EBA欧洲银行-ES_549300TJUHHEE8YXKI59_TR_2015_21页_1mb

报告摘要

2015 EU-wide Transparency Exercise Summary for BFA Tenedora De Acciones, S.A.

Core Information

Bank Name: BFA Tenedora De Acciones, S.A.
LEI Code: 549300TJUHHEE8YXKI59
Country Code: ES (Spain)

Capital Structure

Capital Component	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)	COREP Code	Regulation
Own Funds	13,265	13,109	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital	11,879	11,717	CA1 (1.1.1)	Article 50 of CRR
Capital Instruments Eligible as CET1	17,959	17,959	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	0	0	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	1,214	1,080	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	-9,658	-9,587	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Funds for General Banking Risk	0	0	CA1 (1.1.1.5)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority Interest	2,998	2,822	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1	81	74	CA1 (1.1.1.9)	Articles 32 to 35 and 36 (1) point (f) of CRR
Intangible Assets	-283	-301	CA1 (1.1.1.10 + 1.1.1.11)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
DTAs (non-profitability)	-1,813	-1,496	CA1 (1.1.1.12)	Articles 36(1) point (c) and 38 of CRR
IRB Shortfall	-9	-4	CA1 (1.1.1.13)	Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets	0	0	CA1 (1.1.1.14)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings	0	0	CA1 (1.1.1.15)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from AT1	-131	0	CA1 (1.1.1.16)	Article 36(1) point (j) of CRR
Deductions from Assets with 1.250% Risk Weight	-9	-9	CA1 (1.1.1.17 to 1.1.1.21)	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) 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
Other CET1 Deductions	0	0	CA1 (1.1.1.27) + CA1 (1.1.1.28)	-
Transitional Adjustments	1,531	1,180	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional Adjustments (Grandfathered CET1)	0	0	CA1 (1.1.1.6)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional Adjustments (Minority Interest)	747	711	CA1 (1.1.1.8)	Articles 479 and 480 of CRR
Other Transitional Adjustments	783	469	CA1 (1.1.1.26)	Articles 469 to 472, 478 and 481 of CRR

Tier Capital

Tier Capital	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)
Additional Tier 1 Capital	0	9
Additional Tier 1 Instruments	100	190
Other Additional Tier 1 Components	-100	-182
Tier 1 Capital	11,879	11,725
Tier 2 Capital	1,386	1,384
Tier 2 Instruments	1,021	1,021
Other Tier 2 Components	365	363

Total Risk Exposure Amount

As of 31/12/2014: 91,668 mln EUR
As of 30/06/2015: 90,688 mln EUR

Risk Exposure Breakdown

Risk Type	As of 31/12/2014 (mln EUR)	As of 30/06/2015 (mln EUR)
Credit Risk	82,109	81,016
Securitisation Risk	2,041	1,905
Operational Risk	8,332	8,332
Market Risk (FX and Commodities)	864	1,034

Profit and Loss

P&L Item	As of 31/12/2014 (mln EUR)	As of 30/06/2015 (mln EUR)
Interest Income	5,046	2,019
Interest Expenses	2,026	579
Net Fee and Commission Income	911	437
Gains/Losses on Derecognition	269	1,450
Gains/Losses on Trading Assets	-79	-35
Gains/Losses on FVO Assets	0	0
Gains/Losses on Hedge Accounting	-29	-39
Exchange Differences	7	13
Net Other Operating Income/Expenses	-146	-27
Total Operating Income, Net	4,008	3,242
Profit/Loss Before Tax from Continuing Operations	875	1,819
Profit/Loss After Tax from Continuing Operations	419	1,391
Profit/Loss for the Year	419	1,391
Of which: Attributable to Owners of the Parent	116	1,184

Credit Risk - Standardised Approach

Credit Risk Category	As of 31/12/2014	As of 30/06/2015
Central Governments	53,865	49,173
Regional Governments	5,475	5,549
Public Sector Entities	3,474	5,610
Multilateral Development Banks	35	34
Institutions	1,493	940
Corporates	50,847	5,976
Corporates (Specialised Lending)	6,830	903
Corporates (SME)	16,172	3,039
Retail	58,427	1,933
Retail (Secured on Real Estate)	50,990	1,718
Retail (SME)	2,501	256
Retail (Non-SME)	48,489	1,461
Equity	2,637	2,822
Securitisation	1,961	1,860
Other Non Credit-Obligation Assets	10,516	11,595
Standardised Total	104,461	100,786

Credit Risk - IRB Approach

Credit Risk Category	As of 31/12/2014	As of 30/06/2015
Central Banks and Central Governments	0	0
Institutions	32,891	161
Corporates	50,847	5,976
Corporates (Specialised Lending)	6,830	903
Corporates (SME)	16,172	3,039
Retail	58,427	1,933
Retail (Secured on Real Estate)	50,990	1,718
Retail (SME)	2,501	256
Retail (Non-SME)	48,489	1,461
Equity	0	0
Securitisation	2,537	9
Other Non Credit-Obligation Assets	0	0
IRB Total	51,028	49,541

Capital Ratios

Capital Ratio	As of 31/12/2014	As of 30/06/2015
CET1 Capital Ratio	12.96%	12.92%
Tier 1 Capital Ratio	12.96%	12.93%
Total Capital Ratio	14.47%	14.46%

Sovereign Exposure

Total: 0 mln EUR
Country/Region: Bulgaria, Czech Republic
Residual Maturity: [0 - 3M], [3M - 3Y], [3Y - 3Y], [2Y - 3Y], [3Y - 5Y], [5Y - 10Y], [10Y - more]
Gross Direct Long Exposures: 0 mln EUR
Net Direct Positions: 0 mln EUR
Direct Sovereign Exposures in Derivatives: 0 mln EUR
Indirect Sovereign Exposures: 0 mln EUR

Notes

The capital structure and ratios are reported in accordance with the Capital Requirements Regulation (CRR).
The risk exposure amounts are based on the Standardised and IRB approaches, with detailed breakdowns for various categories.
The sovereign exposure table shows no significant exposure to sovereign entities.

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