EBA欧洲银行-AT_529900S9YO2JHTIIDG38_TR_2018_22页_2mb
报告摘要
2018 EU-wide Transparency Exercise Summary for BAWAG Group AG
Core Information
- Bank Name: BAWAG Group AG
- LEI Code: 529900S9YO2JHTIIDG38
- Country Code: AT (Austria)
Capital Structure (Transitional Period)
Own Funds
| Item | Description | 31/12/2017 (EUR) | 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 3,276 | 3,279 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital (net of deductions and after transitional adjustments) | 2,906 | 2,899 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 1,246 | 1,194 | C:0.00 (030;010) | Articles 26(1) (a) and (b), 27 to 29, 36(1) (f), 42 of CRR |
| A.1.2 | Retained earnings | 2,238 | 2,197 | C:0.00 (030;010) | Articles 26(1) (c), 26(2), 36 (1) (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | 9 | -91 | C:0.00 (018;010) | Articles 4(100), 26(1) (d), 36 (1) (f) of CRR |
| A.1.4 | Other Reserves | 0 | 52 | C:0.00 (000;010) | Articles 4(117), 26(1) (e) of CRR |
| A.1.5 | Funds for general banking risk | 9 | 9 | C:0.00 (021;010) | Articles 4(112), 26(1) (f), 36 (1) (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 0 | 0 | C:0.00 (023;010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential fibers | -17 | 51 | C:0.00 (025;010) | Articles 32 to 35, 36 (1) (f) of CRR |
| A.1.8 | Intangible assets (including goodwill) | -429 | -439 | C:0.00 (030;010) + C:0.00 (040;010) | Articles 4(113), 36(1) (b), 37 of CRR. Articles 4(115), 36(1) (b), 37 (a) of CRR |
| A.1.9 | TFAs that rely on future profitability and do not arise from temporary differences | -114 | -68 | C:0.00 (037;010) | Articles 36(1) (c), 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | -47 | -11 | C:0.00 (038;010) | Articles 36(1) (b), 40, 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | 0 | 0 | C:0.00 (039;010) | Articles 4(109), 36(1) (a), 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C:0.00 (043;010) | Articles 4(122), 36(1) (g), 44 of CRR |
| A.1.13 | Excess deduction from AT1 items over AT1 Capital | -90 | 0 | C:0.00 (046;010) | Article 36(1) (g) of CRR |
| A.1.14 | Deductions related to assets with 1.250% risk weight | 0 | 0 | C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;010) | Articles 4(36), 36(1) (b), 89 to 91, 34(1) (b), 258 of CRR |
| A.1.15 | Securitisation positions | 0 | 0 | C:0.00 (046;010) | Articles 36(1) (b), 24(3) (1) (b), 24(4) (1) (b), 258 of CRR |
| A.1.16 | Holdings of CET1 capital instruments with no significant investment | 0 | 0 | C:0.00 (048;010) | Articles 4(27), 36(1) (h), 43 to 46, 49 (2) and (3), 79 of CRR |
| A.1.16 | Deductible DTAs from temporary differences | 0 | 0 | C:0.00 (049;010) | Articles 36(1) (c), 38, 48(1) (a), 48(2) of CRR |
| A.1.17 | Holdings of CET1 capital instruments with significant investment | 0 | 0 | C:0.00 (500;010) | Articles 4(27), 36(1) (b), 43 to 46, 49 (2) and (3), 79 of CRR |
| A.1.18 | Amount exceeding 17.65% threshold | 0 | 0 | C:0.00 (510;010) | Article 48 of CRR |
| A.1.19 | Additional deductions due to Article 3 CRR | 0 | 0 | C:0.00 (524;010) | Article 3 of CRR |
| A.1.20 | CET1 capital elements or deductions - other | 0 | 0 | C:0.00 (529;010) | - |
| A.1.21 | Transitional adjustments | 102 | 5 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | Articles 469 to 472, 478, 481 of CRR |
| A.1.21.1 | Transitional adjustments for grandfathered CET1 instruments | 0 | 0 | C:0.00 (0226;010) | Articles 48(3) (1) (3), 484 to 487 of CRR |
| A.1.21.2 | Transitional adjustments for additional minority interests | 0 | 0 | C:0.00 (0246;010) | Articles 479, 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 | 102 | 5 | C:0.00 (528;010) | Articles 469 to 472, 478, 481 of CRR |
| A.2 | Additional Tier 1 Capital | 0 | 300 | C:0.00 (530;010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital instruments | 0 | 300 | C:0.00 (540;010) + C:0.00 (547;010) | - |
| A.2.2 | Excess deduction from T2 items over T2 capital | 0 | 0 | C:0.00 (729;010) | - |
| A.2.3 | Other Additional Tier 1 components and deductions | 90 | 0 | C:0.00 (698;010) + C:0.00 (790;010), + C:0.00 (710;010), + C:0.00 (740;010), + C:0.00 (744;010), + C:0.00 (748;010) | - |
| A.2.4 | Additional Tier 1 transitional adjustments | -90 | 0 | C:0.00 (660;010) + C:0.00 (680;010), + C:0.00 (730;010) | - |
| A.3 | Tier 1 Capital | 2,906 | 3,199 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 369 | 80 | C:0.00 (750;010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 346 | 93 | C:0.00 (760;010) + C:0.00 (690;010) | - |
