EBA欧洲银行-GB_549300PPXHEU2JF0AM85_TR_2018_22页_3mb
报告摘要
2018 EU-wide Transparency Exercise Summary: Lloyds Banking Group Plc
Core Information
- Bank Name: Lloyds Banking Group Plc
- LEI Code: 549300PPXHEU2JF0AM85
- Country Code: GB
Own Funds (Transitional Period)
| Item | As of 31/12/2017 (min EUR) | As of 30/06/2018 (min EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 50,338 | 51,447 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | 33,417 | 33,626 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | 27,955 | 28,080 | 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 | 7,694 | 7,460 | C:0.00 (130;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | -290 | -323 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 13,361 | 13,355 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C:0.00 (015;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 | -2,117 | -1,786 | C:0.00 (255;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -3,343 | -3,805 | 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 CCR |
| A.1.9 | -3,668 | -3,553 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -561 | -33 | C:0.00 (380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | -610 | -1,369 | 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) | Articles 36(1) point (j) of CRR |
| A.1.14 | -215 | -213 | C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), and C:0.00 (471;010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (k), 74(3) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (k), 43, 45, 47, 48(1) point (b); 49(3), 49(4) to (3) and 75(4) of CRR |
| A.1.15 | 0 | 0 | C:0.00 (480;010) | Articles 36(1) point (b), 24(3) point (b), 24(4) point (b) and 258 of CRR |
| A.1.16 | 0 | 0 | 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 | -4,790 | -4,781 | C:0.00 (500;010) | Articles 4(27); 36(1) point (i); 43, 45, 47, 48(1) point (b); 49(3), 49(4) 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 CRR |
| A.1.20 | 0 | 0 | C:0.00 (529;010) | - |
| A.1.21 | 0 | 594 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.1.21.1 | 0 | 0 | C:0.00 (226;010) | Articles 48(3) point (t), 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 | 594 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Ratios (Transitional Period)
| Item | As of 31/12/2017 (%) | As of 30/06/2018 (%) | COREP Code | Regulation |
|---|---|---|---|---|
| C.1 | 14.06% | 14.14% | GA3 (1) | - |
| C.2 | 17.22% | 17.07% | GA3 (3) | - |
| C.3 | 21.17% | 21.64% | GA3 (5) | - |
Tier 1 and Tier 2 Capital
| Item | As of 31/12/2017 (min EUR) | As of 30/06/2018 (min EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A.3 | 40,948 | 40,600 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | 9,390 | 10,848 | C:0.00 (750;010) | Article 71 of CRR |
| A.4.1 | 7,682 | 9,130 | C:0.00 (760;010) + C:0.00 (890;010) | - |
| A.4.2 | -3,154 | -2,860 | C:0.00 (918;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (970;010), + C:0.00 (974;010), + C:0.00 (978;010) | - |
| A.4.3 | 4,862 | 4,578 | C:0.00 (880;010) + C:0.00 (960;010) + C:0.00 (966;010) | - |
Leverage Ratio
| Item | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A.1 | 40,948 | 40,600 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 | 39,425 | 39,641 | C 47.00 (r310,c010) | - |
| B.1 | 799,876 | 828,528 | C 47.00 (r300,c010) | - |
| B.2 | 801,457 | 830,057 | C 47.00 (r290,c010) | - |
| C.1 | 5.1% | 4.9% | C 47.00 (r340,c010) | - |
| C.2 | 4.9% | 4.8% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Type | As of 31/12/2017 (mIn EUR) | As of 30/06/2018 (mIn EUR) | Regulation |
|---|---|---|---|
| Credit Risk | 204,164 | 204,839 | - |
| Securitisation and re-securitisations in the banking book | 4,841 | 4,819 | - |
| Contributions to the default fund of a CCP | 483 | 613 | - |
| Other credit risk | 198,841 | 199,407 | - |
| Market risk (position, foreign exchange and commodities) | 3,439 | 3,748 | - |
| Total Risk Exposure Amount | 237,728 | 237,785 | - |
P&L Summary
| Item | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) |
|---|---|---|
| Interest income | 17,790 | 9,061 |
| Of which debt securities income | 1,127 | 445 |
| Of which loans and advances income | 16,650 | 8,606 |
| Interest expenses | 4,052 | 1,998 |
| Of which deposits expenses | 2,148 | 1,189 |
| Of which debt securities issued expenses | 271 | 42 |
| Dividend income | 45 | 22 |
| Net Fee and commission income | 2,258 | 1,035 |
| Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net | 627 | 130 |
| Gains or (-) losses on financial assets and liabilities held for trading, net | 322 | 101 |
| Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net | 373 | 190 |
| Gains or (-) losses from hedge accounting, net | 49 | 1 |
| Exchange differences [gain or (-) loss], net | 239 | 411 |
| Net other operating income/(expenses) | 1,582 | 895 |
| TOTAL OPERATING INCOME, NET | 19,232 | 9,848 |
Market Risk
| Item | As of 31/12/2017 | As of 30/06/2018 |
|---|---|---|
| Traded Debt Instruments | 362 | 356 |
| Of which: General risk | 296 | 294 |
| Of which: Specific risk | 66 | 62 |
| Foreign exchange risk | 83 | 168 |
| Commodities risk | 0 | 0 |
| Total | 445 | 524 |
Credit Risk - Standardised Approach
| Item | As of 31/12/2017 | As of 30/06/2018 |
|---|---|---|
| Original Exposure | 243,486 | 249,135 |
| Exposure Value | 160,942 | 165,059 |
| Risk exposure amount | 31,413 | 35,996 |
| Value adjustments and provisions | 527 | 713 |
| Standardised Total | 31,413 | 35,996 |
Key Observations
- Capital Adequacy: The CET1 capital increased slightly from 33,417 mln EUR to 33,626 mln EUR during the transitional period. The total risk exposure amount remained relatively stable, increasing slightly from 237,728 mln EUR to 237,785 mln EUR.
- Capital Ratios: The common equity tier 1 (CET1) ratio increased slightly from 14.06% to 14.14%, while the tier 1 ratio decreased slightly from 17.22% to 17.07%, and the total capital ratio increased from 21.17% to 21.64%.
- Leverage Ratio: The leverage ratio decreased from 5.1% to 4.9% using the transitional definition, and from 4.9% to 4.8% using the fully phased-in definition.
- Risk Exposure: The bank reported a significant exposure to credit risk, with a total of 204,164 mln EUR as of 31/12/2017, which slightly increased to 204,839 mln EUR as of 30/06/2018.
- P&L: Operating income decreased significantly from 19,232 mln EUR to 9,848 mln EUR, likely due to reduced interest income and expenses. The net operating income also declined, indicating a contraction in financial performance.
展开完整摘要
试读结束，高清完整版pdf/doc/ppt,请点下载
