EBA欧洲银行-AT_9ZHRYM6F437SQJ6OUG95_TR_2018_22页_3mb

报告摘要

2018 EU-wide Transparency Exercise Summary - Raiffeisen Bank International AG

Core Information

Bank Name: Raiffeisen Bank International AG
LEI Code: 9ZHRYM6F437SQJ6OUG95
Country Code: AT (Austria)

Capital Structure (Transitional Period)

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
A	Own Funds	12,892	13,176	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	9,266	9,486	C:0.00 (020;010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	5,974	5,974	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	Retained Earnings	6,154	6,691	C:0.00 (030;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	-2,504	-2,694	C:0.00 (018;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	-125	-148	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C:0.00 (015;010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	444	423	C:0.00 (029;010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	48	-21	C:0.00 (025;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-730	-667	C:0.00 (030;010) + C 0.00 (040;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	TFAs that rely on future profitability and do not arise from temporary differences	-7	-9	C:0.00 (037;010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-76	-35	C:0.00 (038;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C:0.00 (039;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (043;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from AT1 items over AT1 Capital	0	0	C:0.00 (046;010)	Article 36(1) point (g) of CRR
A.1.14	Deductions related to assets which can alternatively be subject to a 1.250% risk weight	-37	-29	C:0.00 (045;010) + C 0.00 (046;010), C:0.00 (047;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR
A.1.15	From securitisation positions	-37	-29	C:0.00 (046;010)	Articles 36(1) point (b), 24(31) point (b), 24(41) point (b) and 258 of CRR
A.1.16	Holdings of CET1 capital instruments of financial sector entities (no significant investment)	0	0	C:0.00 (048;010)	Articles 4(27), 36(1) point (h), 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C:0.00 (049;010)	Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities (significant investment)	0	0	C:0.00 (500;010)	Articles 4(27); 36(1) point (b); 43, 45, 47; 48(1) point (b); 49(3) to (3) and 79 of CRR
A.1.18	Amount exceeding the 17.65% threshold	0	0	C:0.00 (510;010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (524;010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C:0.00 (529;010)	-
A.1.21	Transitional adjustments	125	0	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (0226;010)	Articles 48(3) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	-23	0	C:0.00 (0246;010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	148	0	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	573	1,223	C:0.00 (530;010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	640	1,133	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 Capital components and deductions	0	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	-68	90	C:0.00 (660;010) + C 0.00 (680;010)	-
A.3	Tier 1 Capital	9,839	10,709	C:0.00 (615;010)	Article 25 of CRR
A.4	Tier 2 Capital	3,053	2,466	C:0.00 (750;010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	2,854	2,252	C:0.00 (760;010) + C 0.00 (690;010)	-
A.4.2	Other Tier 2 Capital components and deductions	192	215	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	7	0	C:0.00 (688;010) + C 0.00 (690;010), + C 0.00 (696;010)	-

Capital Ratios (Transitional Period)

Ratio	As of 31/12/2017 (%)	As of 30/06/2018 (%)	COREP Code
CET1 Capital Ratio	12.71%	12.76%	[D:A-1/F-8-I-8]
Tier 1 Capital Ratio	13.68%	14.40%	GAI (3)
Total Capital Ratio	17.93%	17.72%	GAI (5)

Leverage Ratio

Item	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)	COREP Code	Regulation
Tier 1 capital - transitional definition	9,839	10,709	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
Tier 1 capital - fully phased-in definition	9,781	10,619	C 47.00 (r310,c010)	-
Total leverage ratio exposures - using transitional definition	160,828	170,962	C 47.00 (r300,c010)	-
Total leverage ratio exposures - using fully phased-in definition	160,821	170,962	C 47.00 (r290,c010)	-
Leverage ratio - using transitional definition	6.1%	6.3%	C 47.00 (r340,c010)	-
Leverage ratio - using fully phased-in definition	6.1%	6.2%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Type	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Credit risk	59,893	62,532
Securitisation and re-securitisations in the banking book	237	245
Contributions to the default fund of a CCP	0	0
Other credit risk	59,656	62,287
Market risk (position, foreign exchange and commodities)	3,451	3,663
Risk exposure amount for Credit Valuation Adjustment	254	228
Risk exposure amount for operational risk	8,303	7,900
Other risk exposure amounts	0	23
Total Risk Exposure Amount	71,902	74,346

Profit and Loss (P&L)

Item	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Interest income	4,312	2,353
Of which debt securities income	314	198
Of which loans and advances income	3,771	1,881
Interest expenses	1,196	689
Of which deposits expenses	740	339
Of which debt securities issued expenses	342	146
Dividend income	90	74
Net Fee and commission income	1,687	856
Gains or (-) losses on derecognition of financial assets and liabilities	-48	21
Gains or (-) losses on financial assets and liabilities held for trading	89	-297
Gains or (-) losses on financial assets and liabilities at fair value through profit or loss	-13	14
Gains or (-) losses from hedge accounting	-15	-2
Exchange differences	69	301
Net other operating income/(expenses)	-37	-71
Total Operating Income, Net	4,937	2,561

Market Risk

Item	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Traded Debt Instruments	1,608	1,702
Of which: General risk	7	5
Of which: Specific risk	29	10
Equities	427	190
Of which: General risk	122	34
Of which: Specific risk	231	60
Foreign exchange risk	324	288
Commodities risk	10	7
Total Risk Exposure Amount	2,369	2,187

Credit Risk - Standardised Approach

Country	Original Exposure (EUR)	Exposure Value (EUR)	Risk Exposure Amount (EUR)	Value Adjustments and Provisions (EUR)
Austria	28,274	30,091	1,105	-
Central governments or central banks	6,644	7,934	0	-
Regional governments or local authorities	0	0	0	-
Public sector entities	0	0	0	-
Multilateral Development Banks	0	0	0	-
International Organisations	0	0	0	-
Institutions	1,555	1,551	80	-
Corporates	929	783	760	-
Of which: SME	141	109	106	-
Retail	825	446	334	-
Of which: SME	0	0	0	-
Secured by mortgages on immovable property	6,024	5,904	2,095	-
Of which: SME	335	324	104	-
Exposures in default	41	23	25	19
Items associated with particularly high risk	0	0	0	-
Covered bonds	12	12	2	-
Claims on institutions and corporates with a ST credit assessment	0	0	0	-
Collective investments undertakings (CIU)	105	105	34	-
Equity	1,010	1,010	1,648	-
Other exposures	2,380	2,380	904	-
Standardised Total	77,582	72,954	27,950	1,444

Key Observations

Own Funds: Increased from 12,892 mln EUR to 13,176 mln EUR during the transitional period.
CET1 Capital: Increased from 9,266 mln EUR to 9,486 mln EUR, with a CET1 Capital Ratio of 12.71% to 12.76%.
Tier 1 Capital: Increased from 9,839 mln EUR to 10,709 mln EUR, with a Tier 1 Capital Ratio of 13.68% to 14.40%.
Tier 2 Capital: Decreased from 3,053 mln EUR to 2,466 mln EUR.
Leverage Ratio: Increased from 6.1% to 6.3% using the transitional definition.
Total Risk Exposure Amount: Increased from 71,902 mln EUR to 74,346 mln EUR.
P&L: Declined significantly from 4,937 mln EUR to 2,561 mln EUR, reflecting a decrease in interest income and an increase in expenses.
Market Risk: Reduced from 2,369 mln EUR to 2,187 mln EUR.
Credit Risk (Standardised Approach): Total risk exposure increased from 77,582 mln EUR to 72,954 mln EUR, with a corresponding increase in value adjustments and provisions.