| A.4.2 | Other Tier 2 components and deductions | 13 | -23 | C:0.00 (918;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (979;010), + C:0.00 (978;010) | - |
| A.4.3 | Tier 2 transitional adjustments | 10 | 10 | C:0.00 (688;010) + C:0.00 (690;010), + C:0.00 (790;010) | - |
Capital Ratios
| Ratio | 31/12/2017 (%) | 30/06/2018 (%) |
|---|---|---|
| CET1 Capital Ratio (Transitional period) | 13.53% | 14.30% |
| Tier 1 Capital Ratio (Transitional period) | 13.53% | 15.78% |
| Total Capital Ratio (Transitional period) | 15.25% | 16.18% |
CET1 Capital (Fully loaded)
| Item | 31/12/2017 (EUR) | 30/06/2018 (EUR) |
|---|---|---|
| CET1 Capital | 2,895 | 2,894 |
Leverage Ratio
| Item | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital (Transitional definition) | 2,906 | 3,199 | C 47.00 (r320,c010) | Article 429 of CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital (Fully phased-in definition) | 2,898 | 3,174 | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures (Transitional definition) | 46,632 | 45,130 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures (Fully phased-in definition) | 46,624 | 45,115 | C 47.00 (r290,c010) | - |
| Leverage Ratio (Transitional definition) | 6.2% | 7.1% | C 47.00 (r340,c010) | - |
| Leverage Ratio (Fully phased-in definition) | 6.2% | 7.0% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Type | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) |
|---|---|---|
| Credit risk | 19,505 | 18,270 |
| Securitisation and re-securitisation in banking book | 67 | 67 |
| Contributions to default fund of a CCP | 9 | 9 |
| Other credit risk | 19,429 | 18,193 |
| Market risk (Foreign exchange and commodities) | 52 | 52 |
| Total Risk Exposure Amount | 21,473 | 20,271 |
Profit and Loss (P&L)
| Item | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) |
|---|---|---|
| Interest income | 1,050 | 568 |
| Of which debt securities income | 136 | 57 |
| Of which loans and advances income | 673 | 374 |
| Interest expenses | 300 | 172 |
| Of which deposits expenses | 53 | 30 |
| Of which debt securities issued expenses | 121 | 54 |
| Net Fee and commission income | 217 | 146 |
| Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net | 38 | 29 |
| Gains or (-) losses on financial assets and liabilities held for trading, net | -80 | -14 |
| Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net | 40 | 5 |
| Gains or (-) losses from hedge accounting, net | 3 | 1 |
| Exchange differences [gain or (-) loss], net | -2 | -1 |
| Net other operating income/(expenses) | -186 | -35 |
| Total Operating Income, Net | 790 | 535 |
| Administrative expenses | 492 | 235 |
| Depreciation | 40 | 21 |
| Modification gains or (-) losses, net | n.a. | 0 |
| Provisions or (-) reversal of provisions | -2 | 2 |
| Commitments and guarantees given | 2 | 2 |
| Other provisions | -4 | 0 |
| Profit or (-) loss before tax from continuing operations | 491 | 259 |
| Profit or (-) loss after tax from continuing operations | 445 | 195 |
| Profit or (-) loss for the year | 445 | 195 |
Credit Risk - Standardised Approach
Total Risk Exposure Amounts
| Item | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) |
|---|---|---|
| Total Risk Exposure Amount | 34,253 | 33,445 |
Risk Exposure by Category
| Category | 31/12/2017 (mln EUR) | 30/06/2018 (mln EUR) |
|---|---|---|
| Central governments or central banks | 5,001 | 5,964 |
| Regional governments or local authorities | 2,432 | 2,375 |
| Public sector entities | 1,650 | 2,265 |
| Multilateral Development Banks | 0 | 0 |
| International Organisations | 0 | 0 |
| Institutions | 4,332 | 3,502 |
| Corporates | 5,041 | 5,169 |
| Retail | 4,697 | 4,795 |
| Secured by mortgages on immovable property | 5,962 | 5,053 |
| Exposures in default | 723 | 379 |
| Items associated with particularly high risk | 31 | 478 |
| Covered bonds | 2,243 | 0 |
| Claims on institutions and corporates with a ST credit assessment | 0 | 0 |
| Collective investments undertakings (CIU) | 1,374 | 1,008 |
| Equity | 312 | 320 |
| Securitisation | 0 | 0 |
| Other exposures | 342 | 373 |
| Standardised Total | 34,253 | 33,445 |
Notes
- The fully loaded CET1 capital estimation is based on the formulae stated in the "COREP CODE" column.
- The summary may differ from the fully loaded CET1 capital ratios published by the bank in Pillar 3 disclosures due to different methodologies.
- Original exposure is reported before credit conversion factors and credit risk mitigation techniques.
- Total value adjustments and provisions are not included in the count of counterparty for securitisation purposes.
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