EBA欧洲银行-EBA_RECAP_2012NL050_10页_2mb

文档内容总结

核心内容概述

该文档提供了银行资本状况及风险加权资产（RWA）的详细数据，按照CRD3规则和COREP报告要求进行分类。主要涵盖资本结构、风险加权资产构成以及主权资本缓冲等关键指标，用于评估银行的资本充足性与风险暴露情况。

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主要观点

1. 资本结构

• A) Common equity before deductions (Original own funds without hybrid instruments and government support measures other than ordinary shares)

  • Dec-11: 1,724 million EUR
  • Jun-12: 1,737 million EUR
  • 包括符合资本和储备，以及调整估值差异。

• B) Deductions from common equity

  • Dec-11: -3 million EUR
  • Jun-12: 0 million EUR
  • 包括参与和次级债权的扣除。

• C) Common equity (A+B)

  • Dec-11: 1,721 million EUR
  • Jun-12: 1,737 million EUR
  • 占RWA比例分别为8.9%和9.4%。

• D) Other instruments available for meeting the buffer

  • 金额为0，表示无额外可用工具。

• E) Other Existing government support measures

  • 金额为156 million EUR，占RWA比例为0.8%。

• F) Core Tier 1 including existing government support measures (C+D+E)

  • Dec-11: 1,877 million EUR
  • Jun-12: 1,893 million EUR
  • 占RWA比例分别为9.8%和10.3%。

• G) Hybrid instruments not subscribed by government

  • Dec-11: 627 million EUR
  • Jun-12: 503 million EUR

• Tier 1 Capital (F+G)

  • Dec-11: 2,504 million EUR
  • Jun-12: 2,396 million EUR
  • 占RWA比例均为13.0%。

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关键信息

1. RWA（风险加权资产）构成

• Total RWA (Dec-11): 19,242 million EUR

• Total RWA (Jun-12): 18,409 million EUR

• RWA for credit risk (Dec-11): 17,304 million EUR

• RWA for credit risk (Jun-12): 16,280 million EUR

• RWA Securitisation and re-securitisations (Dec-11): 763 million EUR

• RWA Securitisation and re-securitisations (Jun-12): 885 million EUR

• RWA for market risk (Dec-11): 107 million EUR

• RWA for market risk (Jun-12): 381 million EUR

• RWA operational risk (Dec-11): 1,773 million EUR

• RWA operational risk (Jun-12): 1,748 million EUR

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2. 主权资本缓冲

• H) Prudential filter (AFS sovereign assets in EEA as of 30th September 2011)

  • Dec-11: 183 million EUR
  • Jun-12: 183 million EUR

• I) Difference between book value and fair value of sovereign assets

  • 金额为0，表示无估值差异。

• Sovereign capital buffer for exposures in EEA (H+I)

  • Dec-11: 183 million EUR
  • Jun-12: 183 million EUR

• J) Additional impairments on sovereign exposures

  • 金额为0，表示无额外减值。

• Shortfall to 9% before application of sovereign capital buffer

  • Dec-11: -146 million EUR
  • Jun-12: -236 million EUR

• Overall Shortfall after including sovereign capital buffer and additional impairments

  • Dec-11: 37 million EUR
  • Jun-12: -54 million EUR

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3. 国家层面数据（部分国家）

国家	GROSS DIRECT LONG EXPOSURES (Dec-11)	NET DIRECT POSITIONS (Dec-11)	Provisions and write-off (Dec-11)	Prudential filter (Dec-11)	Reserve AFS sovereign assets (Dec-11)	Fair value of Cash flow and hedging contracts (Dec-11)
Austria	310 million EUR	288 million EUR	0	11 million EUR	8 million EUR	-19 million EUR
Belgium	164 million EUR	164 million EUR	0	15 million EUR	-1 million EUR	-14 million EUR
Bulgaria	0	0	0	0	0	0
Cyprus	0	0	0	0	0	0
Czech Republic	0	0	0	0	0	0
Estonia	0	0	0	0	0	0
Finland	165 million EUR	165 million EUR	0	49.29 million EUR	-20.29 million EUR	-
Italy	0	0	0	2.2 million EUR	-2.1 million EUR	-
France	195 million EUR	174 million EUR	0	10 million EUR	-1 million EUR	-11 million EUR
Germany	1,551 million EUR	1,521 million EUR	0	1 million EUR	-1 million EUR	-20 million EUR
Liechtenstein	0	0	0	0	0	0
Hungary	0	0	0	0	0	0
Ireland	165 million EUR	165 million EUR	0	49.29 million EUR	-20.29 million EUR	-

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总结

文档详细列出了银行在CRD3规则下的资本结构与风险加权资产数据，涵盖主要资本类别、扣除项、主权资本缓冲等。从数据可以看出，银行在2011年底和2012年上半年的资本结构保持相对稳定，但RWA有所下降，可能与风险敞口减少有关。此外，各国家的主权资产暴露情况差异较大，部分国家如法国和德国存在一定的估值调整和储备变化，而其他国家如奥地利、比利时等则显示为零。文档强调了对资本充足性和风险缓冲的合规要求，以及对政府支持措施的区分。