EBA欧洲银行-PT_TO822O0VT80V06K0FH57_TR_2016_13页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Caixa Geral de Depósitos SA
LEI Code: TO822O0VT80V06K0FH57
Country Code: PT (Portugal)

Capital Structure (Transitional Period)

Own Funds

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)	COREP Code	Regulation
A	7,410	6,736	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	6,551	6,009	C 0.00 (020,010)	Article 50 of CRR
A.1.1	6,800	6,800	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	-566	-832	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-38	-178	C 0.00 (018,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	0	0	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	228	184	C 0.00 (020,010)	Article 84 of CRR
A.1.7	0	0	C 0.00 (025,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-135	-134	C 0.00 (030,010) + C 0.00 (030,010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
A.1.9	-242	-339	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	-14	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	0	0	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (h), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (i) and 379(3) of CRR; Articles 36(1) point (k) and 153(3) of CRR and Articles 36(1) point (l) (v) and 155(4) of CRR
A.1.14.1	0	0	C 0.00 (0460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	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	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	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	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (0524,010)	Article 3 of CRR
A.1.20	0	0	C 0.00 (0529,010)	-
A.1.21	518	508	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	324	216	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	193	292	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	0	4	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	0	0	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	0	0	C 0.00 (0720,010)	-
A.2.3	14	0	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0720,010) + C 0.00 (0740,010) + C 0.00 (0741,010) + C 0.00 (0748,010) + C 0.00 (0750,010)	-
A.2.4	-14	4	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	6,551	6,013	C 0.00 (015,010)	Article 25 of CRR
A.4	859	723	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	122	120	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	0	0	C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010)	-
A.4.3	737	603	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-

Capital Ratios (Transitional Period)

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)	COREP Code
C.1	10.87%	10.01%	CA3 (1)
C.2	10.87%	10.02%	CA3 (3)
C.3	12.29%	11.22%	CA3 (5)

CET1 Capital Fully Loaded

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)	COREP Code
D	6,047	5,502	-
E	10.04%	9.17%	[D.1]/[B.8-1]

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Credit risk	53,719	53,229
Securitisation and re-securitisations in the banking book	253	227
Contributions to the default fund of a CCP	0	0
Other credit risk	53,466	53,003
Market risk (position, foreign exchange and commodities)	2,839	3,070
Credit Valuation Adjustment	137	139
Operational risk	2,937	2,937
Other risk exposure amounts	651	641
Total Risk Exposure Amount	60,282	60,016

Profit and Loss (P&L)

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	2,961	1,379
Of which debt securities income	538	234
Of which loans and advances income	1,767	836
Interest expenses	1,843	810
Of which deposits expenses	859	358
Of which debt securities issued expenses	352	141
Dividend income	38	15
Net Fee and commission income	535	241
Gains or (-) losses on derecognition of financial assets and liabilities	205	113
Gains or (-) losses on financial assets and liabilities held for trading	84	-214
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss	22	5
Gains or (-) losses from hedge accounting	1	0
Exchange differences	43	47
Net other operating income/(expenses)	28	3
Total Operating Income, Net	2,074	779
Administrative expenses	1,281	589
Depreciation	104	47
Provisions or (-) reversal of provisions	49	-17
Commitments and guarantees given	5	-3
Other provisions	44	-15
Profit or (-) loss before tax from continuing operations	-34	-199
Profit or (-) loss after tax from continuing operations	-96	-183
Profit or (-) loss for the year	-96	-183
Of which attributable to owners of the parent	-185	-207

Market Risk

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Traded Debt Instruments	2,168	2,517
Of which: General risk	1,932	2,431
Of which: Specific risk	15	34
Equities	151	119
Of which: General risk	50	46
Of which: Specific risk	74	34
Foreign exchange risk	521	434
Commodities risk	0	0
Total Market Risk Exposure Amount	2,839	3,070

Credit Risk - Standardised Approach

Consolidated Data

Counterparty Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Central governments or central banks	23,507	14,178
Regional governments or local authorities	1,849	1,885
Public sector entities	17	313
Multilateral Development Banks	201	199
International Organisations	0	0
Institutions	5,191	4,944
Corporates	29,203	28,947
Of which: SME	9,078	8,719
Retail	12,358	12,205
Of which: SME	5,681	5,757
Secured by mortgages on immovable property	31,290	30,536
Of which: SME	974	1,237
Exposures in default	10,561	10,661
Items associated with particularly high risk	800	763
Covered bonds	42	43
Collective investments undertakings (CIU)	1,962	1,915
Equity	280	281
Other exposures	3,029	2,877
Standardised Total	120,712	110,125

Portugal

Counterparty Type	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Central governments or central banks	17,262	8,934
Regional governments or local authorities	1,764	1,803
Public sector entities	17	18
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	899	209
Corporates	21,123	2,988
Of which: SME	4,983	0
Retail	347	315
Of which: SME	0	32
Secured by mortgages on immovable property	1,531	1,133
Of which: SME	1	1
Exposures in default	14	24
Items associated with particularly high risk	0	0
Covered bonds	0	0
Collective investments undertakings (CIU)	0	0
Equity	0	1
Other exposures	368	212
Standardised Total	29	31

Key Observations

The bank reported a decrease in own funds from 7,410 mln EUR in 2015 to 6,736 mln EUR in 2016, with a reduction in CET1 capital from 6,551 mln EUR to 6,009 mln EUR.
The capital ratios also decreased, with CET1 dropping from 10.87% to 10.01%, Tier 1 from 10.87% to 10.02%, and Total Capital from 12.29% to 11.22%.
The total risk exposure amount decreased from 60,282 mln EUR to 60,016 mln EUR.
Market risk increased slightly from 2,839 mln EUR to 3,070 mln EUR.
Credit risk (standardised approach) decreased from 120,712 mln EUR to 110,125 mln EUR, with a notable reduction in corporate exposures.
The P&L showed a significant drop in net operating income, from 2,074 mln EUR to 779 mln EUR, and a decrease in profit before and after tax from -34 mln EUR to -199 mln EUR and from -96 mln EUR to -183 mln EUR respectively.