EBA欧洲银行-GR_M6AD1Y1KW32H8THQ6F76_TR_2016_13页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - Piraeus Bank SA

Core Information

Bank Name: Piraeus Bank SA
LEI Code: M6AD1Y1KW32H8THQ6F76
Country Code: GR (Greece)

Own Funds and Capital Structure

Transitional Period

Category	31/12/2015 (EUR)	30/06/2016 (EUR)	COREP CODE	Regulation
OWN FUNDS	9,449	9,193	C.01.00 (010,010)	Articles 4(118) and 72 of CRR
CET1 Capital	9,449	9,193	C.01.00 (010,010)	Article 50 of CRR
CET1 Capital Elements	-	-	-	-
- Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	17,734	17,735	C.01.00 (010,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
- Retained earnings	-7,841	-7,898	C.01.00 (r130,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
- Accumulated other comprehensive income	-151	-219	C.01.00 (r180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
- Other Reserves	165	178	C.01.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
- Funds for general banking risk	0	0	C.01.00 (210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
- Minority interest given recognition in CET1 capital	8	7	C.01.00 (r230,010)	Article 84 of CRR
- Adjustments to CET1 due to prudential filters	0	-4	C.01.00 (r250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
- Intangible assets (including Goodwill)	-275	-269	C.01.00 (r300,010) + C.01.00 (r340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
- DTAs that rely on future profitability and do not arise from temporary differences net of associated IITLS	-784	-790	C.01.00 (r370,010)	Articles 36(1) point (c) and 38 of CRR
- IRB shortfall of credit risk adjustments to expected losses	0	0	C.01.00 (r380,010)	Articles 36(1) point (d), 40 and 159 of CRR
- Defined benefit pension fund assets	0	0	C.01.00 (r390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
- Reciprocal cross holdings in CET1 Capital	-19	-19	C.01.00 (r430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
- Excess deduction from ATI items over ATI Capital	0	0	C.01.00 (r440,010)	Article 36(1) point (f) of CRR
- Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C.01.00 (r450,010) + C.01.00 (r460,010) + C.01.00 (r470,010) + C.01.00 (r472,010)	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) (b) 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
- Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C.01.00 (r460,010)	Articles 36(1) point (k), 243(1) point (b), 244(1) point (b) and 258 of CRR
- Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C.01.00 (r480,010)	Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR
- Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	0	C.01.00 (r490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
- Amount exceeding the 17.65% threshold	0	0	C.01.00 (r510,010)	Article 48 of CRR
- Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C.01.00 (r524,010)	Article 3 CRR
- CET1 capital elements or deductions - other	0	0	C.01.00 (r529,010)	-
- Transitional adjustments	613	472	C.A1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
- Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C.01.00 (r220,010)	Articles 48(3) to (3), and 484 to 487 of CRR
- Transitional adjustments due to additional minority interests	63	51	C.01.00 (r240,010)	Articles 479 and 480 of CRR
- Other transitional adjustments to CET1 Capital	550	421	C.01.00 (r520,010)	Articles 469 to 472, 478 and 481 of CRR
- Additional Tier 1 Capital	0	0	C.01.00 (r530,010)	Article 61 of CRR
- Tier 1 Capital	9,449	9,193	C.01.00 (r615,010)	Article 25 of CRR
- Tier 2 Capital	0	0	C.01.00 (r750,010)	Article 71 of CRR

Fully Loaded CET1 Capital

CET1 Capital (Fully loaded): 8,837 (31/12/2015) → 8,721 (30/06/2016)
CET1 Capital Ratio (Fully loaded): 16.35% (31/12/2015) → 16.37% (30/06/2016)

Capital Ratios (Transitional Period)

Common Equity Tier 1 Capital Ratio: 17.49% (31/12/2015) → 17.26% (30/06/2016)
Tier 1 Capital Ratio: 17.49% (31/12/2015) → 17.26% (30/06/2016)
Total Capital Ratio: 17.49% (31/12/2015) → 17.26% (30/06/2016)

Risk Exposure Amounts

Risk Exposure Type	31/12/2015 (EUR)	30/06/2016 (EUR)
Credit Risk	50,274	49,552
Securitisation and re-securitisations in the banking book	0	0
Contributions to the default fund of a CCP	0	0
Other credit risk	50,274	49,552
Market Risk (Position, foreign exchange, and commodities)	321	274
- Foreign exchange risk	19	13
- Operational risk	3,422	3,422
Total Risk Exposure Amount	54,036	53,262

