EBA欧洲银行-UK_U4LOSYZ7YG4W3S5F2G91_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Standard Chartered Plc

Core Capital Information

Own Funds Transitional Period

Bank Name: Standard Chartered Plc
LEI Code: U4LOSYZ7YG4W3S5F2G91
Country Code: UK

Item	Description	As of 31/12/2016 (EUR)	As of 30/08/2017 (EUR)
A	Own Funds	54,489	51,118
A.1	Common Equity Tier 1 Capital	34,728	33,106
A.1.1	Capital instruments eligible as CET1 Capital	5,311	4,909
A.1.2	Retained Earnings	24,230	22,909
A.1.3	Accumulated Other Comprehensive Income	-75	123
A.1.4	Other Reserves	11,007	10,593
A.1.5	Funds for general banking risk	0	0
A.1.6	Minority interest given recognition in CET1 capital	767	730
A.1.7	Adjustments to CET1 due to prudential filters	-843	-432
A.1.8	Intangible assets (including Goodwill)	-4,607	-4,471
A.1.9	DTAs that rely on future profitability	-187	-196
A.1.10	IRB shortfall of credit risk adjustments	-702	-915
A.1.11	Defined benefit pension fund assets	-17	-10
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0
A.1.13	Excess deduction from AT1 items over AT1 Capital	0	0
A.1.14	Deductions related to assets which can alternatively be subject to a 1.250% risk weight	-158	-134
A.1.15	Holdings of CET1 capital instruments of financial sector entities (not significant)	0	0
A.1.16	Deductible DTAs that rely on future profitability	0	0
A.1.17	Holdings of CET1 capital instruments of financial sector entities (significant)	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.1.21	Transitional adjustments	0	0
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0
A.1.21.2	Transitional adjustments due to additional minority interests	0	0
A.1.21.3	Other transitional adjustments to CET1 Capital	0	0
A.2	Additional Tier 1 Capital	5,392	5,861
A.3	Tier 1 Capital	40,121	38,967
A.4	Tier 2 Capital	14,368	12,151

Capital Ratios Transitional Period

Common Equity Tier 1 Capital Ratio: 13.59% (31/12/2016) → 13.78% (30/08/2017)
Tier 1 Capital Ratio: 15.70% (31/12/2016) → 16.22% (30/08/2017)
Total Capital Ratio: 21.32% (31/12/2016) → 21.28% (30/08/2017)

Leverage Ratio

Item	Description	As of 31/12/2016	As of 30/06/2017
A.1	Tier 1 Capital - Transitional Definition	682,573	658,115
A.2	Tier 1 Capital - Fully Phased-in Definition	680,927	656,584
C.1	Leverage Ratio - Transitional Definition	5.9%	5.9%
C.2	Leverage Ratio - Fully Phased-in Definition	5.7%	5.7%

Risk Exposure Amounts

Risk Type	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Credit Risk	200,711	192,942
Securitisation and Re-securitisations (Banking Book)	2,782	2,623
Contributions to Default Fund of CCP	320	169
Other Credit Risk	197,608	190,150
Market Risk (Position, FX, Commodities)	20,754	20,123
Total Risk Exposure Amount	255,616	240,241

Profit and Loss (P&L)

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Interest Income	13,339	6,316
Of which: Debt Securities Income	2,728	1,367
Of which: Loans and Advances Income	10,406	4,831
Interest Expenses	5,603	2,688
Of which: Deposits Expenses	4,089	2,007
Of which: Debt Securities Issued Expenses	1,462	638
Dividend Income	49	33
Net Fee and Commission Income	3,142	1,560
Gains or (-) Losses on Derecognition	189	91
Gains or (-) Losses on Financial Assets (Trading)	2,068	959
Gains or (-) Losses on Financial Assets (FVTPL)	-542	-84
Gains or (-) Losses from Hedge Accounting	-44	-10
Net Other Operating Income/(Expenses)	871	403
Total Operating Income, Net	13,469	6,579
Administrative Expenses	9,242	4,058
Depreciation	720	346
Provisions or (-) Reversal of Provisions	46	-24
Profit or (-) Loss Before Tax from Continuing Operations	-376	1,564
Profit or (-) Loss After Tax from Continuing Operations	-760	1,075
Profit or (-) Loss for the Year	-760	1,075

Market Risk

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Traded Debt Instruments	4,170	6,560
Of which: General Risk	365	655
Of which: Specific Risk	3,527	5,687
Equities	16	12
Of which: General Risk	3	2
Of which: Specific Risk	4	3
Foreign Exchange Risk	3,891	3,238
Commodities Risk	206	170
Total Risk Exposure Amount	8,282	9,980

Credit Risk - Standardised Approach

Consolidated Data

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	88,182	84,444
Regional Governments or Local Authorities	0	0
Public Sector Entities	0	0
Multilateral Development Banks	24,421	18,845
International Organisations	0	0
Institutions	22,830	29,541
Corporates	63,506	58,997
Of which: SME	32,871	32,549
Retail	16,684	17,219
Of which: SME	3,855	3,934
Secured by Mortgages on Immovable Property	9,747	9,479
Of which: SME	3,204	3,214
Exposures in Default	896	752
Items Associated with Particularly High Risk	3,302	3,000
Covered Bonds	0	0
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	0	0
Equity	0	1,354
Securitisation	0	0
Other Exposures	9,667	9,520
Standardised Total	239,235	233,151

Country-Specific Data

United States

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	276	272
Institutions	11,794	18,613
Corporates	5,926	2,635
Of which: SME	47	44
Retail	0	1
Secured by Mortgages on Immovable Property	0	0
Exposures in Default	1	1
Items Associated with Particularly High Risk	0	0
Other Exposures	126	109
Standardised Total	1,105	1,133

Hong Kong

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	46	45
Institutions	28	80
Corporates	7,927	8,397
Of which: SME	5,019	5,775
Retail	1,508	2,237
Secured by Mortgages on Immovable Property	404	426
Exposures in Default	85	90
Items Associated with Particularly High Risk	292	226
Other Exposures	1,660	1,742
Standardised Total	9,929	10,632

China

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	156	158
Regional Governments or Local Authorities	0	0
Institutions	0	0
Corporates	0	0
Of which: SME	0	0
Retail	0	0
Secured by Mortgages on Immovable Property	0	0
Exposures in Default	0	0
Items Associated with Particularly High Risk	0	0
Other Exposures	1,660	1,742
Standardised Total	1,105	1,133