EBA欧洲银行-IE_549300K7L8YW8M215U46_TR_2018_20页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary - Citibank Holdings Ireland Limited

Core Information

Bank Name: Citibank Holdings Ireland Limited
LEI Code: 549300K7L8YW8M215U46
Country Code: IE

Capital Structure (Transitional Period)

Own Funds

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
A.1	7,084	6,786	C:0.00 (020;010)	Article 50 of CRR
A.1.1	573	590	C:0.00 (030;010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	5,289	4,912	C:0.00 (130;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-17	-17	C:0.00 (180;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	1,585	1,631	C:0.00 (100;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C:0.00 (210;010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	0	0	C:0.00 (230;010)	Article 84 of CRR
A.1.7	-6	-8	C:0.00 (255;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-86	-81	C:0.00 (300;010) + C:0.00 (340;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
A.1.9	0	0	C:0.00 (370;010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C:0.00 (380;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	0	0	C:0.00 (390;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	0	0	C:0.00 (430;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C:0.00 (440;010)	Article 36(1) point (g) of CRR
A.1.14	0	0	C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), C:0.00 (471;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(3) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b); 49(3) to (3) and 75(4) of CRR
A.1.15	0	0	C:0.00 (460;010)	Articles 36(1) point (b), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	-254	-238	C:0.00 (490;010)	Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR
A.1.17	0	0	C:0.00 (500;010)	Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3) to (3) and 79 of CRR
A.1.18	0	0	C:0.00 (510;010)	Article 48 of CRR
A.1.19	0	0	C:0.00 (524;010)	Article 3 of CRR
A.1.20	0	-1	C:0.00 (529;010)	-
A.1.21	0	0	GAI (1.1.6 + 1.1.8 + 1.1.26)	-
A.1.21.1	0	0	C:0.00 (226;010)	Articles 48(1) point (3), and 484 to 487 of CRR
A.1.21.2	0	0	C:0.00 (246;010)	Articles 479 and 480 of CRR
A.1.21.3	0	0	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR
A.3	7,084	6,786	C:0.00 (615;010)	Article 25 of CRR
A.4	0	0	C:0.00 (750;010)	Article 71 of CRR

Capital Ratios

Category	As of 31/12/2017 (%)	As of 30/06/2018 (%)	COREP Code	Regulation
C.1	18.75%	17.10%	GA3 (1)	-
C.2	18.75%	17.10%	GA3 (3)	-
C.3	18.75%	17.10%	GA3 (5)	-

CET1 Capital Fully Loaded

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
D	7,084	6,786	[C:A:1-B:8-1]	-

Risk Exposure Amounts

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	Regulation
Credit Risk	31,742	34,026	-
Securitisation and Re-securitisations in the Banking Book	1	0	-
Contributions to the Default Fund of a CCP	20	14	-
Other Credit Risk	31,721	34,012	-
Market Risk (Position, FX and Commodities)	1,310	1,140	-
Total Risk Exposure Amount	37,783	39,678	Articles 8(3), 95, 96 and 98 of CRR

Leverage Ratio

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
Tier 1 Capital - Transitional Definition	7,084	6,786	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
Tier 1 Capital - Fully Phased-in Definition	7,084	6,786	C 47.00 (r310,c010)	-
Total Leverage Ratio Exposures - Transitional Definition	64,141	71,882	C 47.00 (r300,c010)	-
Total Leverage Ratio Exposures - Fully Phased-in Definition	64,141	71,882	C 47.00 (r290,c010)	-
Leverage Ratio - Transitional Definition	11.0%	9.4%	C 47.00 (r340,c010)	-
Leverage Ratio - Fully Phased-in Definition	11.0%	9.4%	C 47.00 (r330,c010)	-

Profit and Loss (P&L)

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Interest Income	422	251
Of which Debt Securities Income	58	45
Of which Loans and Advances Income	345	199
Interest Expenses	84	43
Of which Deposits Expenses	23	10
Net Fee and Commission Income	927	456
Gains or (-) Losses on Derecognition	37	3
Gains or (-) Losses on Financial Assets Held for Trading	40	14
Gains or (-) Losses on Financial Assets at Fair Value Through Profit or Loss	-9	4
Exchange Differences	132	80
Net Other Operating Income/(Expenses)	331	175
Total Operating Income, Net	1,797	941
Administrative Expenses	902	472
Depreciation	93	13
Profit or (-) Loss Before Tax from Continuing Operations	635	446
Profit or (-) Loss After Tax from Continuing Operations	506	376
Profit or (-) Loss from Discontinued Operations	10	0
Profit or (-) Loss for the Year	516	376

Risk Exposure Amounts by Country

France

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Central Governments or Central Banks	892	1,856
Public Sector Entities	76	76
Institutions	405	426
Corporates	9,658	9,591
Exposures in Default	116	25
Items Associated with Particularly High Risk	0	55
Claims on Institutions and Corporates with a ST Credit Assessment	96	436
Standardised Total	11	14

United Kingdom

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Central Governments or Central Banks	1.253	1.493
Public Sector Entities	17	16
Institutions	3.671	4.140
Corporates	4.483	5.109
Exposures in Default	8	8
Items Associated with Particularly High Risk	0	19
Claims on Institutions and Corporates with a ST Credit Assessment	439	231
Standardised Total	24	3

Netherlands

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Central Governments or Central Banks	5.424	5.320
Public Sector Entities	194	194
Institutions	67	109
Corporates	1.603	2.074
Exposures in Default	0	8
Items Associated with Particularly High Risk	0	0
Claims on Institutions and Corporates with a ST Credit Assessment	12	3
Standardised Total	24	3

Market Risk (Standardised Approach)

Category	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Total Risk Exposure Amount	1,310	1,140
Risk Exposure Amount for Position, FX and Commodities	1,310	1,140
Risk Exposure Amount for Credit Valuation Adjustment	829	737
Risk Exposure Amount for Operational Risk	3,902	3,775
Total Risk Exposure Amount	37,783	39,678

Key Observations

The bank reported a decrease in Own Funds from 7,084 million EUR to 6,786 million EUR from 2017 to 2018.
CET1 Capital remained consistent at 7,084 million EUR in 2017 and 6,786 million EUR in 2018.
Capital Ratios decreased from 18.75% to 17.10% for all three categories (CET1, Tier 1, and Total Capital).
Leverage Ratio decreased from 11.0% to 9.4% using both transitional and fully phased-in definitions.
Total Risk Exposure Amount increased from 37,783 million EUR to 39,678 million EUR.
Market Risk for position, foreign exchange, and commodities decreased from 1,310 million EUR to 1,140 million EUR.
Country-specific risk exposure was reported for France, the United Kingdom, and the Netherlands, with variations in the amounts and categories of exposures.