EBA欧洲银行-DK009_38页_4mb
报告摘要
Capital Position Summary for Jyske Bank (DK009)
Core Capital Metrics
Common Equity and Tier 1 Capital
- Common equity before deductions (A):
- 31-12-2012: 2,045 million EUR
- 30-06-2013: 2,167 million EUR
- Deductions from common equity (B):
- 31-12-2012: -10 million EUR
- 30-06-2013: -77 million EUR
- Common equity (A + B):
- 31-12-2012: 2,035 million EUR (14.1% of RWA)
- 30-06-2013: 2,090 million EUR (14.1% of RWA)
- Core Tier 1 Capital (C + D + E):
- 31-12-2012: 2,035 million EUR (14.1% of RWA)
- 30-06-2013: 2,090 million EUR (14.1% of RWA)
- Hybrid instruments not subscribed by government (G):
- 31-12-2012: 174 million EUR
- 30-06-2013: 174 million EUR
- Tier 1 Capital (F + G):
- 31-12-2012: 2,209 million EUR (15.3% of RWA)
- 30-06-2013: 2,264 million EUR (15.3% of RWA)
Risk-Weighted Assets (RWA)
- RWA as of 31-12-2012: 14,426 million EUR
- RWA as of 30-06-2013: 14,804 million EUR
RWA for Credit Value Adjustment Risk (CVA)
- RWA for CVA as of 31-12-2012: 425 million EUR
- RWA for CVA is calculated before accounting for CCP clearing
- Expected reduction in RWA for CVA during 2014: A large portion of clearable trades will be backloaded, which will reduce the RWA for CVA
- Exact level of reduction: Depends on the amount of backloaded trades and the netting effect on the rest of the portfolio
Exposure Breakdown by Counterparty Type
| Counterparty Type | Exposure Values (31-12-2012) | RWA (31-12-2012) |
|---|---|---|
| Central banks and central governments | - | 1,636 million EUR |
| Institutions | - | 3,159 million EUR |
| Corporates | 13,974 million EUR (Non-defaulted) | 465 million EUR |
| Corporates - Of Which: Specialised Lending | - | 13 million EUR |
| Corporates - Of Which: SME | 6,305 million EUR (Non-defaulted) | 347 million EUR |
| Retail | 7,079 million EUR (Non-defaulted) | 2,089 million EUR |
| Retail - Secured on real estate property | 3,071 million EUR (Non-defaulted) | 766 million EUR |
| Retail - Secured on real estate property - Of Which: SME | 910 million EUR (Non-defaulted) | 425 million EUR |
| Retail - Secured on real estate property - Of Which: non-SME | 2,161 million EUR (Non-defaulted) | 341 million EUR |
| Retail - Qualifying Revolving | 1,155 million EUR (Non-defaulted) | 147 million EUR |
| Retail - Other Retail | 2,853 million EUR (Non-defaulted) | 1,176 million EUR |
| Retail - Other Retail - Of Which: SME | 1,218 million EUR (Non-defaulted) | 586 million EUR |
| Retail - Other Retail - Of Which: non-SME | 1,634 million EUR (Non-defaulted) | 590 million EUR |
| Equity | - | 218 million EUR |
| Securitisation | 284 million EUR | 1,17 million EUR |
| Other non-credit obligation assets | 553 million EUR | 555 million EUR |
Notes and Definitions
- The CET1 ratios in this document differ from those in the Interim Financial Report due to the different treatment of "Deduction for equity investments above 10%."
- Deductions for equity investments above 10% are made in CET1 in this document, whereas they are made in AT1 in the Interim Financial Report.
- Holdings of CET1 capital instruments of financial sector entities are exempt from deduction under CRR, Article 48, and thus are not subtracted from CET1 capital.
- The LTV % (Loan-to-Value) is reported for different counterparty categories and is defined in the Guidelines.
- The breakdown by country is based on the minimum of:
- 90% of total EAD
- Top 10 countries in terms of exposure
Additional Information
- The data includes adjustments for value and provisions.
- The table is structured to provide detailed exposure and RWA information by counterparty type and status (non-defaulted or defaulted).
- The exposure values and RWA figures are categorized under different risk assessment models (F-IRB, A-IRB, STA).
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