EBA欧洲银行-IT_2W8N8UU78PMDQKZENC08_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Intesa Sanpaolo SpA

Core Information

Bank Name: Intesa Sanpaolo SpA
LEI Code: 2W8N8UU78PMDQKZENC08
Country Code: IT

Regulatory Reporting Overview

The document reports the acquisition of selected assets and liabilities of Veneto Banca S.p.A. and BP di Vicenza S.p.A. captured in the regulatory reporting of June 2017.

Capital Structure (Transitional Period)

Own Funds

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)	COREP Code	Regulation
A	48,274	51,537	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	35,926	37,708	C 0.00 (020,010)	Article 50 of CRR
A.1.1	35,498	34,164	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	9,512	14,455	C 0.00 (130,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-1,854	-1,638	C 0.00 (180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	0	0	C 0.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	44	46	C 0.00 (230,010)	Article 84 of CRR
A.1.7	1,056	814	C 0.00 (250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-7,005	-6,934	C 0.00 (300,010) + C 0.00 (340,010)	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	-155	-524	C 0.00 (370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	-23	-254	C 0.00 (380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (440,010)	Article 36(1) point (j) of CRR
A.1.14	-115	-200	C 0.00 (450,010) + C 0.00 (460,010) + C 0.00 (470,010) + C 0.00 (471,010) + C 0.00 (472,010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (i) (a), 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.1.14.1	-115	-200	C 0.00 (460,010)	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 (480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	0	0	C 0.00 (490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	-1,748	-2,350	C 0.00 (500,010)	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	-768	C 0.00 (510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (524,010)	Article 3 CRR
A.1.20	-389	-380	C 0.00 (529,010)	-
A.1.21	1,105	1,477	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (520,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	46	28	C 0.00 (524,010)	Articles 479 and 480 of CRR
A.1.21.3	1,059	1,449	C 0.00 (520,010)	Articles 469 to 472, 478 and 481 of CRR

Tier 1 Capital

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)	COREP Code	Regulation
A.2	3,533	5,376	C 0.00 (530,010)	Article 61 of CRR
A.3	39,459	43,084	C 0.00 (615,010)	Article 25 of CRR
A.4	8,815	8,453	C 0.00 (750,010)	Article 71 of CRR

Capital Ratios

Ratio	As of 31/12/2016 (%)	As of 30/06/2017 (%)	COREP Code
CET1	12.65%	12.50%	C A3 (1)
Tier 1	13.90%	14.28%	C A3 (3)
Total Capital	17.00%	17.08%	C A3 (5)

Capital Ratios (Fully Loaded)

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)	COREP Code
D	34,821	36,231	[C.A.1-A.C.1-3.1.21+MIN(A2+A.1.3-2.2.2+MIN(A4+A.2.2+MIN(A4+A.2.4,3.0))]

| E | 12.25% | 12.06% | [D.1]/[B.8.1] |

Leverage Ratio

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)	COREP Code	Regulation
A.1	626,077	672,347	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
A.2	625,477	671,901	C 47.00 (r310,c010)	-
B.1	6.3%	6.4%	C 47.00 (r340,c010)	-
B.2	6.0%	6.1%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)
Credit Risk	243,979	260,502
Securitisation and Re-securitisation	4,324	3,970
Contributions to the Default Fund of a CCP	1,667	1,370
Other Credit Risk	237,989	255,163
Market Risk (Position, FX, Commodities)	19,198	19,249
Total Risk Exposure Amount	283,918	301,702

Profit and Loss (P&L)

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)
Interest Income	14,033	6,571
Debt Securities Income	1,191	531
Loans and Advances Income	9,094	4,357
Interest Expenses	7,380	3,287
Deposits Expenses	926	396
Debt Securities Issued Expenses	3,129	1,312
Dividend Income	174	59
Net Fee and Commission Income	7,396	3,812
Gains or Losses on Derecognition	877	260
Gains or Losses on Trading	-110	1,032
Gains or Losses on Fair Value Through Profit or Loss	17	1
Gains or Losses from Hedge Accounting	-33	-3
Exchange Differences	678	-742
Net Other Operating Income/(Expenses)	448	5,163
Total Operating Income, Net	16,098	12,865

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)
Administrative Expenses	9,349	4,398
Depreciation	874	385
Provisions or Reversal of Provisions	190	1,982
Commitments and Guarantees Given	-53	31
Other Provisions	243	1,951
Impairment or Reversal of Impairment	3,281	1,550
Loans and Receivables	3,026	1,091
Held to Maturity Investments, AFS Assets	255	459
Impairment or Reversal of Impairment of Investments	116	10
Share of Profit or Loss	592	620
Profit or Loss from Non-Current Assets	0	0
Profit or Loss Before Tax from Continuing Operations	2,879	5,160
Profit or Loss After Tax from Continuing Operations	2,157	5,256
Profit or Loss After Tax from Discontinued Operations	990	0
Profit or Loss for the Year	3,147	5,256

Market Risk

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)
Traded Debt Instruments	701	1,264
Of which: General Risk	153	500
Of which: Specific Risk	549	762
Equities	86	52
Of which: General Risk	34	19
Of which: Specific Risk	52	33
Foreign Exchange Risk	525	649
Commodities Risk	0	0
Total Risk Exposure Amount	1,312	1,965

Credit Risk - Standardised Approach

Consolidated Data (As of 31/12/2016 and 30/06/2017)

Item	As of 31/12/2016 (m EUR)	As of 30/06/2017 (m EUR)	Regulation
Central Governments or Central Banks	126,499	143,029	-
Regional Governments or Local Authorities	15,096	1,380	-
Public Sector Entities	7,993	1,805	-
Multilateral Development Banks	2,396	2,095	-
International Organisations	184	126	-
Institutions	75,783	27,374	-
Corporates	44,728	51,743	-
Of which: SME	9,168	13,369	-
Retail	31,345	43,508	-
Of which: SME	2,994	10,867	-
Secured by Mortgages	4,409	15,172	-
Of which: SME	1,186	2,577	-
Exposures in Default	9,210	8,020	-
Items with Particularly High Risk	139	68	-
Covered Bonds	862	539	-
Collective Investments Undertakings (CIU)	2,931	3,250	-
Equity	6,582	6,459	-
Other Exposures	11,620	11,907	-
Standardised Total	343,409	319,658	-

Notes

Original Exposure: Reported before credit conversion factors or mitigation techniques.
Value Adjustments and Provisions: May not include securitisation exposures.
Total Value Adjustments and Provisions per Country: Not included in the securitisation exposures.

展开完整摘要