EBA欧洲银行-LU_5299007CS17YR0FL8U25_TR_2016_8页_910kb

2016 EU-wide Transparency Exercise Summary - UBS (Luxembourg) S.A.

Core Information

• Bank Name: UBS (Luxembourg) S.A.
• LEI Code: 5299007CS17YR0FL8U25
• Country Code: LU
• Reporting Period: As of 31/12/2015 and 30/06/2016
• Reporting Scope: The bank does not report FINREP data on a consolidated level, and only COREP templates are published.

Own Funds and Capital Ratios (Transitional Period)

Key Capital Elements

• CET1 Capital (Fully loaded): 563 mln EUR (31/12/2015) and 518 mln EUR (30/06/2016)
• Capital Ratios:
  • Common Equity Tier 1 (CET1) ratio: 17.03% (31/12/2015) and 15.00% (30/06/2016)
  • Tier 1 Capital ratio: 17.03% (31/12/2015) and 15.00% (30/06/2016)
  • Total Capital ratio: 17.03% (31/12/2015) and 15.00% (30/06/2016)

Regulatory Basis

• CET1 Capital: Based on Articles 4(118), 72, 26(1) points (a) to (e), 36(1) points (f) and (g), 42, 48, 483(1) to (3), 484 to 487 of CRR
• Tier 1 Capital: Based on Article 25 of CRR
• Tier 2 Capital: Based on Article 71 of CRR

Risk Exposure Amounts

Breakdown by Risk Type

• Credit Risk (Standardised Approach):

  • Total Risk Exposure Amount: 2,921 mln EUR (31/12/2015) and 3,047 mln EUR (30/06/2016)
  • Standardised Total: 2,921 mln EUR (31/12/2015) and 3,047 mln EUR (30/06/2016)

• Market Risk:

  • Risk Exposure Amount for Traded Debt Instruments: 0 mln EUR
  • Risk Exposure Amount for Equities: 0 mln EUR
  • Risk Exposure Amount for Foreign Exchange and Commodities: 0 mln EUR
  • Total Market Risk Exposure Amount: 0 mln EUR

• Operational Risk:

  • Risk Exposure Amount: 345 mln EUR (31/12/2015) and 363 mln EUR (30/06/2016)

Detailed Risk Exposure by Country

Switzerland

Luxembourg

United Kingdom

Austria

Key Observations

• The bank reports own funds and capital ratios based on the CRR regulations.
• The CET1 capital was 563 mln EUR as of 31/12/2015 and 518 mln EUR as of 30/06/2016.
• Capital ratios for CET1 decreased from 17.03% to 15.00% during the transitional period.
• The total risk exposure amount increased from 3,308 mln EUR (31/12/2015) to 3,457 mln EUR (30/06/2016), primarily due to an increase in credit risk.
• Market risk and securitisation risk exposure amounts were zero for both reporting dates.
• Operational risk exposure increased slightly from 345 mln EUR to 363 mln EUR.
• Securitisation and securitisation-related exposures were reported as zero for all categories.
• Value adjustments and provisions were reported as zero for all countries and categories.