EBA欧洲银行-AT_529900XSTAE561178282_TR_2016_13页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - Raiffeisenbankengruppe OÖ Verbund eGen

Core Information

Bank Name: Raiffeisenbankengruppe OÖ Verbund eGen
LEI Code: 529900XSTAE561178282
Country Code: AT (Austria)

Capital Structure (Transitional Period)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
Own Funds	3,845	3,715	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
CET1 Capital	3,165	3,115	C.01.00 (r615,c010)	Article 25 of CRR
Additional Tier 1 Capital	0	0	C.01.00 (r530,c010)	Article 61 of CRR
Tier 2 Capital	680	600	C.01.00 (r750,c010)	Article 71 of CRR

CET1 Capital Breakdown

Sub-item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
Capital instruments eligible as CET1	1,019	1,019	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	2,428	2,432	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	-75	-75	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	4	0	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C.01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1	70	54	C.01.00 (r230,c010)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-99	-98	C.01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-58	-57	C.01.00 (r300,c010) + C.01.00 (r340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
DTAs that rely on future profitability	-5	-2	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments	0	0	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	-38	-25	C.01.00 (r440,c010)	Article 36(1) point (d) of CRR
Deductions related to assets with 1.25% risk weight	0	0	C.01.00 (r450,c010) + C.01.00 (r460,c010) + C.01.00 (r470,c010) + C.01.00 (r471,c010) + C.01.00 (r472,c010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (l), and 258 of CRR; Articles 36(1) point (k) (ii) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Holdings of CET1 capital instruments (non-significant investment)	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR
Deductible DTAs that rely on future profitability	0	0	C.01.00 (r490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 capital instruments (significant investment)	-36	-47	C.01.00 (r500,c010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount exceeding 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
Additional deductions due to Article 3 CRR	0	0	C.01.00 (r524,c010)	Article 3 CRR
CET1 capital elements or deductions - other	0	-55	C.01.00 (r529,c010)	-
Transitional adjustments	-44	-30	CA1 (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,c010)	Articles 48(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	27	13	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	-71	-42	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Ratio	As of 31/12/2015	As of 30/06/2016
CET1 Capital Ratio	13.82%	13.56%
Tier 1 Capital Ratio	13.82%	13.56%
Total Capital Ratio	16.79%	16.17%

Fully Loaded CET1 Capital Ratio

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
CET1 Capital (Fully loaded)	3,247	3,169
CET1 Capital Ratio (Fully loaded)	14.18%	13.80%

Risk Exposure Amounts

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit risk	21,413	21,444
Securitisation and re-securitisations (Banking book)	0	0
Contributions to default fund of a CCP	0	0
Other credit risk	21,413	21,444
Market risk (Position, FX and commodities)	116	129
Credit Valuation Adjustment	131	160
Operational risk	1,234	1,234
Other risk exposure amounts	0	0
Total Risk Exposure Amount	22,894	22,968

Profit and Loss (P&L)

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	810	372
Of which debt securities income	118	51
Of which loans and advances income	523	233
Interest expenses	446	197
Of which deposits expenses	210	90
Of which debt securities issued expenses	231	104
Dividend income	14	7
Net Fee and commission income	125	60
Gains or (-) losses on derecognition of financial assets and liabilities (not measured at fair value through profit or loss)	40	16
Gains or (-) losses on financial assets and liabilities held for trading	-88	1
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss	158	-44
Gains or (-) losses from hedge accounting	-1	2
Exchange differences	2	2
Net other operating income/(expenses)	14	4
Total Operating Income, Net	627	223
Administrative expenses	313	167
Depreciation	34	17
Provisions or (-) reversal of provisions	-5	0
Commitments and guarantees given	-13	-7
Other provisions	8	7
Of which pending legal issues and tax litigation	1	-
Of which restructuring	0	-
Impairment or (-) reversal of impairment on financial assets (not measured at fair value through profit or loss)	83	9
Of which loans and receivables	75	8
Of which held to maturity investments, AFS assets and financial assets measured at cost	8	1
Impairment or (-) reversal of impairment on investments in subsidiaries, joint ventures and associates and on non-financial assets	106	40
Profit or (-) loss before tax from continuing operations	287	62
Profit or (-) loss after tax from continuing operations	274	47
Profit or (-) loss for the year	274	47

Market Risk

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Traded Debt Instruments	109	122
Of which: General risk	91	109
Of which: Specific risk	16	13
Equities	7	7
Of which: General risk	4	4
Of which: Specific risk	4	4
Credit Valuation Adjustment	131	160
Operational risk	1,234	1,234
Other risk exposure amounts	0	0
Total Risk Exposure Amount	22,894	22,968

Credit Risk - Standardised Approach

Consolidated Data

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	1.640	1.888
Regional governments or local authorities	1.076	1.125
Public sector entities	870	1.401
Multilateral Development Banks	184	140
International Organisations	196	207
Institutions	6.811	7.094
Corporates	15.268	14.698
Of which: SME	6.768	6.476
Retail	3.373	3.239
Of which: SME	2.318	2.346
Secured by mortgages on immovable property	5.478	5.935
Of which: SME	2.925	3.325
Exposures in default	1.719	1.757
Items associated with particularly high risk	2	2
Covered bonds	671	670
Claims on institutions and corporates with ST credit assessment	0	0
Collective investments undertakings (CIU)	1.214	1.316
Equity	2.791	2.771
Securitisation	0	0
Other exposures	1.042	1.045
Standardised Total	42,335	43,388

Austria

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	944	1,177
Regional governments or local authorities	992	996
Public sector entities	812	1,364
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	5,627	5,862
Corporates	10,847	10,598
Of which: SME	4,470	4,479
Retail	2,017	1,923
Of which: SME	1,062	1,024
Secured by mortgages on immovable property	4,027	4,297
Of which: SME	1,831	2,063
Exposures in default	1,133	1,113
Items associated with particularly high risk	1	1
Covered bonds	173	168
Collective investments undertakings (CIU)	1,214	1,316
Equity	2,544	2,528
Other exposures	40	55
Standardised Total	21,413	21,444

Germany

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	15	16
Regional governments or local authorities	73	80
Public sector entities	15	5
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	204	225
Corporates	3,006	2,907
Of which: SME	1,327	1,227
Retail	488	571
Of which: SME	448	539
Secured by mortgages on immovable property	870	926
Of which: SME	637	668
Exposures in default	173	180
Items associated with particularly high risk	0	0
Covered bonds	17	18
Collective investments undertakings (CIU)	0	0
Equity	16	16
Other exposures	40	55
Standardised Total	67	67

Key Observations

Capital Trends: CET1 capital decreased from 3,165 to 3,115 EUR during the transitional period, with a corresponding decline in capital ratios.
Risk Exposure: The total risk exposure increased slightly from 22,894 to 22,968 EUR, primarily driven by credit and market risk.
P&L Performance: Operating income significantly declined from 627 to 223 mln EUR, indicating a challenging financial period.
Market Risk: The bank's exposure to market risks such as foreign exchange and commodities increased from 116 to 129 EUR.
Credit Risk: The standardised approach to credit risk shows a decline in exposure values and risk exposure amounts for most categories, suggesting improved risk management or reduced exposure.

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