EBA欧洲银行-GB_549300XFX12G42QIKN82_TR_2018_18页_1mb

报告摘要

Nationwide Building Society - 2018 EU-wide Transparency Exercise Summary

Core Capital and Capital Ratios

Own Funds (Transitional Period)

Own Funds: Decreased from €17,335 million (31/12/2017) to €16,380 million (30/06/2018)
CET1 Capital (net of deductions and transitional adjustments): Increased from €11,167 million to €11,460 million
- CET1 Eligible Instruments: Slight increase from €1,493 million to €1,495 million
- Retained Earnings: Increased from €11,847 million to €11,935 million
- Accumulated Other Comprehensive Income: Increased from -€563 million to -€506 million
- Adjustments to CET1 due to prudential fibers: Decreased from -€35 million to -€60 million
- Intangible Assets (including Goodwill): Decreased from -€1,464 million to -€1,470 million
- IRB shortfall of credit risk adjustments: Decreased from -€111 million to €0 million

Tier 1 and Tier 2 Capital

Tier 1 Capital (net of deductions and transitional adjustments): Increased from €12,574 million to €12,863 million
Tier 2 Capital (net of deductions and transitional adjustments): Decreased from €4,761 million to €3,518 million

Capital Ratios (Transitional Period)

Common Equity Tier 1 (CET1) Ratio: Increased from 30.49% to 31.31%
Tier 1 Capital Ratio: Increased from 34.33% to 35.14%
Total Capital Ratio: Decreased from 47.33% to 44.75%

Fully Loaded CET1 Capital

CET1 Capital (fully loaded): Increased from €11,167 million to €11,393 million
CET1 Ratio (fully loaded): Increased from 30.49% to 31.13%

Leverage Ratio

Tier 1 Capital (transitional definition): Increased from €12,574 million to €12,863 million
Leverage Ratio (transitional definition): Increased from 4.6% to 4.7%
Tier 1 Capital (fully phased-in definition): Increased from €12,285 million to €12,579 million
Leverage Ratio (fully phased-in definition): Increased from 4.5% to 4.6%

Risk Exposure Amounts

Total Risk Exposure Amount: Decreased slightly from €36,622 million (31/12/2017) to €36,600 million (30/06/2018)
Credit Risk Exposure: Decreased from €30,333 million to €30,125 million
Securitisation and Re-securitisation Risk Exposure: Decreased from €340 million to €304 million
Market Risk Exposure: All categories reported as €0 million for both periods
Operational Risk Exposure: Decreased from €5,484 million to €5,531 million

Profit and Loss (P&L)

Total Operating Income (Net): Decreased significantly from €2,755 million (31/12/2017) to €896 million (30/06/2018)
Interest Income: Decreased from €4,879 million to €1,560 million
- Debt Securities Income: Decreased from €101 million to €41 million
- Loans and Advances Income: Decreased from €4,441 million to €1,418 million
Interest Expenses: Decreased from €2,365 million to €774 million
- Deposits Expenses: Decreased from €985 million to €388 million
- Debt Securities Issued Expenses: Decreased from €746 million to €230 million
Net Fee and Commission Income: Decreased from €156 million to €53 million
Gains or Losses on Derecognition: Decreased from €78 million to -€4 million
Gains or Losses on Financial Assets Held for Trading: Increased from €21 million to €15 million
Gains or Losses on Financial Assets at Fair Value Through Profit or Loss: Increased from -€8 million to €7 million
Gains or Losses from Hedge Accounting: Increased from -€13 million to €32 million
Exchange Differences: Increased from €1 million to €5 million
Net Other Operating Income/(Expenses): Decreased from €5 million to €1 million
Profit or Loss Before Tax from Continuing Operations: Decreased from €998 million to €317 million
Profit or Loss After Tax from Continuing Operations: Decreased from €749 million to €237 million
Profit or Loss for the Year: Decreased from €749 million to €237 million

Capital Requirements and Adjustments

CET1 Capital Fully Loaded: Calculated based on supervisory reporting and may differ from published Pillar 3 disclosures
Transitional Adjustments to CET1 Capital: Increased from €66 million to €66 million
Transitional Adjustments to Tier 2 Capital: Decreased from €-43 million to €-43 million

Credit Risk - Standardised Approach

Standardised Total Risk Exposure Amount: Decreased from €52,132 million (31/12/2017) to €48,218 million (30/06/2018)
Risk Exposure Amount: Decreased from €2,889 million to €2,784 million
Value Adjustments and Provisions: Decreased from €7 million to €56 million

Credit Risk - IRB Approach

IRB Total Risk Exposure Amount: Decreased from €27,439 million (31/12/2017) to €27,335 million (30/06/2018)
Risk Exposure Amount: Decreased from €27,439 million to €27,335 million
Value Adjustments and Provisions: Decreased from €27,439 million to €27,335 million

Sovereign Exposure

Total Gross Carrying Amount of Non-derivative Financial Assets: €8,739.1 million (31/12/2017) and €8,733.5 million (30/06/2018)
Risk Weighted Exposure Amount: €8,733.5 million (31/12/2017) and €8,733.5 million (30/06/2018)
Sovereign Exposures: Covered under "General governments" as defined in regulatory guidelines, excluding commercial entities and international organizations

Notes

The financial year ends on 4 April, leading to differences in P&L reporting compared to other banks
The "zero" in the "Fund for General Banking Risks" is interpreted as "n.a." for IFRS compliance
The data includes a breakdown of exposures by accounting portfolio, such as held for trading, available-for-sale, and held-to-maturity investments

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