EBA欧洲银行-PT_2138004FIUXU3B2MR537_TR_2017_12页_734kb

2017 EU-wide Transparency Exercise Summary - Caixa Econômica Montepio Geral

Core Capital and Capital Ratios (Transitional Period)

Own Funds

• As of 31/12/2016: 1,392 mln EUR
• As of 30/06/2017: 1,578 mln EUR

Common Equity Tier 1 (CET1) Capital

• As of 31/12/2016: 1,331 mln EUR
• As of 30/06/2017: 1,540 mln EUR
• CET1 Capital Elements and Deductions:
  • Capital instruments eligible as CET1: 2,163 mln EUR (31/12/2016) → 2,417 mln EUR (30/06/2017)
  • Retained earnings: -533 mln EUR (31/12/2016) → -521 mln EUR (30/06/2017)
  • Accumulated other comprehensive income: -210 mln EUR (31/12/2016) → -157 mln EUR (30/06/2017)
  • Other Reserves: 0 mln EUR (both periods)
  • Funds for general banking risk: 0 mln EUR (both periods)
  • Minority interest given recognition in CET1 capital: 9 mln EUR (both periods)
  • Adjustments to CET1 due to prudential filters: -1 mln EUR (31/12/2016) → 0 mln EUR (30/06/2017)
  • Intangible assets (including Goodwill): -51 mln EUR (31/12/2016) → -45 mln EUR (30/06/2017)
  • Deductible DTAs relying on future profitability: -166 mln EUR (31/12/2016) → -165 mln EUR (30/06/2017)
  • IRB shortfall of credit risk adjustments: 0 mln EUR (both periods)
  • Defined benefit pension fund assets: 0 mln EUR (both periods)
  • Reciprocal cross holdings in CET1 Capital: 0 mln EUR (both periods)
  • Excess deduction from ATI items over ATI Capital: -20 mln EUR (31/12/2016) → -7 mln EUR (30/06/2017)
  • Deductions related to assets with 1.250% risk weight: 0 mln EUR (both periods)
  • Holdings of CET1 capital instruments with no significant investment: 0 mln EUR (both periods)
  • Transitional adjustments to CET1 Capital:
    • Grandfathered CET1 Capital instruments: 0 mln EUR (both periods)
    • Additional minority interests: 6 mln EUR (31/12/2016) → 3 mln EUR (30/06/2017)
    • Other transitional adjustments: 372 mln EUR (31/12/2016) → 177 mln EUR (30/06/2017)

Capital Ratios

• Common Equity Tier 1 Ratio (Transitional):
  • As of 31/12/2016: 10.37%
  • As of 30/06/2017: 12.62%
• Tier 1 Ratio (Transitional):
  • As of 31/12/2016: 10.37%
  • As of 30/06/2017: 12.62%
• Total Capital Ratio (Transitional):
  • As of 31/12/2016: 10.85%
  • As of 30/06/2017: 12.94%

Fully Loaded CET1 Capital

• As of 31/12/2016: 973 mln EUR
• As of 30/06/2017: 1,366 mln EUR
• CET1 Capital Ratio (Fully loaded):
  • As of 31/12/2016: 7.61%
  • As of 30/06/2017: 11.21%

Leverage Ratio

• Tier 1 capital - transitional definition:
  • As of 31/12/2016: 1,331 mln EUR
  • As of 30/06/2017: 1,540 mln EUR
• Leverage ratio - transitional definition:
  • As of 31/12/2016: 6.1%
  • As of 30/06/2017: 7.5%
• Tier 1 capital - fully phased-in definition:
  • As of 31/12/2016: 976 mln EUR
  • As of 30/06/2017: 1,370 mln EUR
• Leverage ratio - fully phased-in definition:
  • As of 31/12/2016: 4.5%
  • As of 30/06/2017: 6.7%

Risk Exposure Amounts

• Total Risk Exposure Amount (As of 31/12/2016): 12,830 mln EUR
• Total Risk Exposure Amount (As of 30/06/2017): 12,197 mln EUR
• Breakdown of Risk Exposure Amounts:
  • Credit Risk: 11,520 mln EUR (31/12/2016) → 10,773 mln EUR (30/06/2017)
  • Securitisation and re-securitisations in banking book: 2 mln EUR (31/12/2016) → 5 mln EUR (30/06/2017)
  • Position, foreign exchange and commodities (Market risk): 178 mln EUR (31/12/2016) → 218 mln EUR (30/06/2017)
  • Credit Valuation Adjustment: 1 mln EUR (31/12/2016) → 3 mln EUR (30/06/2017)
  • Operational risk: 755 mln EUR (both periods)
  • Other risk exposure amounts: 376 mln EUR (31/12/2016) → 449 mln EUR (30/06/2017)

Profit and Loss (P&L)

• Total Operating Income, Net:
  • As of 31/12/2016: 379 mln EUR
  • As of 30/06/2017: 251 mln EUR
• Profit or (-) Loss Before Tax from Continuing Operations:
  • As of 31/12/2016: -174 mln EUR
  • As of 30/06/2017: 22 mln EUR
• Profit or (-) Loss After Tax from Continuing Operations:
  • As of 31/12/2016: -77 mln EUR
  • As of 30/06/2017: 9 mln EUR
• Profit or (-) Loss from Discontinued Operations:
  • As of 31/12/2016: -7 mln EUR
  • As of 30/06/2017: 5 mln EUR
• Profit or (-) Loss for the Year:
  • As of 31/12/2016: -84 mln EUR
  • As of 30/06/2017: 14 mln EUR
  • Of which attributable to owners of the parent: -86 mln EUR (31/12/2016) → 13 mln EUR (30/06/2017)

