EBA欧洲银行-DE_851WYGNLUQLFZBSYGB56_TR_2017_16页_1mb

报告摘要

Commerzbank AG 2017 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Commerzbank AG
LEI Code: 851WYGNLUQLFZBSYGB56
Country Code: DE (Germany)
Exercise Period: 2017 EU-wide Transparency Exercise

Own Funds and Capital Structure (Transitional Period)

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
A	32,171	31,163	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	26,494	24,769	C 0.00 (020,010)	Article 50 of CRR
A.1.1	18,394	18,391	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	11,008	10,690	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-783	-718	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	-231	-230	C 0.00 (0200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	592	629	C 0.00 (020,010)	Article 84 of CRR
A.1.7	-628	-391	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-2,702	-2,753	C 0.00 (0300,010) + C 0.00 (0340,010)	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	-494	-613	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	-525	-760	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	-385	-388	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	-302	-244	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	-301	-244	C 0.00 (0460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	-277	-327	C 0.00 (0490,010)	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 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.18	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (0524,010)	Article 3 CRR
A.1.20	0	0	C 0.00 (0529,010)	-
A.1.21	2,828	1,482	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	168	70	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	2,660	1,412	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR

Tier 1 and Tier 2 Capital

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
A.2	0	408	C 0.00 (0530,010)	Article 61 of CRR
A.3	26,494	25,176	C 0.00 (015,010)	Article 25 of CRR
A.4	5,677	5,987	C 0.00 (0750,010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Item	As of 31/12/2016 (%)	As of 30/06/2017 (%)	COREP Code	Regulation
C.1	13.91%	13.85%	C A3 (1)	-
C.2	13.91%	14.08%	C A3 (3)	-
C.3	16.89%	17.43%	C A3 (5)	-

CET1 Capital Fully Loaded

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
D	23,666	23,286	[C.A.1-A.C.1-3.1.1+3.1.21+MIN(A2+A.1.3-2.2.2+MIN(A4+2.2.4+MIN(A4+2.2.4+MIN(A4+2.2.4+MIN(A4+2.2.4+MIN(A4+2.2.4+MIN(A4+2.2.4+MIN(A4+2.2.4+MIN(A4+2.2.5))	-

Leverage Ratio

Item	As of 31/12/2016 (%)	As of 30/06/2017 (%)	COREP Code	Regulation
A.1	5.4%	5.0%	C 47.00 (r340,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
A.2	4.8%	4.6%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Risk exposure amount for credit risk	146,868	141,343
Risk exposure amount for securitisation and re-securitisations in the banking book	3,049	2,975
Risk exposure amount for contributions to the default fund of a CCP	164	162
Risk exposure amount Other credit risk	143,655	138,206
Risk exposure amount for position, foreign exchange and commodities (Market risk)	13,608	11,610
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	6,160	5,316
Risk exposure amount for operational risk	23,879	20,549
Other risk exposure amounts	12	0
Total Risk Exposure Amount	190,527	178,818

Profit and Loss (P&L)

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest income	9,110	4,274
Of which debt securities income	1,738	646
Of which loans and advances income	7,035	3,405
Interest expenses	4,650	2,389
(Of which deposits expenses)	2,567	1,172
(Of which debt securities issued expenses)	1,720	777
(Expenses on share capital repayable on demand)	0	0
Dividend income	159	70
Net Fee and commission income	3,204	1,659
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	332	49
Gains or (-) losses on financial assets and liabilities held for trading, net	834	865
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	-24	9
Gains or (-) losses from hedge accounting, net	-37	-89
Exchange differences [gain or (-) loss], net	44	-7
Net other operating income/(expenses)	40	3
TOTAL OPERATING INCOME, NET	9,012	4,443
(Administrative expenses)	6,542	3,293
(Depreciation)	546	287
(Provisions or (-) reversal of provisions)	3	787
(Commitments and guarantees given)	-42	-17
(Other provisions)	45	805
Of which pending legal issues and tax litigation	1	-
Of which restructuring	121	-
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	780	347
(Loans and receivables)	765	343
(Held to maturity investments, AFS assets and financial assets measured at cost)	16	4
(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets)	647	787
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	683	-263
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	423	-331
Profit or (-) loss after tax from discontinued operations	0	0
PROFIT OR (-) LOSS FOR THE YEAR	423	-331
Of which attributable to owners of the parent	321	-374

Market Risk

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Traded Debt Instruments	352	344
Of which: General risk	263	261
Of which: Specific risk	88	82
Equities	4	2
Of which: General risk	2	1
Of which: Specific risk	2	1
Foreign exchange risk	641	345
Commodities risk	0	0
Total Risk Exposure Amount	998	691

Credit Risk - Standardised Approach

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Central governments or central banks	49,182	50,367
Regional governments or local authorities	25,865	23,598
Public sector entities	10,609	6,519
Multilateral Development Banks	354	425
International Organisations	345	425
Institutions	5,950	6,340
Corporates	10,559	11,264
of which: SME	704	659
Retail	5,442	5,811
of which: SME	134	105
Secured by mortgages on immovable property	1,490	1,627
of which: SME	20	16
Exposures in default	579	78
Items associated with particularly high risk	145	122
Covered bonds	101	92
Claims on institutions and corporates with a ST credit assessment	183	25
Collective investments undertakings (CIU)	2,942	2,766
Equity	1,104	990
Securitisation	5,651	4,696
Other exposures	3,617	2,800
Standardised Total	124,117	118,652

Additional Information

Total Risk Exposure Amount for Germany: 190,527 mln EUR (As of 31/12/2016), 178,818 mln EUR (As of 30/06/2017)
Total Risk Exposure Amount for Poland: 123 mln EUR (value adjustments and provisions)
Total Risk Exposure Amount for United Kingdom: 124,117 mln EUR (As of 31/12/2016), 118,652 mln EUR (As of 30/06/2017)
Original Exposure is reported before credit conversion factors or credit risk mitigation techniques are applied.
Total value adjustments and provisions per country of counterparty do not include securitisation exposures.

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