EBA欧洲银行-AT_PQOH26KWDF7CG10L6792_TR_2017_16页_1mb

报告摘要

Erste Group Bank AG - 2017 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Erste Group Bank AG
LEI Code: PQOH26KWDF7CG10L6792
Country Code: AT (Austria)

Capital Structure Overview

Own Funds (Transitional Period)

Item	Description	2016 (EUR)	2017 (EUR)
A	Own Funds	18,836	19,934
A.1	CET1 Capital (net of deductions and transitional adjustments)	13,602	14,086
A.1.1	Capital instruments eligible as CET1 Capital	2,301	2,305
A.1.2	Retained earnings	8,642	9,019
A.1.3	Accumulated other comprehensive income	-276	-193
A.1.4	Other Reserves	876	880
A.1.5	Funds for general banking risk	0	0
A.1.6	Minority interest given recognition in CET1 capital	3,581	3,783
A.1.7	Adjustments to CET1 due to prudential filters	-244	-241
A.1.8	Intangible assets (including Goodwill)	-1,355	-1,447
A.1.9	DTAs that rely on future profitability	-74	-55
A.1.10	IRB shortfall of credit risk adjustments	-168	-169
A.1.11	Defined benefit pension fund assets	0	0
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0
A.1.13	Excess deduction from AT1 items over AT1 Capital	-82	0
A.1.14	Deductions related to assets with 1.250% risk weight	-29	-29
A.1.14.1	Of which: from securitisation positions	-29	-29
A.1.15	Holdings of CET1 capital instruments with insignificant investment	0	0
A.1.16	Deductible DTAs that rely on future profitability and arise from temporary differences	0	0
A.1.17	Holdings of CET1 capital instruments with significant investment	0	0
A.1.18	Amount exceeding the 17.65% threshold	0	0
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0
A.2	Additional Tier 1 Capital	0	685
A.2.1	Additional Tier 1 Capital instruments	499	994
A.2.2	Excess deduction from T2 items over T2 capital	0	0
A.2.3	Other Additional Tier 1 Capital components and deductions	80	0
A.2.4	Additional Tier 1 transitional adjustments	-579	-309
A.3	Tier 1 Capital	13,602	14,771
A.4	Tier 2 Capital	5,234	5,163
A.4.1	Tier 2 Capital instruments	4,739	4,772
A.4.2	Other Tier 2 Capital components and deductions	401	343
A.4.3	Tier 2 transitional adjustments	94	47

Capital Ratios (Transitional Period)

Item	Description	2016 (%)	2017 (%)
C.1	CET1 Capital Ratio	13.36%	13.19%
C.2	Tier 1 Capital Ratio	13.36%	13.83%
C.3	Total Capital Ratio	18.50%	18.67%

CET1 Capital Fully Loaded

Item	Description	2016 (EUR)	2017 (EUR)
D	CET1 Capital (fully loaded)	13,256	13,854
E	CET1 Capital Ratio (fully loaded)	13.02%	12.98%

Risk Exposure Amounts

Item	Description	2016 (EUR)
Risk exposure amount for credit risk	81,915	83,079
Risk exposure amount for securitisation and re-securitisations in the banking book	135	85
Risk exposure amount for contributions to the default fund of a CCP	0	0
Risk exposure amount for other credit risk	81,781	82,994
Risk exposure amount for position, foreign exchange and commodities (Market risk)	3,612	3,164
Risk exposure amount for Credit Valuation Adjustment	1,141	744
Risk exposure amount for operational risk	15,140	17,369
Other risk exposure amounts	0	2,419
Total Risk Exposure Amount	101,809	106,774

Leverage Ratio

Item	Description	2016 (%)	2017 (%)
A.1	Tier 1 capital - transitional definition	13,602	14,771
A.2	Tier 1 capital - fully phased-in definition	13,753	14,848
B.1	Total leverage ratio exposures - using transitional definition	222,738	233,370
B.2	Total leverage ratio exposures - using fully phased-in definition	223,004	233,506
C.1	Leverage ratio - using transitional definition	6.1%	6.3%
C.2	Leverage ratio - using fully phased-in definition	6.2%	6.4%

P&L Overview

Item	Description	2016 (EUR)
Interest income	6,284	2,993
Of which debt securities income	1,073	491
Of which loans and advances income	4,167	2,004
Interest expenses	1,928	856
Of which deposits expenses	600	257
Of which debt securities issued expenses	823	367
Net Fee and commission income	1,734	884
Gains or (-) losses on derecognition of financial assets and liabilities	190	58
Gains or (-) losses on financial assets and liabilities held for trading	167	141
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss	-11	4
Gains or (-) losses from hedge accounting	13	-5
Exchange differences	111	-34
Net other operating income/(expenses)	-306	-88
Total Operating Income, Net	6,304	3,134

Profit or Loss

Item	Description	2016 (EUR)
Profit or (-) loss before tax from continuing operations	1,958	996
Profit or (-) loss after tax from continuing operations	1,552	776
Profit or (-) loss after tax from discontinued operations	0	0
Profit or (-) loss for the year	1,552	776

Market Risk

Item	Description	2016 (EUR)
Traded Debt Instruments	933	850
Of which: General risk	95	75
Of which: Specific risk	834	750
Foreign exchange risk	169	117
Commodities risk	0	0
Total Risk Exposure Amount	1,114	986

Credit Risk - Standardised Approach

Item	Description	2016 (EUR)	2017 (EUR)
Standardised Total	80,602	76,574

Country-Specific Risk Exposure (Austria)

Item	Description	2016 (EUR)
Central governments or central banks	8,570	7,043
Regional governments or local authorities	3,693	3,739
Public sector entities	2,576	2,621
Institutions	138	309
Corporates	3,355	3,272
Of which: SME	747	1,101
Retail	428	447
Of which: SME	257	268
Secured by mortgages on immovable property	388	381
Of which: SME	117	127
Exposures in default	66	67
Items associated with particularly high risk	3	16
Covered bonds	0	0
Collective investments undertakings (CIU)	67	69
Equity	431	403
Other exposures	1,002	891
Standardised Total	14,998	14,929

Country-Specific Risk Exposure (Czech Republic)

Item	Description	2016 (EUR)
Central governments or central banks	13,590	18,954
Regional governments or local authorities	1	1
Public sector entities	0	0
Institutions	109	129
Corporates	726	791
Of which: SME	226	244
Retail	373	397
Of which: SME	190	194
Secured by mortgages on immovable property	235	247
Of which: SME	162	176
Exposures in default	87	85
Items associated with particularly high risk	0	0
Other exposures	57	31
Standardised Total	5,631	6,275

Country-Specific Risk Exposure (Slovakia)

Item	Description	2016 (EUR)
Central governments or central banks	5,131	4,886
Regional governments or local authorities	209	208
Public sector entities	16	12
Institutions	1	1
Corporates	212	218
Of which: SME	226	244
Retail	373	397
Of which: SME	190	194
Secured by mortgages on immovable property	235	247
Of which: SME	162	176
Exposures in default	87	85
Items associated with particularly high risk	0	0
Other exposures	57	31
Standardised Total	5,631	6,275