EBA欧洲银行-LU_RNVZOEETEJ32KW0QXS82_TR_2018_14页_1mb

报告摘要

2018 EU-wide Transparency Exercise Summary - State Street Bank Luxembourg S.A.

Core Information

Bank Name: State Street Bank Luxembourg S.A.
LEI Code: RNVZOEETJ32KW0QXS82
Country Code: LU

Capital Structure

The bank does not report FINREP data on a consolidated level, and only COREP templates are published.

Own Funds (Transitional Period)

Item	Description	31/12/2017 (EUR)	30/06/2018 (EUR)	COREP Code	Regulation
A	Own Funds	372	317	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	372	317	C:0.00 (020;010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	65	65	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	Retained earnings	571	509	C:0.00 (030;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	0	0	C:0.00 (018;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C:0.00 (021;010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	0	0	C:0.00 (023;010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	0	0	C:0.00 (025;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-265	-257	C:0.00 (030;010) + C:0.00 (040;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	TFAs that rely on future profitability	0	0	C:0.00 (037;010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	0	0	C:0.00 (038;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C:0.00 (039;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (043;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from AT1 items over AT1 Capital	0	0	C:0.00 (046;010)	Article 36(1) point (g) of CRR
A.1.14	Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(31) point (b), 34(1) point (b), and 258 of CRR
A.1.15	From securitisation positions	0	0	C:0.00 (046;010)	Articles 36(1) point (b), 24(31) point (b), 24(41) point (b) and 258 of CRR
A.1.16	Holdings of CET1 capital instruments of financial sector entities (non-significant investment)	0	0	C:0.00 (048;010)	Articles 4(27), 36(1) point (h), 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C:0.00 (049;010)	Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities (significant investment)	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	Amount exceeding the 17.65% threshold	0	0	C:0.00 (510;010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (524;010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C:0.00 (529;010)	-
A.1.21	Transitional adjustments	0	0	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (226;010)	Articles 48(3) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C:0.00 (246;010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	0	0	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C:0.00 (530;010)	Article 61 of CRR
A.3	Tier 1 Capital	372	317	C:0.00 (615;010)	Article 25 of CRR
A.4	Tier 2 Capital	0	0	C:0.00 (750;010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Ratio	31/12/2017	30/06/2018
CET1 Capital Ratio	42.55%	33.49%
Tier 1 Capital Ratio	42.55%	33.49%
Total Capital Ratio	42.55%	33.49%

Leverage Ratio

Item	31/12/2017	30/06/2018
Tier 1 Capital (transitional definition)	372	317
Tier 1 Capital (fully phased-in definition)	372	317
Leverage Ratio (transitional definition)	60.0%	63.5%
Leverage Ratio (fully phased-in definition)	60.0%	63.5%

Risk Exposure Amounts

Risk Type	31/12/2017 (EUR)	30/06/2018 (EUR)
Credit Risk	100	137
Securitisation and re-securitisations (banking book)	0	0
Contributions to the default fund of a CCP	0	0
Other credit risk	100	137
Market Risk (foreign exchange and commodities)	55	73
Operational Risk	718	736
Total Risk Exposure Amount	874	946

Credit Risk - Standardised Approach

Item	31/12/2017	30/06/2018
Original Exposure	596	476
Exposure Value	596	476
Risk exposure amount	100	137
Value adjustments and provisions	0	0
Standardised Total	596	476

Credit Risk - IRB Approach

Item	31/12/2017	30/06/2018
Original Exposure	0	0
Exposure Value	0	0
Risk exposure amount	0	0
Value adjustments and provisions	0	0
IRB Total	0	0

General Governments Exposures

As of 30/06/2018, the bank reports no direct exposures to general governments or central banks.
The table is structured by residual maturity and country/region of the counterparty, but all entries are zero.
Risk weighted exposure amount is not provided for any category.

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