EBA欧洲银行-PT_529900H2MBEC07BLTB26_TR_2017_14页_1mb

2017 EU-wide Transparency Exercise Summary

Core Information

• Bank Name: Caixa Central de Crédito Agrícola Múltuo, CRL
• LEI Code: 529900H2MBEC07BLTB26
• Country Code: PT (Portugal)

Capital Structure and Ratios (Transitional Period)

Own Funds

• As of 31/12/2016: 1,162 mln EUR
• As of 30/06/2017: 1,211 mln EUR
• CET1 Capital (Net of deductions):
  • 31/12/2016: 1,099 mln EUR
  • 30/06/2017: 1,135 mln EUR
• Tier 2 Capital (Net of deductions):
  • 31/12/2016: 63 mln EUR
  • 30/06/2017: 76 mln EUR

Capital Ratios (Transitional Period)

• Common Equity Tier 1 (CET1) Ratio:
  • 31/12/2016: 12.88%
  • 30/06/2017: 12.96%
• Tier 1 Ratio:
  • 31/12/2016: 12.88%
  • 30/06/2017: 12.96%
• Total Capital Ratio:
  • 31/12/2016: 13.62%
  • 30/06/2017: 13.83%

CET1 Capital (Fully Loaded)

• 31/12/2016: 1,030 mln EUR
• 30/06/2017: 1,089 mln EUR
• CET1 Ratio (Fully Loaded):
  • 31/12/2016: 12.19%
  • 30/06/2017: 12.55%

Transitional Adjustments

• CET1 Transitional Adjustments:
  • 31/12/2016: 100 mln EUR
  • 30/06/2017: 62 mln EUR
• Additional Tier 1 (AT1) Transitional Adjustments:
  • 31/12/2016: -31 mln EUR
  • 30/06/2017: -16 mln EUR

Risk Exposure Amounts

• Total Risk Exposure Amount:
  • 31/12/2016: 8,535 mln EUR
  • 30/06/2017: 8,755 mln EUR
• Risk Exposure by Category:
  • Credit Risk: 7,415 mln EUR (31/12/2016) / 7,634 mln EUR (30/06/2017)
  • Securitisation and Re-securitisation (Banking Book): 18 mln EUR (31/12/2016) / 0 mln EUR (30/06/2017)
  • Credit Valuation Adjustment (CVA): 2 mln EUR (31/12/2016) / 3 mln EUR (30/06/2017)
  • Operational Risk: 1,118 mln EUR (31/12/2016) / 1,118 mln EUR (30/06/2017)

Capital Deductions and Components

• Retained Earnings:
  • 31/12/2016: -119 mln EUR
  • 30/06/2017: -130 mln EUR
• Accumulated Other Comprehensive Income:
  • 31/12/2016: -35 mln EUR
  • 30/06/2017: -26 mln EUR
• Other Reserves:
  • 31/12/2016: 304 mln EUR
  • 30/06/2017: 320 mln EUR
• Deductions:
  • Intangible Assets: -60 mln EUR (31/12/2016) / -57 mln EUR (30/06/2017)
  • DTAs that rely on future profitability: -18 mln EUR (31/12/2016) / -15 mln EUR (30/06/2017)
  • Excess deduction from ATI items over ATI Capital: -31 mln EUR (31/12/2016) / -16 mln EUR (30/06/2017)
  • Deductible DTAs: -29 mln EUR (31/12/2016) / -22 mln EUR (30/06/2017)
  • Holdings of CET1 Capital Instruments (non-significant): -20 mln EUR (31/12/2016) / -32 mln EUR (30/06/2017)
  • Holdings of CET1 Capital Instruments (significant): -27 mln EUR (31/12/2016) / -28 mln EUR (30/06/2017)
  • Other CET1 Capital Deductions: 0 mln EUR (31/12/2016) / 0 mln EUR (30/06/2017)

Leverage Ratio

• Tier 1 Capital (Transitional Definition):
  • 31/12/2016: 1,099 mln EUR
  • 30/06/2017: 1,135 mln EUR
• Leverage Ratio (Transitional Definition):
  • 31/12/2016: 6.4%
  • 30/06/2017: 7.0%
• Tier 1 Capital (Fully Phased-in Definition):
  • 31/12/2016: 1,030 mln EUR
  • 30/06/2017: 1,089 mln EUR
• Leverage Ratio (Fully Phased-in Definition):
  • 31/12/2016: 6.0%
  • 30/06/2017: 6.7%

Profit and Loss (P&L)

• Interest Income:
  • 31/12/2016: 395 mln EUR
  • 30/06/2017: 214 mln EUR
• Interest Expenses:
  • 31/12/2016: 121 mln EUR
  • 30/06/2017: 68 mln EUR
• Net Fee and Commission Income:
  • 31/12/2016: 135 mln EUR
  • 30/06/2017: 65 mln EUR
• Gains or Losses on Derecognition:
  • 31/12/2016: 38 mln EUR
  • 30/06/2017: 4 mln EUR
• Net Operating Income:
  • 31/12/2016: 473 mln EUR
  • 30/06/2017: 229 mln EUR
• Administrative Expenses:
  • 31/12/2016: 298 mln EUR
  • 30/06/2017: 143 mln EUR
• Profit or Loss Before Tax:
  • 31/12/2016: 92 mln EUR
  • 30/06/2017: 59 mln EUR
• Profit or Loss After Tax:
  • 31/12/2016: 58 mln EUR
  • 30/06/2017: 45 mln EUR

Market Risk

• Risk Exposure Amount:
  • 31/12/2016: 0 mln EUR
  • 30/06/2017: 0 mln EUR
• VaR and Stressed VaR:
  • All values are 0 mln EUR for both dates.
• Incremental Default and Migration Risk Capital Charge:
  • 31/12/2016: 0 mln EUR
  • 30/06/2017: 0 mln EUR
• All Price Risks Capital Charge for CTP:
  • 31/12/2016: 0 mln EUR
  • 30/06/2017: 0 mln EUR

Credit Risk - Standardised Approach

Exposure by Category (As of 31/12/2016 and 30/06/2017)

• Central Governments or Central Banks:
  • 31/12/2016: 4,954 mln EUR
  • 30/06/2017: 5,532 mln EUR
• Regional Governments or Local Authorities:
  • 31/12/2016: 279 mln EUR
  • 30/06/2017: 398 mln EUR
• Public Sector Entities:
  • 31/12/2016: 53 mln EUR
  • 30/06/2017: 46 mln EUR
• Corporates:
  • 31/12/2016: 2,507 mln EUR
  • 30/06/2017: 2,607 mln EUR
• Retail:
  • 31/12/2016: 3,156 mln EUR
  • 30/06/2017: 3,657 mln EUR
• Secured by Mortgages on Immovable Property:
  • 31/12/2016: 3,144 mln EUR
  • 30/06/2017: 2,963 mln EUR
• Exposures in Default:
  • 31/12/2016: 892 mln EUR
  • 30/06/2017: 929 mln EUR
• Standardised Total:
  • 31/12/2016: 19,205 mln EUR
  • 30/06/2017: 18,464 mln EUR

Key Regulatory References

• CET1 Capital: Articles 4(118), 72, 50, 26(1) points (a)-(e), 36(1) points (f), (b), (c), (d), (k), and 37 to 38 of CRR.
• Tier 2 Capital: Article 71 of CRR.
• Leverage Ratio: Article 429 of CRR and Delegated Regulation (EU) 2015/62.
• Credit Risk - Standardised Approach: Articles 92(3), 95, 96, and 98 of CRR.