EBA欧洲银行-NO_549300Q3OIWRHQUQM052_TR_2016_11页_717kb

2016 EU-wide Transparency Exercise Summary

Core Content

This document provides the 2016 EU-wide Transparency Exercise data for SR-bank, including details on own funds, risk exposure, P&L, market risk, credit risk, and sovereign exposure. It is structured to show the financial position and risk profile of the bank as of 31/12/2015 and 30/06/2016, in line with the regulatory requirements of the Capital Requirements Regulation (CRR).

Own Funds

• Own Funds Transitional Period:
  • Common Equity Tier 1 (CET1) Capital:
    • As of 31/12/2015: 1,645 mln EUR
    • As of 30/06/2016: 1,735 mln EUR
  • Additional Tier 1 (AT1) Capital: 113 mln EUR (31/12/2015) to 122 mln EUR (30/06/2016)
  • Tier 2 Capital: 318 mln EUR (31/12/2015) to 309 mln EUR (30/06/2016)
  • Total Risk Exposure Amount: 12,405 mln EUR (31/12/2015) to 12,870 mln EUR (30/06/2016)
  • CET1 Capital Fully Loaded Ratio:
    • 13.26% (31/12/2015)
    • 13.48% (30/06/2016)
  • Capital Ratios:
    • CET1: 13.26% (31/12/2015) to 13.48% (30/06/2016)
    • Tier 1: 14.17% (31/12/2015) to 14.42% (30/06/2016)
    • Total: 16.73% (31/12/2015) to 16.82% (30/06/2016)

Key Components of CET1 Capital

• CET1 Capital Elements:
  • Capital instruments eligible as CET1 Capital: 831 mln EUR (31/12/2015) to 858 mln EUR (30/06/2016)
  • Retained earnings: 873 mln EUR (31/12/2015) to 928 mln EUR (30/06/2016)
  • Accumulated other comprehensive income: 0 mln EUR for both periods
  • Other Reserves: 17 mln EUR (31/12/2015) to 18 mln EUR (30/06/2016)
  • Funds for general banking risk: 0 mln EUR for both periods
  • Minority interest given recognition in CET1 capital: 0 mln EUR for both periods
  • Adjustments to CET1 due to prudential filters: -6 mln EUR for both periods
  • Intangible assets (including Goodwill): -7 mln EUR (31/12/2015) to -10 mln EUR (30/06/2016)
  • Deductible DTAs that rely on future profitability: 0 mln EUR for both periods
  • IRB shortfall of credit risk adjustments to expected losses: -44 mln EUR (31/12/2015) to -29 mln EUR (30/06/2016)
  • Defined benefit pension fund assets: 0 mln EUR for both periods
  • Reciprocal cross holdings in CET1 Capital: 0 mln EUR for both periods
  • Excess deduction from ATI items over ATI Capital: 0 mln EUR for both periods
  • Deductions related to assets which can alternatively be subject to a 1.250% risk weight: 0 mln EUR for both periods
  • Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment: 0 mln EUR for both periods
  • Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment: -20 mln EUR (31/12/2015) to -22 mln EUR (30/06/2016)
  • Additional deductions of CET1 Capital due to Article 3 CRR: 0 mln EUR for both periods
  • CET1 capital elements or deductions - other: 0 mln EUR for both periods
  • Transitional adjustments:
    • Transitional adjustments due to grandfathered CET1 Capital instruments: 0 mln EUR for both periods
    • Transitional adjustments due to additional minority interests: 0 mln EUR for both periods
    • Other transitional adjustments to CET1 Capital: 0 mln EUR for both periods

Risk Exposure

• Total Risk Exposure Amount: 12,405 mln EUR (31/12/2015) to 12,870 mln EUR (30/06/2016)
• Credit Risk Exposure:
  • Risk exposure amount for credit risk: 10,361 mln EUR (31/12/2015) to 10,585 mln EUR (30/06/2016)
  • Risk exposure amount for securitisation and re-securitisations in the banking book: 0 mln EUR for both periods
  • Risk exposure amount for contributions to the default fund of a CCP: 0 mln EUR for both periods
  • Risk exposure amount for other credit risk: 10,361 mln EUR (31/12/2015) to 10,585 mln EUR (30/06/2016)
• Market Risk Exposure:
  • Risk exposure amount for position, foreign exchange and commodities: 0 mln EUR for both periods
  • Risk exposure amount for Credit Valuation Adjustment: 109 mln EUR (31/12/2015) to 101 mln EUR (30/06/2016)
  • Risk exposure amount for operational risk: 708 mln EUR (31/12/2015) to 762 mln EUR (30/06/2016)
  • Other risk exposure amounts: 1,227 mln EUR (31/12/2015) to 1,422 mln EUR (30/06/2016)

Profit and Loss (P&L)

• Total Operating Income, Net:
  • As of 31/12/2015: 408 mln EUR
  • As of 30/06/2016: 233 mln EUR
• Operating Expenses:
  • Administrative expenses: 157 mln EUR (31/12/2015) to 89 mln EUR (30/06/2016)
  • Depreciation: 9 mln EUR (31/12/2015) to 4 mln EUR (30/06/2016)
• Profit or Loss:
  • Profit or loss before tax from continuing operations: 228 mln EUR (31/12/2015) to 107 mln EUR (30/06/2016)
  • Profit or loss after tax from continuing operations: 182 mln EUR (31/12/2015) to 85 mln EUR (30/06/2016)
  • Profit or loss for the year: 182 mln EUR (31/12/2015) to 85 mln EUR (30/06/2016)

Capital Ratios

• Common Equity Tier 1 (CET1) Capital Ratio: 13.26% (31/12/2015) to 13.48% (30/06/2016)
• Tier 1 Capital Ratio: 14.17% (31/12/2015) to 14.42% (30/06/2016)
• Total Capital Ratio: 16.73% (31/12/2015) to 16.82% (30/06/2016)

Credit Risk - Standardised Approach

• Standardised Total:
  • As of 31/12/2015: 8,146 mln EUR
  • As of 30/06/2016: 8,077 mln EUR

Credit Risk - IRB Approach

• IRB Total:
  • As of 31/12/2015: 7,618 mln EUR
  • As of 30/06/2016: 7,821 mln EUR

Sovereign Exposure

• Total Sovereign Exposure (all countries):
  • As of 31/12/2015: 501.7 mln EUR (carrying amount) and 494.8 mln EUR (fair value)
  • As of 30/06/2016: 102.5 mln EUR (carrying amount) and 96.7 mln EUR (fair value)

Notes

• The data covers all exposures to "General governments" as defined in CRR.
• The information includes various accounting portfolios such as "Held for trading", "Designated at fair value through profit or loss", "Available-for-sale", and "Loans and Receivables".
• The document includes regulatory references, such as Articles 4(118), 72, and 48 of CRR, as well as various regulatory codes.