EBA欧洲银行-NL_549300NYKK9MWM7GGW15_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary for ING Groep N.V.
Core Information
- Bank Name: ING Groep N.V.
- LEI Code: 549300NYKK9MWM7GGW15
- Country Code: NL (Netherlands)
- Reporting Period: As of 31/12/2016 and 30/06/2017
Capital Structure and Own Funds
Own Funds (Transitional Period)
| Item | Description | 31/12/2016 (€m) | 30/06/2017 (€m) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 60,765 | 60,899 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital (net of deductions and after transitional adjustments) | 44,466 | 44,888 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 16,980 | 17,033 | C 0.00 (030,010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained earnings | 25,403 | 25,973 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | 5,781 | 4,676 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 0 | 297 | C 0.00 (020,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C 0.00 (010,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 326 | 411 | C 0.00 (020,010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential filters | -758 | -289 | C 0.00 (0250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -1,536 | -1,699 | C 0.00 (0300,010) + C 0.00 (0340,010) | Articles 4(113), 36(1) point (b) and 37 of CRR |
| A.1.9 | DTAs that rely on future profitability | -159 | -142 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | -974 | -938 | C 0.00 (0380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | -495 | -463 | C 0.00 (0390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C 0.00 (0430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess deduction from ATI items over ATI Capital | 0 | 0 | C 0.00 (0440,010) | Article 36(1) point (j) of CRR |
| A.1.14 | Deductions related to assets which can alternatively be subject to a 1.250% risk weight | 0 | 0 | C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + ... | Articles 4(36), 36(1) point (h), 89 to 91, 243(1) point (b), 244(1) point (b), 258, 36(1) point (i) (a), 43, 45, 47, 48(1) point (b), 49(1) to (3), 79, 36(1) point (k) (o), 379(3), 36(1) point (l) (v), 153(3), 36(1) point (k) (v), 155(4) of CRR |
| A.1.14.1 | Deductions from securitisation positions | 0 | 0 | C 0.00 (0460,010) | Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b), 258 of CRR |
| A.1.15 | Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment | 0 | 0 | C 0.00 (0480,010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | Deductible DTAs that rely on future profitability and arise from temporary differences | 0 | 0 | C 0.00 (0490,010) | Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment | 0 | 0 | C 0.00 (0500,010) | Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR |
| A.1.18 | Amount exceeding the 17.65% threshold | 0 | 0 | C 0.00 (0510,010) | Article 48 of CRR |
| A.1.19 | Additional deductions of CET1 Capital due to Article 3 CRR | 0 | 0 | C 0.00 (0524,010) | Article 3 CRR |
| A.1.20 | CET1 capital elements or deductions - other | 0 | 0 | C 0.00 (0529,010) | - |
| A.1.21 | Transitional adjustments | -102 | 28 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C 0.00 (0520,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 0 | 0 | C 0.00 (0524,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | -102 | 28 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Ratios (Transitional Period)
| Item | Description | 31/12/2016 | 30/06/2017 | COREP Code | Regulation |
|---|---|---|---|---|---|
| C.1 | CET1 Capital Ratio | 14.15% | 14.46% | C33 (1) | - |
| C.2 | Tier 1 Capital Ratio | 16.34% | 16.33% | C33 (3) | - |
| C.3 | Total Capital Ratio | 19.33% | 19.62% | C33 (5) | - |
CET1 Capital (Fully Loaded)
| Item | Description | 31/12/2016 | 30/06/2017 | COREP Code | Regulation |
|---|---|---|---|---|---|
| D | CET1 Capital (fully loaded) | 44,568 | 44,860 | - | - |
| E | CET1 Capital Ratio (fully loaded) | 14.18% | 14.46% | - | - |
Leverage Ratio
| Item | Description | 31/12/2016 | 30/06/2017 | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.1 | Tier 1 Capital - Transitional Definition | 51,364 | 50,666 | C 47.00 (r320,c010) | Article 429 of CRR |
| A.2 | Tier 1 Capital - Fully Phased-in Definition | 47,620 | 47,687 | C 47.00 (r310,c010) | Article 429 of CRR |
| B.1 | Total Leverage Ratio Exposures (Transitional) | 1,093,003 | 1,113,434 | C 47.00 (r300,c010) | Article 429 of CRR |
| B.2 | Total Leverage Ratio Exposures (Fully Phased-in) | 1,093,914 | 1,113,840 | C 47.00 (r290,c010) | Article 429 of CRR |
| C.1 | Leverage Ratio (Transitional) | 4.7% | 4.6% | C 47.00 (r340,c010) | Article 429 of CRR |
| C.2 | Leverage Ratio (Fully Phased-in) | 4.4% | 4.3% | C 47.00 (r330,c010) | Article 429 of CRR |
Risk Exposure Amounts
| Item | Description | 31/12/2016 (€m) | 30/06/2017 (€m) |
|---|---|---|---|
