EBA欧洲银行-IE_HRRVUBV0XN84YQZT6245_TR_2017_14页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary for DEPFA BANK Plc and DEPFA BANK PIC
Core Information
- Bank Name: DEPFA BANK Plc
- LEI Code: HRRVUBV0XN84YQZT6245
- Country Code: IE (Ireland)
- Transparency Exercise Year: 2017
Capital Structure
Own Funds (Transitional Period)
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 2,097 | 1,869 | C.01.00 | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital | 864 | 864 | C.01.00 | Article 50 of CRR |
| A.1.1 | CET1 Eligible Instruments | 1,248 | 1,248 | C.01.00 | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained Earnings | -1,853 | -1,855 | C.01.00 | Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR |
| A.1.3 | Accumulated Other Comprehensive Income | -4 | -4 | C.01.00 | Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR |
| A.1.4 | Other Reserves | 1,500 | 1,500 | C.01.00 | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for General Banking Risk | 0 | 0 | C.01.00 | Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR |
| A.1.6 | Minority Interest | 0 | 0 | C.01.00 | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential filters | -28 | -25 | C.01.00 | Articles 32 to 35 and 36(1) point (f) of CRR |
| A.1.8 | Intangible Assets | -2 | -2 | C.01.00 | Articles 4(113), 36(1) point (b) and 37 of CRR |
| A.1.9 | DTAs relying on future profitability | 0 | 0 | C.01.00 | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB Shortfall | 0 | 0 | C.01.00 | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined Benefit Pension Fund Assets | 0 | 0 | C.01.00 | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal Cross Holdings | 0 | 0 | C.01.00 | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess Deduction from AT1 Items | 0 | 0 | C.01.00 | Article 36(1) point (i) of CRR |
| A.1.21 | Transitional Adjustments | 3 | 3 | CA1 | - |
Capital Ratios (Transitional Period)
| Item | Description | As of 31/12/2016 (%) | As of 30/06/2017 (%) |
|---|---|---|---|
| C.1 | CET1 Capital Ratio | 42.27% | 51.62% |
| C.2 | Tier 1 Capital Ratio | 65.26% | 70.31% |
| C.3 | Total Capital Ratio | 102.69% | 111.65% |
CET1 Capital (Fully Loaded)
| Item | Description | As of 31/12/2016 | As of 30/06/2017 |
|---|---|---|---|
| D | CET1 Capital | 861 | 861 |
| E | CET1 Ratio | 42.11% | 51.46% |
Leverage Ratio
| Item | Description | As of 31/12/2016 (%) | As of 30/06/2017 (%) |
|---|---|---|---|
| C.1 | Leverage Ratio (Transitional Tier 1) | 8.6% | 8.6% |
| C.2 | Leverage Ratio (Fully Phased-in Tier 1) | 5.5% | 6.3% |
Risk Exposure Amounts
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|---|
| A | Total Risk Exposure | 2,044 | 1,674 |
| B | Credit Risk | 1,223 | 1,060 |
| C | Securitisation and Re-securitisation (Banking Book) | 142 | 119 |
| D | Other Credit Risk | 1,081 | 942 |
| E | Market Risk (Foreign Exchange and Commodities) | 8 | 3 |
| F | Credit Valuation Adjustment | 813 | 610 |
| G | Operational Risk | 0 | 0 |
Credit Risk - Standardised Approach
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|---|
| A | Total Risk Exposure | 15,777 | 13,849 |
| B | Standardised Total | 1,223 | 1,060 |
Summary of Key Observations
-
Capital Trends:
- Own Funds decreased from 2,097 million EUR to 1,869 million EUR during the transitional period.
- CET1 Capital remained constant at 864 million EUR.
- Tier 1 Capital decreased from 1,334 million EUR to 1,177 million EUR.
- Tier 2 Capital decreased from 763 million EUR to 692 million EUR.
-
Capital Ratios:
- CET1 Capital Ratio increased from 42.27% to 51.62%.
- Tier 1 Capital Ratio increased from 65.26% to 70.31%.
- Total Capital Ratio increased from 102.69% to 111.65%.
-
Leverage Ratio:
- The leverage ratio using transitional Tier 1 capital remained at 8.6%.
- The leverage ratio using fully phased-in Tier 1 capital increased from 5.5% to 6.3%.
-
Risk Exposure:
- Total Risk Exposure decreased from 2,044 million EUR to 1,674 million EUR.
- Credit Risk decreased from 1,223 million EUR to 1,060 million EUR.
- Market Risk (Foreign Exchange and Commodities) decreased from 8 million EUR to 3 million EUR.
- Securitisation and Re-securitisation (Banking Book) decreased from 142 million EUR to 119 million EUR.
-
Capital Components:
- Retained earnings were negative in both periods, indicating a loss.
- Accumulated other comprehensive income remained at -4 million EUR.
- There were no significant changes in most other capital components during the transitional period.
-
Transitional Adjustments:
- Some adjustments were made, but most were zero, indicating minimal impact on capital structure.
-
Regulatory Compliance:
- The capital ratios and components are aligned with the Capital Requirements Regulation (CRR) and Delegated Regulations.
Conclusion
The document provides a detailed overview of the capital structure and risk exposure of DEPFA BANK Plc and DEPFA BANK PIC during the 2017 EU-wide Transparency Exercise. The bank experienced a decrease in total risk exposure and a slight reduction in Tier 1 Capital, but an increase in CET1 Capital Ratio and Tier 1 Capital Ratio. The leverage ratio improved slightly under the fully phased-in Tier 1 definition. Overall, the bank maintained compliance with the CRR and its transitional requirements.
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