EBA欧洲银行-NL_724500DWE10NNL1AXZ52_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - ABN AMRO Groep N.V.

Core Information

Bank Name: ABN AMRO Groep N.V.
LEI Code: 724500DWE10NNL1AXZ52
Country Code: NL

Own Funds - Transitional Period

Item	Description	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
A	Own Funds	23,431	25,155	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital	16,768	17,213	C.01.00 (r020,c010)	Article 50 of CRR
A.1.1	CET1 Capital Instruments	13,910	13,910	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained Earnings	2,633	3,106	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	-394	-442	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for General Banking Risk	0	0	C.01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority Interest in CET1	0	0	C.01.00 (r230,c010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to Prudential Filters	1,076	1,140	C.01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible Assets	-260	-254	C.01.00 (r300,c010) + C.01.00 (r340,c010)	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	DTAs that rely on future profitability	-9	-21	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB Shortfall of Credit Risk Adjustments	-261	-243	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined Benefit Pension Fund Assets	0	0	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal Cross Holdings	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess Deduction from AT1 Items	0	0	C.01.00 (r440,c010)	Article 36(1) point (d) of CRR
A.1.14	Deductions related to assets with 1.25% risk weight	0	0	C.01.00 (r450,c010) + C.01.00 (r460,c010) + C.01.00 (r470,c010) + C.01.00 (r471,c010) + C.01.00 (r472,c010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (l), and 258 of CRR; Articles 36(1) point (k) (ii) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	Holdings of CET1 Instruments (Non-Significant)	0	0	C.01.00 (r460,c010)	Articles 36(1) point (h), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	Deductible DTAs (Future Profitability)	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.17	Holdings of CET1 Instruments (Significant)	0	0	C.01.00 (r490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.18	Excess over 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
A.1.19	Additional Deductions due to Article 3 CRR	0	0	C.01.00 (r524,c010)	Article 3 CRR
A.1.20	Other CET1 Deductions	0	0	C.01.00 (r529,c010)	-
A.1.21	Transitional Adjustments	73	17	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Grandfathered CET1 Instruments	0	0	C.01.00 (r220,c010)	Articles 48(1) to (3), and 484 to 487 of CRR
A.1.21.2	Additional Minority Interests	0	0	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
A.1.21.3	Other Transitional Adjustments	73	17	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios - Transitional Period

Item	Description	As of 31/12/2015 (%)	As of 30/06/2016 (%)
C.1	CET1 Capital Ratio	15.53%	16.22%
C.2	Tier 1 Capital Ratio	16.88%	17.01%
C.3	Total Capital Ratio	21.70%	23.70%

CET1 Capital Fully Loaded

Item	Description	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
D	CET1 Capital	16,695	17,196
E	CET1 Capital Ratio	15.46%	16.20%

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit Risk	88,958	84,368
Securitisation	84	79
Contributions to CCP Default Fund	252	348
Other Credit Risk	88,622	83,942
Market Risk (Position, FX, Commodities)	1,710	3,539
Operational Risk	16,227	17,003
Total Risk Exposure Amount	108,001	106,138

Profit and Loss (P&L)

P&L Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Interest Income	12,944	6,207
Debt Securities Income	696	344
Loans and Advances Income	10,325	4,903
Interest Expenses	6,924	3,050
Deposits Expenses	2,302	857
Debt Securities Issued Expenses	2,097	1,014
Dividend Income	55	5
Net Fee and Commission Income	1,829	866
Gains/Losses on Derecognition	58	-139
Gains/Losses on Trading	172	-99
Gains/Losses on FVTPL	129	-8
Gains/Losses on Hedge Accounting	71	-63
Net Operating Income	8,511	3,811
Profit/Loss Before Tax	2,719	1,173
Profit/Loss After Tax	1,924	866

Capital Ratios - Standardised Approach

Country	Total Risk Exposure Amount (EUR)	Value Adjustments and Provisions
Netherlands	7,110	38
United States	6,845	45
Singapore	0	0

Key Observations

ABN AMRO Groep N.V. reported an increase in Own Funds from EUR 23,431 (31/12/2015) to EUR 25,155 (30/06/2016).
CET1 Capital increased from EUR 16,768 to EUR 17,213 during the transitional period.
The CET1 Capital Ratio improved from 15.53% to 16.22%.
Tier 1 Capital Ratio increased slightly from 16.88% to 17.01%.
Total Capital Ratio rose from 21.70% to 23.70%.
The fully loaded CET1 Capital Ratio was 15.46% (31/12/2015) and 16.20% (30/06/2016).
Risk Exposure Amount decreased from EUR 108,001 to EUR 106,138.
Profit and Loss from continuing operations decreased from EUR 1,924 to EUR 866 after tax.
Value adjustments and provisions in the Standardised Approach were relatively small across countries.