EBA欧洲银行-DE_DSNHHQ2B9X5N6OUJ1236_TR_2016_15页_1mb

报告摘要

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
A: Own Funds	10,647	10,353
A.1: CET1 Capital	8,319	7,700
A.1.1: CET1 Eligible Instruments	4,930	4,930
A.1.2: Retained Earnings	2,824	2,598
A.1.3: Accumulated Other Comprehensive Income	84	-211
A.1.4: Other Reserves	0	0
A.1.5: Funds for General Banking Risk	0	0
A.1.6: Minority Interest in CET1	837	705
A.1.7: Adjustments to CET1 due to Prudential Filters	36	-111
A.1.8: Intangible Assets	-141	-144
A.1.9: Deductible DTAs	-3	-35
A.1.10: IRB Shortfall of Credit Risk Adjustments	-820	-420
A.1.11: Defined Benefit Pension Fund Assets	0	0
A.1.12: Reciprocal Cross Holdings	0	0
A.1.13: Excess Deduction from ATI Items	0	0
A.1.14: Deductions Related to Assets with 1.250% Risk Weight	0	0
A.1.15: Securitisation Positions	0	0
A.1.16: Deductible DTAs from Temporary Differences	0	0
A.1.17: Holdings of CET1 Capital Instruments	0	-137
A.1.18: Amount Exceeding 17.65% Threshold	0	0
A.1.19: Additional Deductions due to Article 3 CRR	0	0
A.1.20: Other CET1 Deductions	0	0
A.1.21: Transitional Adjustments	574	525
A.1.21.1: Grandfathered CET1 Instruments	34	37
A.1.21.2: Additional Minority Interests	0	0
A.1.21.3: Other Transitional Adjustments	540	488
A.2: Additional Tier 1 Capital	120	287
A.3: Tier 1 Capital	8,439	7,987
A.4: Tier 2 Capital	2,207	2,367

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit Risk	54,396	55,144
Securitisation and Re-securitisations (Banking Book)	3,491	3,703
Contributions to CCP Default Fund	81	41
Other Credit Risk	50,824	51,400
Market Risk (Position, FX, Commodities)	3,134	2,982
Credit Valuation Adjustment	907	999
Operational Risk	5,238	5,112
Total Risk Exposure Amount	63,675	64,237

P&L Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Interest Income	8,270	3,690
Debt Securities Income	731	292
Loans and Advances Income	3,644	1,742
Interest Expenses	6,284	2,744
Deposits Expenses	1,799	833
Debt Securities Issued Expenses	817	319
Net Fee and Commission Income	224	112
Gains/Losses on Derecognition	16	-76
Gains/Losses on Trading Financial Assets	-27	510
Gains/Losses on Fair Value through Profit or Loss	218	-248
Gains/Losses from Hedge Accounting	144	-12
Exchange Differences	-44	45
Net Other Operating Income/Expenses	-42	-62
Total Operating Income, Net	2,499	1,216

Total Risk Exposure Amount: 3,134 (31/12/2015), 2,982 (30/06/2016)
Traded Debt Instruments: 868 (31/12/2015), 790 (30/06/2016)
Equities: 0 (31/12/2015), 0 (30/06/2016)
Foreign Exchange Risk: 76 (31/12/2015), 115 (30/06/2016)
Commodities Risk: 0 (31/12/2015), 0 (30/06/2016)
Credit Valuation Adjustment: 907 (31/12/2015), 999 (30/06/2016)
Total Risk Exposure Amount (Market Risk): 3,134 (31/12/2015), 2,982 (30/06/2016)

Risk Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central Governments or Central Banks	4,469	4,204
Regional Governments or Local Authorities	31,840	31,066
Public Sector Entities	11,291	11,119
Corporates	5,245	5,349
Retail	541	504
Secured by Mortgages on Immovable Property	502	504
Exposures in Default	151	124
Standardised Total	74,298	75,045

Capital Structure: The bank reported a decrease in CET1 capital from 10,647 (31/12/2015) to 10,353 (30/06/2016) during the transitional period.
Capital Ratios: CET1 capital ratio dropped from 13.07% to 11.99%, Tier 1 capital ratio decreased from 13.25% to 12.43%, and total capital ratio declined from 16.72% to 16.12%.
Fully Loaded CET1 Capital: The fully loaded CET1 capital ratio decreased from 12.16% to 11.19%.
Risk Exposure: The total risk exposure amount increased from 63,675 (31/12/2015) to 64,237 (30/06/2016), with a rise in market risk exposure.
Profit and Loss: Operating income decreased from 2,499 (31/12/2015) to 1,216 (30/06/2016), with significant losses on financial assets and liabilities designated at fair value through profit or loss.
Credit Risk Exposure: The bank's credit risk exposure increased slightly, with higher exposure to corporates and retail.
Regulatory Compliance: The data is reported in compliance with the Capital Requirements Regulation (CRR) and includes transitional adjustments as required.