EBA欧洲银行-ES_5493007SJLLCTM6J6M37_TR_2018_18页_1mb

Unicaja Banco, S.A. 2018 EU-wide Transparency Exercise Summary

Core Capital and Capital Ratios

Own Funds (Transitional Period)

• Own Funds: Increased from 3,650 mln EUR at 31/12/2017 to 3,712 mln EUR at 30/06/2018.
• Common Equity Tier 1 (CET1) Capital: Rose from 3,532 mln EUR to 3,664 mln EUR, with adjustments for items like retained earnings, accumulated other comprehensive income, and prudential fibers.
  • Retained Earnings: Slightly decreased from 946 mln EUR to 943 mln EUR.
  • Accumulated Other Comprehensive Income: Increased from 17 mln EUR to 96 mln EUR.
  • Adjustments to CET1 due to prudential fibers: Increased from 6 mln EUR to 24 mln EUR.
• Additional Tier 1 (AT1) Capital: Increased from 42 mln EUR to 48 mln EUR.
• Tier 1 Capital: Increased from 3,574 mln EUR to 3,712 mln EUR.
• Tier 2 Capital: Decreased from 76 mln EUR to 0 mln EUR.

Capital Ratios

• CET1 Capital Ratio (Transitional Period): Increased from 14.57% to 15.34%.
• Tier 1 Capital Ratio (Transitional Period): Increased from 14.74% to 15.55%.
• Total Capital Ratio (Transitional Period): Increased from 15.06% to 15.55%.

Fully Loaded CET1 Capital

• CET1 (Fully loaded): Increased from 3,069 mln EUR to 3,177 mln EUR.
• CET1 Ratio (Fully loaded): Increased from 12.78% to 13.46%.

Leverage Ratio

• Tier 1 Capital (Transitional Definition): Increased from 3,574 mln EUR to 3,712 mln EUR.
• Leverage Ratio (Transitional Definition): Increased from 6.2% to 6.4%.
• Tier 1 Capital (Fully Phased-in Definition): Increased from 3,118 mln EUR to 3,225 mln EUR.
• Leverage Ratio (Fully Phased-in Definition): Increased from 5.5% to 5.6%.

Risk Exposure Amounts

• Total Risk Exposure Amount: Decreased from 24,239 mln EUR at 31/12/2017 to 23,878 mln EUR at 30/06/2018.
• Credit Risk Exposure: Decreased from 22,389 mln EUR to 21,901 mln EUR.
• Securitisation and Re-securitisation Risk Exposure: Decreased from 233 mln EUR to 116 mln EUR.
• Operational Risk Exposure: Remained at 1,743 mln EUR.
• Market Risk Exposure:
  • Foreign Exchange Risk: 27 mln EUR at 31/12/2017 and 53 mln EUR at 30/06/2018.
  • Commodities Risk: 0 mln EUR for both periods.
  • Equity Risk: 1,127 mln EUR at 31/12/2017 and 1,109 mln EUR at 30/06/2018.
  • Securitisation Risk: 925 mln EUR at 31/12/2017 and 659 mln EUR at 30/06/2018.

Capital Components and Deductions

• Transitional Adjustments to CET1: Increased from 463 mln EUR to 487 mln EUR.
• Deductions from CET1:
  • Intangible assets (including goodwill): Decreased from -28 mln EUR to -29 mln EUR.
  • TFAs that rely on future profitability: Decreased from -594 mln EUR to -585 mln EUR.
  • Amount exceeding 17.65% threshold: Decreased from -97 mln EUR to -85 mln EUR.
• Other deductions:
  • IRB shortfall of credit risk adjustments: 0 mln EUR for both periods.
  • Defined benefit pension fund assets: 0 mln EUR for both periods.
  • Reciprocal cross holdings: 0 mln EUR for both periods.
  • Excess deduction from AT1 items over AT1 Capital: 0 mln EUR for both periods.

Profit and Loss (P&L)

• Total Operating Income, Net: Decreased from 939 mln EUR at 31/12/2017 to 456 mln EUR at 30/06/2018.
• Interest Income: Decreased from 854 mln EUR to 406 mln EUR.
  • Debt Securities Income: Decreased from 212 mln EUR to 124 mln EUR.
  • Loans and Advances Income: Decreased from 610 mln EUR to 274 mln EUR.
• Interest Expenses: Decreased from 270 mln EUR to 103 mln EUR.
  • Deposits Expenses: Decreased from 330 mln EUR to 150 mln EUR.
  • Debt Securities Issued Expenses: Decreased from 40 mln EUR to 0 mln EUR.
• Net Fee and Commission Income: Decreased from 214 mln EUR to 108 mln EUR.
• Gains or Losses on Derecognition: Decreased from 102 mln EUR to 32 mln EUR.
• Gains or Losses on Financial Assets at Fair Value through Profit or Loss: Decreased from 0 mln EUR to -2 mln EUR.
• Net Profit or Loss for the Year: Decreased from 138 mln EUR to 104 mln EUR.

Capital Requirements

• Own Funds Requirements: Total risk exposure amount decreased from 24,239 mln EUR to 23,878 mln EUR.
• Transitional Adjustments Included: Increased from 217 mln EUR to 280 mln EUR.

Regulatory References

• The capital and risk data are based on the Capital Requirements Regulation (CRR) and related articles.
• The fully loaded CET1 capital ratio is based on the formulae stated in the COREP CODE column.

Notes

• The data may differ from the fully loaded CET1 capital ratios published by the banks in Pillar 3 disclosures.
• Some items are not applicable (n.a.) or zero, indicating no significant changes or reporting requirements.
• The information is sourced from FINREP templates and includes breakdowns by accounting portfolio and risk categories.