Profit and Loss (P&L) Overview

P&L Item	31/12/2015 (mln EUR)	30/06/2016 (mln EUR)
Interest income	2,967	1,356
- Debt securities income	168	68
- Loans and advances income	2,681	1,238
Interest expenses	1,090	394
- Deposits expenses	828	274
- Debt securities issued expenses	24	0
Dividend income	8	6
Net Fee and commission income	306	153
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	30	104
Gains or (-) losses on financial assets and liabilities held for trading, net	63	0
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	0	0
Exchange differences [gain or (-) loss], net	8	14
Net other operating income/(expenses)	101	32
Total Operating Income, Net	2,394	1,270
Administrative expenses	1,361	591
Depreciation	112	55
Provisions or (-) reversal of provisions	36	4
Commitments and guarantees given	16	0
Other provisions	21	4
- Pending legal issues and tax litigation	6	-
- Restructuring	110	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	3,564	578
- Loans and receivables	3,487	560
- Held to maturity investments, AFS assets and financial assets measured at cost	77	18
- Investments in subsidiaries, joint ventures and associates and on non-financial assets	228	17
Profit or (-) Loss Before Tax from Continuing Operations	-2,930	1
Profit or (-) Loss After Tax from Continuing Operations	-1,861	-17
Profit or (-) Loss from Discontinued Operations	-35	-23
Profit or (-) Loss for the Year	-1,896	-40
- Attributable to owners of the parent	-1,893	-40

Market Risk

Risk exposure amount for position, foreign exchange and commodities (Market risk): 321 (31/12/2015) → 274 (30/06/2016)
Traded Debt Instruments:
- 107 (31/12/2015) → 93 (30/06/2016)
Foreign exchange risk: 187 (31/12/2015) → 142 (30/06/2016)
Commodities risk: 0 (31/12/2015) → 0 (30/06/2016)
Total Risk Exposure Amount: 54,036 (31/12/2015) → 53,262 (30/06/2016)

Credit Risk - Standardised Approach

Consolidated Data (Total Risk Exposure Amount)

Category	31/12/2015 (EUR)	30/06/2016 (EUR)
Central governments or central banks	9,808	9,026
Regional governments or local authorities	184	171
Public sector entities	34	25
Multilateral Development Banks	71	66
International Organisations	16,979	15,479
Institutions	3,915	7,028
Corporates	10,910	10,985
- SME	2,497	2,300
Retail	6,016	5,405
- SME	2,890	2,703
Secured by mortgages on immovable property	18,911	18,693
- SME	7,330	6,293
Exposures in default	36,571	36,144
Items associated with particularly high risk	24	24
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	122	87
Equity	641	472
Securitisation	0	0
Other exposures	6,263	6,229
Standardised Total	110,449	109,925

Greece (Country-Specific Data)

Category	31/12/2015 (EUR)	30/06/2016 (EUR)
Central governments or central banks	8,567	7,758
Regional governments or local authorities	178	166
Public sector entities	21	15
Multilateral Development Banks	71	66
International Organisations	16,979	15,479
Institutions	119	146
Corporates	8,195	8,510
- SME	1,895	1,708
Retail	591	472
- SME	32	13
Secured by mortgages on immovable property	17,279	17,181
- SME	69	55
Exposures in default	30,436	30,057
Items associated with particularly high risk	24	24
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	122	87
Equity	591	472
Securitisation	0	0
Other exposures	5,924	5,892
Standardised Total	14,388	14,530

Luxembourg (Country-Specific Data)

Category	31/12/2015 (EUR)	30/06/2016 (EUR)
Central governments or central banks	0	0
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	71	66
International Organisations	16,979	15,479
Institutions	157	146
Corporates	403	369
- SME	125	73
Retail	42	21
- SME	32	13
Secured by mortgages on immovable property	162	133
- SME	69	55
Exposures in default	2,556	2,783
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	0	0
Securitisation	0	0
Other exposures	9	8
Standardised Total	1,443	1,486

Key Notes

Original Exposure is reported before credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions per country of counterparty do not include securitisation exposures.
The data is provided as of 31/12/2015 and 30/06/2016, and reflects the transitional period capital requirements under the Capital Requirements Regulation (CRR).

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