EBA欧洲银行-SE_H0YX5LBGKDVOWCXBZ594_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - SBAB Bank AB - Group

Core Information

Bank Name: SBAB Bank AB - group
LEI Code: H0YX5LBGKDVOWCXBZ594
Country Code: SE (Sweden)

Capital Structure and Requirements

Own Funds (Transitional Period)

Item	Description	2016 (EUR)	2017 (EUR)	COREP CODE	Regulation
A	Own Funds	2,076	2,109	C:0.00 (010,c010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	1,296	1,336	C:0.00 (020,c010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	205	203	C:0.00 (030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained earnings	1,103	1,139	C:0.00 (130,c010)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	69	21	C:0.00 (180,c010)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
A.1.4	Other Reserves	0	0	C:0.00 (200,c010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C:0.00 (210,c010)	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 (230,c010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-65	-10	C:0.00 (250,c010)	Articles 32 to 35 of and 36(1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-15	-16	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
A.1.9	DTAs that rely on future profitability and do not arise from temporary differences	0	0	C:0.00 (370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	0	-1	C:0.00 (380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C:0.00 (390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (430,c010)	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 (440,c010)	Article 36(1) point (f) 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 (450,c010) + C:0.00 (460,c010) + C:0.00 (470,c010) + C:0.00 (471,c010) + C:0.00 (472,c010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (h), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C:0.00 (460,c010)	Articles 36(1) point (k), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C:0.00 (480,c010)	Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	0	C:0.00 (500,c010)	Articles 4(27); 36(1) point (b); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.18	Amount exceeding the 17.65% threshold	0	0	C:0.00 (510,c010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (524,c010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C:0.00 (529,c010)	-
A.1.21	Transitional adjustments	0	0	C:A1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (520,c010)	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 (524,c010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	0	0	C:0.00 (520,c010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	314	311	C:0.00 (530,c010)	Article 61 of CRR
A.3	Tier 1 Capital	1,611	1,647	C:0.00 (615,c010)	Article 25 of CRR
A.4	Tier 2 Capital	466	462	C:0.00 (750,c010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	466	461	C:0.00 (760,c010) + C:0.00 (890,c010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	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)	-
A.4.3	Tier 2 transitional adjustments	0	0	C:0.00 (880,c010) + C:0.00 (990,c010) + C:0.00 (960,c010)	-
B	Total Risk Exposure Amount	4,021	4,258	C:0.00 (r010,c010)	Articles 92(3), 95, 96 and 98 of CRR
B.1	Transitional adjustments included	0	0	C:0.51 (r010,c040)	-
C.1	CET1 Capital Ratio (transitional period)	32.24%	31.37%	[D:1]/[B:-]	-
C.2	Tier 1 Capital Ratio (transitional period)	40.05%	38.68%	[D:1]/[B:-]	-
C.3	Total Capital Ratio (transitional period)	51.63%	49.52%	[D:1]/[B:-]	-
D	CET1 Capital (fully loaded)	1,296	1,336	[A1-A1.1.13-A1.1.21-MIN(A2+A1.13-A2.2-A2.4-MIN(A4+A2.2-A4.3,0)] (j)	-
E	CET1 Capital Ratio (fully loaded)	32.24%	31.37%	[D:1]/[B:-]	-

Leverage Ratio

Item	Description	2016 (mln EUR)	2017 (mln EUR)	COREP CODE	Regulation
A.1	Tier 1 capital - transitional definition	1,611	1,647	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 capital - fully phased-in definition	1,611	1,647	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - using a transitional definition of Tier 1 capital	39,804	43,447	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	39,804	43,447	C 47.00 (r290,c010)	-
C.1	Leverage ratio - using a transitional definition of Tier 1 capital	4.1%	3.8%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - using a fully phased-in definition of Tier 1 capital	4.1%	3.8%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	2016 (mIn EUR)
Risk exposure amounts for credit risk	3,283	3,439
Risk exposure amount for securitisation and re-securitisations in the banking book	0	0
Risk exposure amount for contributions to the default fund of a CCP	0	0
Risk exposure amount Other credit risk	3,283	3,439
Risk exposure amount for position, foreign exchange and commodities (Market risk)	164	144
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	193	245
Risk exposure amount for operational risk	380	430
Other risk exposure amounts	0	0
Total Risk Exposure Amount	4,021	4,258

P&L (Profit and Loss)

Item	Description	2016 (mln EUR)
Interest income	1,051	498
Of which debt securities income	52	20
Of which loans and advances income	538	257
Interest expenses	755	336
Of which deposits expenses	54	27
Of which debt securities issued expenses	359	134
Expenses on share capital repayable on demand	0	0
Dividend income	0	0
Net Fee and commission income	1	-1
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	-24	-13
Gains or (-) losses on financial assets and liabilities held for trading, net	5	2
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	0	0
Gains or (-) losses from hedge accounting, net	23	10
Exchange differences [gain or (-) loss], net	0	0
Net other operating income/(expenses)	4	2
TOTAL OPERATING INCOME, NET	306	162
Administrative expenses	90	48
Depreciation	3	2
Provisions or (-) reversal of provisions	0	0
Commitments and guarantees given	0	0
Other provisions	0	0
Of which pending legal issues and tax litigation	0	0
Of which restructuring	0	0
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	2	-1
(Loans and receivables)	2	-1
(Held to maturity investments, AFS assets and financial assets measured at cost)	0	0
(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets)	0	0
(Commitments and guarantees given)	0	0
(Other provisions)	0	0
(Of which pending legal issues and tax litigation)	0	0
(Of which restructuring)	0	0
(of which Goodwill)	0	0
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	0	0
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	211	113
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	164	87
Profit or (-) loss after tax from discontinued operations	0	0
PROFIT OR (-) LOSS FOR THE YEAR	164	87
Of which attributable to owners of the parent	164	87

Market Risk

Item	Description	2016 (mln EUR)
Traded Debt Instruments	93	55
Of which: General risk	61	28
Of which: Specific risk	32	27
Equities	0	0
Of which: General risk	0	0
Of which: Specific risk	0	0
Foreign exchange risk	72	89
Commodities risk	0	0
Total Risk Exposure Amount	164	144

Credit Risk - Standardised Approach

Item	Description	2016 (mIn EUR)
Central governments or central banks	1,474	1,565
Regional governments or local authorities	547	669
Public sector entities	0	0
Multilateral Development Banks	104	172
International Organisations	0	0
Institutions	444	539
Corporates	0	0
Retail	340	430
Covered bonds	3,542	3,686
Claims on institutions and corporates with a ST credit assessment	4	8
Other exposures	75	73
Standardised Total	6,531	7,168

Additional Notes

Total Risk Exposure Amount (2016): 4,021 mln EUR
Total Risk Exposure Amount (2017): 4,258 mln EUR
Standardised Total (2016): 6,531 mln EUR
Standardised Total (2017): 7,168 mln EUR
Original exposure is reported before taking into account credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions per country of counterparty do not include securitisation exposures.

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