EBA欧洲银行-UK_549300XFX12G42QIKN82_TR_2017_12页_736kb

2017 EU-wide Transparency Exercise Summary - Nationwide Building Society

Core Capital and Capital Ratios (Transitional Period)

Own Funds

• As of 31/12/2016: 14,356 mln EUR
• As of 30/06/2017: 14,325 mln EUR
• CET1 Capital:
  • As of 31/12/2016: 9,757 mln EUR
  • As of 30/06/2017: 9,972 mln EUR
  • CET1 Capital Elements:
    • A.1.1: Capital instruments eligible as CET1 Capital (including share premium): 620 mln EUR (31/12/2016) → 604 mln EUR (30/06/2017)
    • A.1.2: Retained earnings: 11,584 mln EUR (31/12/2016) → 11,576 mln EUR (30/06/2017)
    • A.1.3: Accumulated other comprehensive income: -826 mln EUR (31/12/2016) → -652 mln EUR (30/06/2017)
    • A.1.7: Adjustments to CET1 due to prudential filters: -50 mln EUR (31/12/2016) → -27 mln EUR (30/06/2017)
    • A.1.8: Intangible assets (including goodwill): -1,402 mln EUR (31/12/2016) → -1,393 mln EUR (30/06/2017)
    • A.1.10: IRB shortfall of credit risk adjustments to expected losses: -169 mln EUR (31/12/2016) → -136 mln EUR (30/06/2017)
    • A.1.21: Transitional adjustments to CET1 Capital:
      • A.1.21.1: Grandfathered CET1 Capital instruments: 0 mln EUR (both dates)
      • A.1.21.2: Additional minority interests: 0 mln EUR (both dates)
      • A.1.21.3: Other transitional adjustments: 0 mln EUR (both dates)

Additional Tier 1 Capital

• As of 31/12/2016: 1,480 mln EUR
• As of 30/06/2017: 1,422 mln EUR
• A.2.1: Additional Tier 1 Capital instruments: 1,159 mln EUR (31/12/2016) → 1,128 mln EUR (30/06/2017)
• A.2.4: Additional Tier 1 transitional adjustments: 322 mln EUR (31/12/2016) → 294 mln EUR (30/06/2017)

Tier 1 Capital

• As of 31/12/2016: 11,238 mln EUR
• As of 30/06/2017: 11,394 mln EUR

Tier 2 Capital

• As of 31/12/2016: 3,119 mln EUR
• As of 30/06/2017: 2,931 mln EUR
• A.4.1: Tier 2 Capital instruments: 3,064 mln EUR (31/12/2016) → 2,868 mln EUR (30/06/2017)
• A.4.3: Tier 2 transitional adjustments: 35 mln EUR (31/12/2016) → 34 mln EUR (30/06/2017)

Capital Ratios

• CET1 Ratio (Transitional):
  • As of 31/12/2016: 24.36%
  • As of 30/06/2017: 26.41%
• Tier 1 Ratio (Transitional):
  • As of 31/12/2016: 28.06%
  • As of 30/06/2017: 30.18%
• Total Capital Ratio (Transitional):
  • As of 31/12/2016: 35.85%
  • As of 30/06/2017: 37.94%

Capital Ratios (Fully Loaded)

• CET1 Capital (Fully loaded):
  • As of 31/12/2016: 9,757 mln EUR
  • As of 30/06/2017: 9,972 mln EUR
• CET1 Capital Ratio (Fully loaded):
  • As of 31/12/2016: 24.36%
  • As of 30/06/2017: 26.41%

Leverage Ratio

• Tier 1 Capital (Transitional):
  • As of 31/12/2016: 11,238 mln EUR
  • As of 30/06/2017: 11,394 mln EUR
• Leverage Ratio:
  • Using Transitional Tier 1: 4.1% (31/12/2016) → 4.2% (30/06/2017)
  • Using Fully Phased-in Tier 1: 4.0% (31/12/2016) → 4.1% (30/06/2017)

Total Risk Exposure Amount

• As of 31/12/2016: 40,048 mln EUR
• As of 30/06/2017: 37,752 mln EUR

Risk Exposure Breakdown

• Credit Risk: 33,611 mln EUR (31/12/2016) → 31,414 mln EUR (30/06/2017)
• Securitisation and Re-securitisation (Banking Book): 595 mln EUR (31/12/2016) → 303 mln EUR (30/06/2017)
• Contributions to CCP Default Fund: 0 mln EUR (31/12/2016) → 4 mln EUR (30/06/2017)
• Other Credit Risk: 33,016 mln EUR (31/12/2016) → 31,107 mln EUR (30/06/2017)
• Operational Risk: 5,377 mln EUR (31/12/2016) → 5,533 mln EUR (30/06/2017)

Profit and Loss (P&L)

• Total Operating Income, Net:
  • As of 31/12/2016: 2,945 mln EUR
  • As of 30/06/2017: 955 mln EUR
• Profit or Loss Before Tax from Continuing Operations:
  • As of 31/12/2016: 1,105 mln EUR
  • As of 30/06/2017: 366 mln EUR
• Profit or Loss After Tax from Continuing Operations:
  • As of 31/12/2016: 799 mln EUR
  • As of 30/06/2017: 273 mln EUR
• Profit or Loss for the Year:
  • As of 31/12/2016: 799 mln EUR
  • As of 30/06/2017: 273 mln EUR

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount:
  • As of 31/12/2016: 45,274 mln EUR
  • As of 30/06/2017: 47,039 mln EUR
• Risk Exposure Amount (Standardised):
  • As of 31/12/2016: 3,740 mln EUR
  • As of 30/06/2017: 3,245 mln EUR
• Value Adjustments and Provisions:
  • As of 31/12/2016: 8 mln EUR
  • As of 30/06/2017: 6 mln EUR

Credit Risk - IRB Approach

• IRB Total Risk Exposure Amount:
  • As of 31/12/2016: 29,871 mln EUR
  • As of 30/06/2017: 28,165 mln EUR
• Risk Exposure Amount (IRB):
  • As of 31/12/2016: 19,911 mln EUR
  • As of 30/06/2017: 19,585 mln EUR
• Value Adjustments and Provisions:
  • As of 31/12/2016: 33 mln EUR
  • As of 30/06/2017: 33 mln EUR

Sovereign Exposure

• Total Sovereign Exposure (All Countries):
  • As of 31/12/2016: 6,538.3 mln EUR
  • As of 30/06/2017: 7,582.5 mln EUR
• Carrying Amount of Financial Assets:
  • As of 31/12/2016: 6,531.2 mln EUR
  • As of 30/06/2017: 7,577.0 mln EUR

Key Information

• LEI Code: 549300XFX12G42QIKN82
• Country Code: UK
• Regulation: Articles 4(118), 72, 50, 26, 36, 32–35, 42, 48, 71, 79, 84, 89–91, 153–155, 243–244, 258, 338.3, 429, 2015/62, 469–472, 478, 480, 481, 483–487 of CRR
• Notes:
  • The financial year ends on 4 April, so P&L items for Dec 2016 refer to 3 quarters, while for Jun 2017 refer to 1 quarter.
  • Original exposure is reported before applying credit conversion factors or mitigation techniques.
  • The information covers exposures to "General Governments" as defined in ITS on Supervisory Reporting.