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Banca Monte dei Paschi di Siena SpA - 2017 EU-wide Transparency Exercise Summary

Core Content Overview

This document provides a detailed overview of the financial position, capital ratios, risk exposures, and profit and loss (P&L) of Banca Monte dei Paschi di Siena SpA as part of the 2017 EU-wide Transparency Exercise. It includes data for the years 31/12/2016 and 30/06/2017, with references to relevant regulations and core reporting codes.

Key Financial Metrics

Capital Structure (Transitional Period)

• Own Funds (as of 31/12/2016): €6,817 mln
• Own Funds (as of 30/06/2017): €1,684 mln

Capital Ratios (Transitional Period)

• CET1 Capital Ratio (as of 31/12/2016): 8.17%
• CET1 Capital Ratio (as of 30/06/2017): 1.50%
• Tier 1 Capital Ratio (as of 31/12/2016): 8.17%
• Tier 1 Capital Ratio (as of 30/06/2017): 1.50%
• Total Capital Ratio (as of 31/12/2016): 10.40%
• Total Capital Ratio (as of 30/06/2017): 2.76%

CET1 Capital Fully Loaded

• CET1 Capital (as of 31/12/2016): €4,198 mln
• CET1 Capital (as of 30/06/2017): -€315 mln

Risk Exposure Amounts

• Total Risk Exposure Amount (as of 31/12/2016): €65,522 mln
• Total Risk Exposure Amount (as of 30/06/2017): €61,038 mln

Profit and Loss (P&L)

• Total Operating Income, Net (as of 31/12/2016): €4,534 mln
• Total Operating Income, Net (as of 30/06/2017): €1,990 mln

Credit Risk - Standardised Approach

• Total Risk Exposure Amount (as of 31/12/2016): €113,606 mln
• Total Risk Exposure Amount (as of 30/06/2017): €57,786 mln

Credit Risk - IRB Approach

• Total Risk Exposure Amount (as of 31/12/2016): €30,325 mln
• Total Risk Exposure Amount (as of 30/06/2017): €29,464 mln

Sovereign Exposure

• Total Sovereign Exposure (as of 31/12/2016): €22,753.7 mln
• Total Sovereign Exposure (as of 30/06/2017): €21,697.4 mln

Leverage Ratio

• Tier 1 Capital - Transitional definition (as of 31/12/2016): €5,353 mln
• Tier 1 Capital - Fully phased-in definition (as of 31/12/2016): €4,408 mln

Main Points and Key Information

• Capital structure showed a significant decline from €6,817 mln to €1,684 mln between the two reporting periods.
• CET1 capital decreased from €5,353 mln to €918 mln, indicating a major reduction in core capital.
• Capital ratios dropped significantly from 8.17% to 1.50% for CET1 and from 10.40% to 2.76% for total capital, suggesting a weakened capital position.
• Profit and loss was negative for both periods, with a more severe decline in 2017 (-€4,282 mln).
• Risk exposure amounts decreased from €65,522 mln to €61,038 mln, primarily due to a reduction in credit and market risk.
• Sovereign exposure also declined, with a total of €22,753.7 mln in 2016 and €21,697.4 mln in 2017.
• Leverage ratios dropped below 3% in 2017, indicating increased leverage and potential regulatory concerns.