| Credit Risk | Total Risk Exposure Amount | 314,325 | 310,336 |
| Securitisation and Re-securitisation in Banking Book | 842 | 743 | |
| Contributions to the Default Fund of a CCP | 279 | 463 | |
| Other Credit Risk | 262,445 | 260,819 | |
| Market Risk | Risk exposure amount for position, foreign exchange and commodities | 6,660 | 5,808 |
| Risk exposure amount for Credit Valuation Adjustment | 3,572 | 3,223 | |
| Risk exposure amount for Operational Risk | 40,527 | 39,280 | |
| Total Risk Exposure Amount | 314,325 | 310,336 |
Profit and Loss (P&L)
| Item | Description | 31/12/2016 (€m) | 30/06/2017 (€m) |
|---|---|---|---|
| Interest Income | 44,182 | 22,086 | |
| Of which Debt Securities Income | 2,242 | 961 | |
| Of which Loans and Advances Income | 18,817 | 9,530 | |
| Interest Expenses | 30,941 | 15,375 | |
| Of which Deposits Expenses | 3,559 | 1,797 | |
| Of which Debt Securities Issued Expenses | 3,414 | 1,639 | |
| Dividend Income | 170 | 78 | |
| Net Fee and Commission Income | 2,433 | 1,395 | |
| Gains or (-) Losses on Derecognition | 339 | 211 | |
| Gains or (-) Losses on Financial Assets Held for Trading | 1,034 | 390 | |
| Gains or (-) Losses on Financial Assets Designated at Fair Value Through Profit or Loss | -81 | -18 | |
| Gains or (-) Losses from Hedge Accounting | 58 | -11 | |
| Exchange Differences | 40 | -2 | |
| Net Other Operating Income/(Expenses) | 190 | 103 | |
| Total Operating Income, Net | 17,425 | 8,857 | |
| Administrative Expenses | 8,587 | 4,600 | |
| Depreciation | 517 | 248 | |
| Provisions or (-) Reversal of Provisions | 1,492 | 65 | |
| Commitments and Guarantees Given | 90 | -5 | |
| Other Provisions | 1,402 | 70 | |
| Profit or (-) Loss Before Tax from Continuing Operations | 5,903 | 3,580 | |
| Profit or (-) Loss After Tax from Continuing Operations | 4,285 | 2,559 | |
| Profit or (-) Loss After Tax from Discontinued Operations | 441 | 0 | |
| Profit or (-) Loss for the Year | 4,726 | 2,559 | |
| Of which Attributable to Owners of the Parent | 4,651 | 2,514 |
Risk Exposure Amounts by Risk Type
| Item | Description | 31/12/2016 (€m) | 30/06/2017 (€m) |
|---|---|---|---|
| Credit Risk | Total Risk Exposure Amount | 314,325 | 310,336 |
| Securitisation and Re-securitisation in Banking Book | 842 | 743 | |
| Contributions to the Default Fund of a CCP | 279 | 463 | |
| Position, Foreign Exchange and Commodities (Market Risk) | 6,660 | 5,808 | |
| Credit Valuation Adjustment | 3,572 | 3,223 | |
| Operational Risk | 40,527 | 39,280 | |
| Other Risk Exposure Amounts | 0 | 0 |
Credit Risk - Standardised Approach
| Item | Description | 31/12/2016 (€m) | 30/06/2017 (€m) |
|---|---|---|---|
| Central Governments or Central Banks | 3,802 | 3,849 | |
| Regional Governments or Local Authorities | 274 | 251 | |
| Public Sector Entities | 0 | 0 | |
| Multilateral Development Banks | 0 | 0 | |
| International Organisations | 0 | 0 | |
| Institutions | 2,847 | 5,312 | |
| Corporates | 12,739 | 13,646 | |
| Of which: SME | 2,882 | 3,381 | |
| Retail | 14,938 | 15,938 | |
| Of which: SME | 4,509 | 4,702 | |
| Secured by Mortgages on Immovable Property | 16,012 | 18,054 | |
| Of which: SME | 2,967 | 3,067 | |
| Exposures in Default | 916 | 1,055 | |
| Standardised Total | 51,528 | 58,105 |
Country-Specific Risk Exposure (Netherlands)
| Item | Description | 31/12/2016 (€m) | 30/06/2017 (€m) |
|---|---|---|---|
| Central Governments or Central Banks | 2 | 2 | |
| Regional Governments or Local Authorities | 1 | 0 | |
| Public Sector Entities | 0 | 0 | |
| Multilateral Development Banks | 0 | 0 | |
| International Organisations | 0 | 0 | |
| Institutions | 2,060 | 4,719 | |
| Corporates | 350 | 363 | |
| Of which: SME | 0 | 0 | |
| Retail | 3,249 | 3,200 | |
| Of which: SME | 386 | 370 | |
| Exposures in Default | 64 | 129 | |
| Standardised Total | 1 | 1 |
Summary of Key Observations
- Capital Trends: ING Groep N.V. reported an increase in CET1 capital from 44,466 €m (31/12/2016) to 44,888 €m (30/06/2017), with a corresponding rise in CET1 capital ratio from 14.15% to 14.46%.
- Leverage Ratio: The leverage ratio decreased slightly from 4.7% to 4.6% under the transitional definition, and from 4.4% to 4.3% under the fully phased-in definition.
- Risk Exposure: The total risk exposure amount decreased from 314,325 €m (31/12/2016) to 310,336 €m (30/06/2017), with a significant reduction in credit risk exposure.
- Profit and Loss: The total operating income decreased from 17,425 €m (31/12/2016) to 8,857 €m (30/06/2017), with a corresponding drop in profit after tax from 4,285 €m to 2,559 €m.
- Country-Specific Exposure: The Netherlands reported a lower level of credit risk exposure compared to the EU-wide figures, with a total of 1 €m in standardised approach under both periods.
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