EBA欧洲银行-DK_LIU16F6VZJSD6UKHD557_TR_2015_25页_2mb

2015 EU-wide Transparency Exercise Summary for Nykredit Realkredit

Core Information

• Bank Name: Nykredit Realkredit
• LEI Code: LIU16F6VZJSD6UKHD557
• Country Code: DK (Denmark)

Capital Structure

Own Funds

• As of 31/12/2014: 8,812 mln EUR
• As of 30/06/2015: 8,847 mln EUR

Common Equity Tier 1 (CET1) Capital

• As of 31/12/2014: 7,462 mln EUR
• As of 30/06/2015: 7,858 mln EUR
• Regulation: Article 50 of CRR

Capital Instruments Eligible as CET1

• As of 31/12/2014: 159 mln EUR
• As of 30/06/2015: 158 mln EUR
• Regulation: Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR

Retained Earnings

• As of 31/12/2014: 3,653 mln EUR
• As of 30/06/2015: 4,080 mln EUR
• Regulation: Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR

Accumulated Other Comprehensive Income

• As of 31/12/2014: 20 mln EUR
• As of 30/06/2015: 19 mln EUR
• Regulation: Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR

Other Reserves

• As of 31/12/2014: 4,160 mln EUR
• As of 30/06/2015: 4,152 mln EUR
• Regulation: Articles 4(117) and 26(1) point (e) of CRR

Deductions from CET1 Capital

• Intangible Assets (including Goodwill): -408 mln EUR (31/12/2014), -404 mln EUR (30/06/2015)
• DTAs that rely on future profitability: -3 mln EUR (31/12/2014), -2 mln EUR (30/06/2015)
• IRB shortfall of credit risk adjustments to expected losses: -192 mln EUR (31/12/2014), -206 mln EUR (30/06/2015)
• Defined benefit pension fund assets: -29 mln EUR (31/12/2014), -30 mln EUR (30/06/2015)
• Adjustments to CET1 due to prudential filters: -74 mln EUR (31/12/2014), -52 mln EUR (30/06/2015)

Transitional Adjustments

• As of 31/12/2014: 177 mln EUR
• As of 30/06/2015: 142 mln EUR
• Regulation: Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 (AT1) Capital

• As of 31/12/2014: 827 mln EUR
• As of 30/06/2015: 451 mln EUR
• Regulation: Article 61 of CRR

Tier 1 Capital

• As of 31/12/2014: 8,289 mln EUR
• As of 30/06/2015: 8,309 mln EUR
• Regulation: Article 25 of CRR

Tier 2 Capital

• As of 31/12/2014: 522 mln EUR
• As of 30/06/2015: 538 mln EUR
• Regulation: Article 71 of CRR

Risk Exposure Amounts

• Total Risk Exposure Amount (As of 31/12/2014): 48,163 mln EUR
• Total Risk Exposure Amount (As of 30/06/2015): 43,577 mln EUR
• Regulation: Articles 92(3), 95, 96 and 98 of CRR

Risk Exposure by Type

• Credit Risk: 40,821 mln EUR (31/12/2014), 37,260 mln EUR (30/06/2015)
• Securitisation and Re-securitisations in the Banking Book: 0 mln EUR (both dates)
• Contributions to the Default Fund of a CCP: 42 mln EUR (31/12/2014), 53 mln EUR (30/06/2015)
• Market Risk (Foreign Exchange and Commodities): 4,746 mln EUR (31/12/2014), 3,631 mln EUR (30/06/2015)
• Credit Valuation Adjustment (CVA): 187 mln EUR (31/12/2014), 221 mln EUR (30/06/2015)
• Operational Risk: 2,409 mln EUR (31/12/2014), 2,466 mln EUR (30/06/2015)

Profit and Loss (P&L) Data

• Interest Income: 4,695 mln EUR (31/12/2014), 2,274 mln EUR (30/06/2015)
• Interest Expenses: 3,439 mln EUR (31/12/2014), 1,550 mln EUR (30/06/2015)
• Dividend Income: 11 mln EUR (31/12/2014), 12 mln EUR (30/06/2015)
• Net Fee and Commission Income: 7 mln EUR (31/12/2014), 5 mln EUR (30/06/2015)
• Gains or Losses on Derecognition: -3 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
• Gains or Losses on Trading Financial Assets: -192 mln EUR (31/12/2014), 118 mln EUR (30/06/2015)
• Gains or Losses on Fair Value through Profit or Loss (FVTPL) Financial Assets: -313 mln EUR (31/12/2014), -57 mln EUR (30/06/2015)
• Gains or Losses from Hedge Accounting: 1 mln EUR (31/12/2014), -1 mln EUR (30/06/2015)
• Exchange Differences: 0 mln EUR (31/12/2014), 25 mln EUR (30/06/2015)
• Net Other Operating Income/(Expenses): 9 mln EUR (31/12/2014), 8 mln EUR (30/06/2015)
• Total Operating Income, Net: 775 mln EUR (31/12/2014), 834 mln EUR (30/06/2015)

Expenses

• Administrative Expenses: 633 mln EUR (31/12/2014), 304 mln EUR (30/06/2015)
• Depreciation: 28 mln EUR (31/12/2014), 14 mln EUR (30/06/2015)
• Provisions or Reversal of Provisions: 1 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
• Commitments and Guarantees Given: 1 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
• Impairment or Reversal of Impairment on Financial Assets: 22 mln EUR (31/12/2014), -16 mln EUR (30/06/2015)
• Loans and Advances Impairment: 22 mln EUR (31/12/2014), -16 mln EUR (30/06/2015)
• Profit or Loss from Non-current Assets and Disposal Groups: 1 mln EUR (31/12/2014), 2 mln EUR (30/06/2015)

Profit and Loss

• Profit or Loss Before Tax from Continuing Operations: 89 mln EUR (31/12/2014), 532 mln EUR (30/06/2015)
• Profit or Loss After Tax from Continuing Operations: 77 mln EUR (31/12/2014), 413 mln EUR (30/06/2015)
• Profit or Loss for the Year: 77 mln EUR (31/12/2014), 413 mln EUR (30/06/2015)

Capital Ratios

• CET1 Capital Ratio: 15.49% (31/12/2014), 18.03% (30/06/2015)
• Tier 1 Capital Ratio: 17.21% (31/12/2014), 19.07% (30/06/2015)
• Total Capital Ratio: 18.30% (31/12/2014), 20.30% (30/06/2015)

Risk Exposure by Country

• Denmark:
  • Standardised Total: 17,605 mln EUR (31/12/2014), 15,068 mln EUR (30/06/2015)
• Sweden:
  • Standardised Total: 189 mln EUR (31/12/2014), 144 mln EUR (30/06/2015)
• Other Countries:
  • Standardised Total: 0 mln EUR (both dates)

Capital Instruments by Country

• Denmark:
  • Original Exposure: 2,028 mln EUR (31/12/2014), 3,828 mln EUR (30/06/2015)
  • Exposure Value: 6,331 mln EUR (31/12/2014), 8,147 mln EUR (30/06/2015)
• Sweden:
  • Original Exposure: 127 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
  • Exposure Value: 0 mln EUR (both dates)

Additional Notes

• Original Exposure: Reported before credit conversion factors and risk mitigation techniques.
• Value Adjustments and Provisions: Excluded from securitisation exposures.
• Risk Exposure Categories: Includes credit, market, and operational risk.