely on future profitability and arise from temporary differences | 0 | -4 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| IRB shortfall of credit risk adjustments to expected losses | -182 | -61 | C 0.00 (0380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| Minority interest given recognition in CET1 capital | 0 | 0 | C 0.00 (020,010) | Article 84 of CRR |
| Deductions related to assets which can alternatively be subject to a 1.250% risk weight | 0 | 0 | C 0.00 (0430,010) + C 0.00 (0440,010) + 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 (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| Additional deductions of CET1 Capital due to Article 3 CRR | 0 | 0 | C 0.00 (0524,010) | Article 3 CRR |
| CET1 capital elements or deductions - other | 0 | 0 | C 0.00 (0529,010) | - |
| Transitional adjustments | 239 | 94 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C 0.00 (0220,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| Transitional adjustments due to additional minority interests | 0 | 0 | C 0.00 (0240,010) | Articles 479 and 480 of CRR |
| Other transitional adjustments to CET1 Capital | 239 | 94 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Ratios - Transitional Period
| Item | As of 31/12/2016 (%) | As of 30/06/2017 (%) | COREP Code | Regulation |
|---|---|---|---|---|
| COMMON EQUITY TIER 1 CAPITAL RATI(D transition period) | 17.71% | 18.44% | C33 (1) | - |
| TIER 1 CAPITAL RATI(D transition period) | 19.17% | 20.31% | C33 (3) | - |
| TOTAL CAPITAL RATI(D transition period) | 22.53% | 23.85% | C33 (5) | - |
CET1 Capital Fully Loaded
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| COMMON EQUITY TIER 1 CAPITAL (fully loaded) | 3,978 | 4,198 | [C.A.1-A.C.1-13-A.1-11-MUN(A.2+A.1-13-A.2-2-2-MUN(A.4+A.2-2-4-MUN(A.4+2-4-4-3,O)] | - |
| COMMON EQUITY TIER 1 CAPITAL RATI(D fully loaded) | 16.70% | 18.04% | [D.1]/[B.8-1] | - |
Leverage Ratio
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 capital - transitional definition | 4,564 | 4,729 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 capital - fully phased-in definition | 4,451 | 4,672 | C 47.00 (r310,c010) | - |
| Total leverage ratio exposures - using a transitional definition of Tier 1 capital | 87,670 | 100,445 | C 47.00 (r300,c010) | - |
| Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital | 87,633 | 100,438 | C 47.00 (r290,c010) | - |
| Leverage ratio - using a transitional definition of Tier 1 capital | 5.2% | 4.7% | C 47.00 (r340,c010) | - |
| Leverage ratio - using a fully phased-in definition of Tier 1 capital | 5.1% | 4.7% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Total Risk Exposure Amount | 23,813 | 23,278 |
P&L Summary
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Interest income | 858 | 411 |
| Of which debt securities income | 149 | 64 |
| Of which loans and advances income | 427 | 202 |
| Interest expenses | 754 | 356 |
| Of which deposits expenses | 295 | 135 |
| Of which debt securities issued expenses | 95 | 45 |
| Dividend income | 24 | 13 |
| Net Fee and commission income | 1,035 | 543 |
| 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 | 13 | 0 |
| Gains or (-) losses on financial assets and liabilities held for trading, net | 189 | 139 |
| Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net | 198 | 14 |
| Gains or (-) losses from hedge accounting, net | 2 | 1 |
| Exchange differences [gain or (-) loss], net | 16 | -3 |
| Net other operating income /(expenses) | -153 | -39 |
| TOTAL OPERATING INCOME, NET | 1,427 | 723 |
| Administrative expenses | 895 | 480 |
| Depreciation | 18 | 9 |
| Provisions or (-) reversal of provisions | -26 | 0 |
| Commitments and guarantees given | -2 | 0 |
| Other provisions | -25 | 0 |
| Profit or (-) loss before tax from continuing operations | 399 | 255 |
| Profit or (-) loss after tax from continuing operations | 234 | 158 |
| Profit or (-) loss for the year | 234 | 158 |
Market Risk
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Traded Debt Instruments | 1,925 | 1,803 |
| Equities | 345 | 361 |
| Foreign exchange risk | 232 | 524 |
| Commodities risk | 0 | 0 |
| Total Risk Exposure Amount | 2,502 | 2,688 |
Credit Risk - Standardised Approach
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Standardised Total | 30,491 | 30,991 |
Country-wise Credit Risk (Germany)
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Standardised Total | 35,297 | 35,865 |
Country-wise Credit Risk (United Kingdom)
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Standardised Total | 0 | 0 |
Country-wise Credit Risk (United States)
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Standardised Total | 0 | 0 |
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