EBA欧洲银行-DE_TUKDD90GPC79G1KOE162_TR_2016_15页_1mb

报告摘要

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
OWN FUNDS	7,551	7,439	C:0.00 (010,c010)	Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL (net of deductions and after transitional adjustments)	4,363	4,485	C:0.00 (020,c010)	Article 50 of CRR
Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	3,506	3,193	C:0.00 (030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	1,289	1,630	C:0.00 (130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	5	-67	C:0.00 (180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Additional Tier 1 Capital (net of deductions and after transitional adjustments)	1,535	1,318	C:0.00 (530,c010)	Article 61 of CRR
Tier 1 Capital (net of deductions and after transitional adjustments)	5,899	5,803	C:0.00 (615,c010)	Article 25 of CRR
Tier 2 Capital (net of deductions and after transitional adjustments)	1,653	1,636	C:0.00 (750,c010)	Article 71 of CRR

Capital Ratio	As of 31/12/2015 (%)	As of 30/06/2016 (%)
Common Equity Tier 1 Capital Ratio	11.60%	13.01%
Tier 1 Capital Ratio	15.68%	16.84%
Total Capital Ratio	20.08%	21.58%

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Common Equity Tier 1 Capital (fully loaded)	3,915	4,326
Common Equity Tier 1 Capital Ratio (fully loaded)	10.53%	12.59%

Risk Exposure Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit Risk	26,738	25,918
Securitisation and re-securitisations in the banking book	6,836	5,552
Contributions to the default fund of a CCP	1	4
Other credit risk	19,902	20,362
Market risk (position, foreign exchange and commodities)	8,472	6,479
Total Risk Exposure Amount	37,613	34,471

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
Intangible assets (including Goodwill)	-15	-13	C:0.00 (300,c010) + C:0.00 (340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
DTAs that rely on future profitability and do not arise from temporary differences net of associated IITLS	-133	-33	C:0.00 (370,c010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-15	-3	C:0.00 (380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
CET1 capital elements or deductions - other	0	0	C:0.00 (529,c010)	-
Transitional adjustments	448	159	C:A1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
Additional Tier 1 Capital instruments	0	0	C:0.00 (540,c010) + C:0.00 (670,c010)	-
Excess deduction from T2 items over T2 capital	0	0	C:0.00 (770,c010)	-
Other Additional Tier 1 Capital components and deductions	0	0	C:0.00 (690,c010) + C:0.00 (770,c010) + C:0.00 (710,c010) + C:0.00 (740,c010) + C:0.00 (744,c010) + C:0.00 (748,c010)	-
Additional Tier 1 transitional adjustments	1,535	1,318	C:0.00 (660,c010) + C:0.00 (680,c010) + C:0.00 (730,c010)	-
Other Tier 2 Capital components and deductions	155	88	C:0.00 (910,c010) + C:0.00 (920,c010) + C:0.00 (930,c010) + C:0.00 (940,c010) + C:0.00 (950,c010) + C:0.00 (970,c010) + C:0.00 (974,c010) + C:0.00 (978,c010)	-
Tier 2 transitional adjustments	62	53	C:0.00 (880,c010) + C:0.00 (990,c010) + C:0.00 (960,c010)	-

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	4,414	1,909
Of which debt securities income	338	139
Of which loans and advances income	1,836	886
Interest expenses	3,416	1,552
Of which deposits expenses	889	368
Of which debt securities issued expenses	402	200
Dividend income	47	22
Net Fee and commission income	115	50
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	34	70
Gains or (-) losses on financial assets and liabilities held for trading, net	829	-559
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	-20	185
Gains or (-) losses from hedge accounting, net	12	2
Exchange differences [gain or (-) loss], net	-71	7
Net other operating income/(expenses)	-629	-251
Total Operating Income, Net	1,313	-116
Administrative expenses	568	259
Depreciation	20	6
Provisions or (-) reversal of provisions	-30	5
Profit or (-) loss before tax from continuing operations	352	169
Profit or (-) loss after tax from continuing operations	-2	157
Profit or (-) loss for the year	-2	157
Of which attributable to owners of the parent	0	156

Risk Exposure Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Market risk (position, foreign exchange and commodities)	8,472	6,479
Of which: General risk	1,173	904
Of which: Specific risk	87	76
Foreign exchange risk	6,990	5,351
Commodities risk	0	0
Total	8,472	6,479

Counterparty Type	As of 31/12/2015	As of 30/06/2016
Central governments or central banks	34	22
Public sector entities	408	281
Institutions	1,567	741
Corporates	462	360
Of which: SME	58	50
Retail	37	35
Of which: SME	6	7
Secured by mortgages on immovable property	14	12
Of which: SME	1	2
Exposures in default	139	124
Items associated with particularly high risk	19	18
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	255	46
Securitisation	532	1
Other exposures	0	0
Standardised Total	3,750	0

Counterparty Type	As of 31/12/2015	As of 30/06/2016
Central governments or central banks	0	0
Public sector entities	408	281
Institutions	1,410	558
Corporates	103	99
Of which: SME	50	50
Retail	37	35
Of which: SME	6	7
Secured by mortgages on immovable property	14	12
Of which: SME	1	2
Exposures in default	121	124
Items associated with particularly high risk	1	1
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	46	46
Securitisation	0	0
Other exposures	0	0
Standardised Total	1,982	1,798

Counterparty Type	As of 31/12/2015	As of 30/06/2016
Central governments or central banks	0	0
Public sector entities	0	0
Institutions	154	179
Corporates	1	1
Of which: SME	1	0
Retail	0	0
Of which: SME	0	0
Secured by mortgages on immovable property	0	0
Of which: SME	0	0
Exposures in default	0	0
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	35	33
Securitisation	0	0
Other exposures	0	0
Standardised Total	0	0

Counterparty Type	As of 31/12/2015	As of 30/06/2016
Central governments or central banks	34	22
Public sector entities	0	0
Institutions	1	1
Corporates	192	136
Of which: SME	8	0
Retail	0	0
Of which: SME	0	0
Secured by mortgages on immovable property	0	0
Of which: SME	0	0
Exposures in default	0	0
Items associated with particularly high risk	1	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	158	45
Securitisation	0	0
Other exposures	0	0
Standardised Total	158	45