Market Risk

• Risk exposure amounts:
  • As of 31/12/2016: 176 mln EUR
  • As of 30/06/2017: 216 mln EUR
• Breakdown:
  • Traded Debt Instruments: 35 mln EUR (31/12/2016) → 50 mln EUR (30/06/2017)
  • Equities: 13 mln EUR (31/12/2016) → 14 mln EUR (30/06/2017)
  • Foreign exchange risk: 128 mln EUR (31/12/2016) → 152 mln EUR (30/06/2017)
  • Commodities risk: 0 mln EUR (both periods)
  • Total: 176 mln EUR (31/12/2016) → 216 mln EUR (30/06/2017)

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount:
  • As of 31/12/2016: 11,520 mln EUR
  • As of 30/06/2017: 10,773 mln EUR
• Breakdown:
  • Central governments or central banks: 3,373 mln EUR (31/12/2016) → 2,713 mln EUR (30/06/2017)
  • Regional governments or local authorities: 28 mln EUR (31/12/2016) → 40 mln EUR (30/06/2017)
  • Public sector entities: 30 mln EUR (both periods)
  • Institutions: 896 mln EUR (31/12/2016) → 848 mln EUR (30/06/2017)
  • Corporates: 2,898 mln EUR (31/12/2016) → 2,742 mln EUR (30/06/2017)
  • SMEs: 1,091 mln EUR (31/12/2016) → 1,333 mln EUR (30/06/2017)
  • Retail: 3,002 mln EUR (31/12/2016) → 2,712 mln EUR (30/06/2017)
  • SMEs (Retail): 2,079 mln EUR (31/12/2016) → 1,904 mln EUR (30/06/2017)
  • Secured by mortgages on immovable property: 7,586 mln EUR (31/12/2016) → 7,841 mln EUR (30/06/2017)
  • SMEs (Secured by mortgages): 715 mln EUR (31/12/2016) → 1,609 mln EUR (30/06/2017)
  • Exposures in default: 2,966 mln EUR (31/12/2016) → 2,953 mln EUR (30/06/2017)
  • Items associated with particularly high risk: 178 mln EUR (both periods)
  • Covered bonds: 12 mln EUR (both periods)
  • Collective investments undertakings (CIU): 216 mln EUR (both periods)
  • Equity: 174 mln EUR (both periods)
  • Securitisation: 5 mln EUR (both periods)
  • Other exposures: 2,488 mln EUR (31/12/2016) → 2,293 mln EUR (30/06/2017)

Credit Risk - IRB Approach

• IRB Total Risk Exposure Amount:
  • As of 31/12/2016: 0 mln EUR
  • As of 30/06/2017: 0 mln EUR
• Breakdown:
  • Central banks and central governments: 0 mln EUR (both periods)
  • Institutions: 0 mln EUR (both periods)
  • Corporates: 0 mln EUR (both periods)
  • SMEs: 0 mln EUR (both periods)
  • Retail: 0 mln EUR (both periods)
  • Equity: 0 mln EUR (both periods)
  • Securitisation: 0 mln EUR (both periods)
  • Other non credit-obligation assets: 0 mln EUR (both periods)

Sovereign Exposure

• Total Sovereign Exposure (As of 31/12/2016): 2,958.0 mln EUR
• Total Sovereign Exposure (As of 30/06/2017): 2,339.4 mln EUR
• Breakdown by accounting portfolio:
  • Held for trading: 115.7 mln EUR (31/12/2016) → 106.5 mln EUR (30/06/2017)
  • Debt securities: 2,842.2 mln EUR (31/12/2016) → 2,232.8 mln EUR (30/06/2017)
  • Designated at fair value through profit or loss: 14.7 mln EUR (31/12/2016) → 27.3 mln EUR (30/06/2017)
  • Available-for-sale: 0.0 mln EUR (both periods)
  • Loans and Receivables: 1,701.4 mln EUR (31/12/2016) → 2,205.5 mln EUR (30/06/2017)

Performing and Non-performing Exposures

• Gross carrying amount:
  • As of 31/12/2016: 1,392 mln EUR
  • As of 30/06/2017: 1,578 mln EUR
• Breakdown:
  • Performing exposures: Not explicitly stated in the table.
  • Non-performing exposures: Not explicitly stated in the table.

Key Information and References

• Regulation: Articles 4(118), 72, 26(1), 36(1), 42, 48, 84, 32 to 35, 89 to 91, 153, 155, 159, 243, 244, 258, 36(1) point (k), etc. of CRR
• Corep Code: C 0.00 (010,010), C 0.00 (020,010), C 0.00 (030,010), C 0.00 (050,010), C 0.00 (0750,010), C 0.00 (0760,010), C 0.00 (0890,010), etc.
• Notes:
  • Original exposure is reported before applying credit conversion factors or mitigation techniques.
  • Leverage ratio includes transitional and fully phased-in definitions.
  • The P&L table includes information on operating income, expenses, and profit or loss before and after tax.