EBA欧洲银行-DE_529900V3O1M5IHMOSF46_TR_2018_20页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary

Core Information

Bank Name: State Street Europe Holdings Germany S.á.r.l. & Co. KG
LEI Code: 529900V3O1M5IHMOSF46
Country Code: DE

Own Funds (Transitional Period)

Item	Description	As of 31/12/2017 (min EUR)	As of 30/06/2018 (min EUR)	COREP Code	Regulation
A	OWN FUNDS	2,179	2,214	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	2,179	2,214	C:0.00 (020;010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	1	1	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	-508	-563	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	3,698	3,698	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	70	82	C:0.00 (015;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 (0230;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)	-1,081	-1,003	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 CCR
A.1.9	TFAs that rely on future profitability and do not arise from temporary differences net of associated DTIs	0	0	C:0.00 (0376;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 (0380;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C:0.00 (0390;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 (0430;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)	Articles 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 (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 (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(31) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b); 49(3) to (3) and 75(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 (0460;010)	Articles 36(1) point (b), 24(31) point (b), 24(41) 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 (0490;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 where the institution has a significant investment	0	0	C:0.00 (050;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 (0510;010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (0524;010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C:0.00 (0529;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 (0226;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 (0246;010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	0	0	C:0.00 (0528;010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C:0.00 (0530;010)	Article 61 of CRR
A.3	Tier 1 Capital	2,179	2,214	C:0.00 (015;010)	Article 25 of CRR
A.4	Tier 2 Capital	0	0	C:0.00 (0750;010)	Article 71 of CRR

Own Funds Requirements

Item	Description	As of 31/12/2017 (min EUR)	As of 30/06/2018 (min EUR)	COREP Code	Regulation
B	Total Risk Exposure Amount	4,984	6,353	C:0.00 (015;010)	Articles 8(3), 95, 96 and 98 of CRR
B.1	Transitional adjustments included	0	0	C:0.01 (015;010)	-

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2017 (%)	As of 30/06/2018 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	43.71%	34.86%	GAI (1)	-
C.2	Tier 1 Capital Ratio	43.71%	34.86%	GAI (3)	-
C.3	Total Capital Ratio	43.71%	34.86%	GAI (5)	-

CET1 Capital (Fully loaded)

Item	Description	As of 31/12/2017 (min EUR)	As of 30/06/2018 (min EUR)	COREP Code	Regulation
D	CET1 Capital	2,179	2,214	[C:A] (1-A-1.3.1.3.1.1.1+MHN.A2.4.1.3.1.3.2.2.4.2.2.4.3.0.0.1)	-

Leverage Ratio

Item	Description	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)	COREP Code	Regulation
A.1	Tier 1 capital - transitional definition	2,179	2,214	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
A.2	Tier 1 capital - fully phased-in definition	2,179	2,214	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - using a transitional definition of Tier 1 capital	40,041	44,454	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	40,041	44,454	C 47.00 (r290,c010)	-
C.1	Leverage ratio - using a transitional definition of Tier 1 capital	5.4%	5.0%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - using a fully phased-in definition of Tier 1 capital	5.4%	5.0%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	As of 31/12/2017 (min EUR)
Credit Risk	3,548	4,524
Securitisation and Re-securitisations in the Banking Book	744	438
Contributions to the Default Fund of a CCP	0	0
Other Credit Risk	2,805	4,086
Market Risk (Position, Foreign Exchange and Commodities)	0	365
Credit Valuation Adjustment	12	40
Operational Risk	1,424	1,424
Other Risk Exposure Amounts	0	0
Total Risk Exposure Amount	4,984	6,353

Profit and Loss (P&L)

Item	Description	As of 31/12/2017 (mln EUR)
Interest Income	250	177
Of which Debt Securities Income	19	31
Of which Loans and Advances Income	132	95
Interest Expenses	97	57
Of which Deposits Expenses	30	25
Net Fee and Commission Income	353	176
Gains or (-) Losses on Derecognition of Financial Assets and Liabilities	0	0
Gains or (-) Losses on Financial Assets and Liabilities Held for Trading	0	0
Gains or (-) Losses on Financial Assets and Liabilities at Fair Value through Profit or Loss	0	0
Gains or (-) Losses from Hedge Accounting	0	0
Exchange Differences	0	0
Net Other Operating Income/(Expenses)	311	87
Total Operating Income, Net	816	383
Administrative Expenses	491	227
Depreciation	386	192
Modification Gains or (-) Losses	n.a.	0
Provisions or (-) Reversal of Provisions	2	7
Commitments and Guarantees Given	2	5
Other Provisions	0	2
Profit or (-) Loss Before Tax from Continuing Operations	-79	-36
Profit or (-) Loss After Tax from Continuing Operations	-120	-55
Profit or (-) Loss from Discontinued Operations	0	0
Profit or (-) Loss for the Year	-120	-55
Of which Attributable to Owners of the Parent	-120	-55

Market Risk

Item	Description	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Traded Debt Instruments	0	0
Of which: General Risk	0	0
Of which: Specific Risk	0	0
Foreign Exchange Risk	0	365
Commodities Risk	0	0
Total Risk Exposure Amount	0	365

Credit Risk - Standardised Approach

Item	Description	As of 31/12/2017 (min EUR)
Risk Exposure Amount for Credit Risk	3,548	4,524
Risk Exposure Amount for Securitisation and Re-securitisations in the Banking Book	744	438
Risk Exposure Amount for Contributions to the Default Fund of a CCP	0	0
Risk Exposure Amount Other Credit Risk	2,805	4,086
Risk Exposure Amount for Position, Foreign Exchange and Commodities (Market Risk)	0	365
Risk Exposure Amount for Credit Valuation Adjustment	12	40
Risk Exposure Amount for Operational Risk	1,424	1,424
Risk Exposure Amount for Other Risk Exposure	0	0
Total Risk Exposure Amount	4,984	6,353

Summary of Key Information

The bank's own funds increased from 2,179 mln EUR to 2,214 mln EUR during the transitional period.
CET1 Capital was consistent with own funds, indicating no significant deductions or adjustments during the period.
Capital ratios decreased from 43.71% to 34.86%, suggesting a decline in capital adequacy.
Leverage ratios dropped from 5.4% to 5.0%, indicating a reduction in leverage.
Total risk exposure amount increased from 4,984 mln EUR to 6,353 mln EUR, primarily due to an increase in market risk exposure.
Profit and loss showed a decrease in both pre-tax and post-tax figures, with a net loss of -120 mln EUR for the year.
Market risk was minimal, with the majority of exposure attributed to foreign exchange risk.