EBA欧洲银行-SE_NHBDILHZTYCNBV5UYZ31_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Svenska Handelsbanken - group
LEI Code: NHBDILHZTYCNBV5UYZ31
Country Code: SE (Sweden)
Transparency Period: 2016 EU-wide Transparency Exercise

Own Funds - Transitional Period

Item	Description	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP Code	Regulation
A	Own Funds	13,982	14,543	C.01.00 (€010,c010)	Articles 4(118) and 72 of CRR
A.1	Common Equity Tier 1 Capital (CET1)	10,940	11,567	C.01.00 (€020,c010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1	494	690	C.01.00 (€030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained earnings	11,084	11,687	C.01.00 (€130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	931	1,174	C.01.00 (€180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	78	82	C.01.00 (€200,c010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C.01.00 (€210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1	0	0	C.01.00 (€230,c010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-598	-1,008	C.01.00 (€250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-897	-895	C.01.00 (€300,c010) + C.01.00 (€340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
A.1.9	DTAs that rely on future profitability	0	0	C.01.00 (€370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-152	-164	C.01.00 (€380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C.01.00 (€390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (€430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from ATI items over ATI Capital	0	0	C.01.00 (€440,c010)	Articles 36(1) point (j) of CRR
A.1.14	Deductions related to assets with 1.250% risk weight	0	0	C.01.00 (€450,c010) + C.01.00 (€460,c010) + ...	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) and 258 of CRR; Articles 36(1) point (l) (i), and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	Excess deduction from securitisation positions	0	0	C.01.00 (€460,c010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	Holdings of CET1 capital instruments of financial sector entities (non-significant investment)	0	0	C.01.00 (€480,c010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities (significant investment)	0	0	C.01.00 (€490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.18	Amount exceeding 17.65% threshold	0	0	C.01.00 (€510,c010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 due to Article 3 CRR	0	0	C.01.00 (€524,c010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C.01.00 (€529,c010)	-
A.1.21	Transitional adjustments	0	0	GA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 instruments	0	0	C.01.00 (€220,c010)	Articles 48(3) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C.01.00 (€240,c010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1	0	0	C.01.00 (€520,c010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	1,299	1,278	C.01.00 (€530,c010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	1,043	1,029	C.01.00 (€540,c010) + C.01.00 (€670,c010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C.01.00 (€720,c010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	C.01.00 (€690,c010) + ...	-
A.2.4	Additional Tier 1 transitional adjustments	256	249	C.01.00 (€660,c010) + C.01.00 (€680,c010) + C.01.00 (€730,c010)	-
A.3	Tier 1 Capital	12,239	12,845	C.01.00 (€615,c010)	Article 25 of CRR
A.4	Tier 2 Capital	1,743	1,698	C.01.00 (€750,c010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	1,866	1,818	C.01.00 (€760,c010) + C.01.00 (€890,c010)	-
A.4.2	Other Tier 2 Capital components and deductions	-123	-120	C.01.00 (€910,c010) + ...	-
A.4.3	Tier 2 transitional adjustments	0	0	C.01.00 (€880,c010) + C.01.00 (€900,c010) + C.01.00 (€960,c010)	-

Capital Ratios - Transitional Period

Item	Description	As of 31/12/2015 (%)	As of 30/06/2016 (%)	COREP Code
C.1	CET1 Capital Ratio	21.25%	22.97%	CA3 (1)
C.2	Tier 1 Capital Ratio	23.77%	25.51%	CA3 (3)
C.3	Total Capital Ratio	27.16%	28.88%	CA3 (5)

Own Funds Requirements

Item	Description	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
B	Total Risk Exposure Amount	51,486	50,349
B.1	Transitional adjustments included	0	0

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit risk	43,062	42,164
Securitisation and re-securitisations (banking book)	0	0
Contributions to the default fund of a CCP	1	1
Other credit risk	43,060	42,163
Market risk (position, foreign exchange, commodities)	1,123	943
Credit Valuation Adjustment	970	856
Operational risk	6,332	6,386
Other risk exposure amounts	0	0
Total Risk Exposure Amount	51,486	50,349

Profit and Loss (P&L)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Interest income	5,946	2,882
Of which debt securities income	171	69
Of which loans and advances income	4,832	2,223
Interest expenses	2,899	1,440
Of which deposits expenses	307	142
Of which debt securities issued expenses	1,977	952
Dividend income	77	30
Net Fee and commission income	887	410
Gains or (-) losses on derecognition of financial assets and liabilities	264	193
Gains or (-) losses on financial assets and liabilities held for trading	1,943	-281
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss	-54	109
Gains or (-) losses from hedge accounting	-2	4
Exchange differences	-1,921	203
Net other operating income/(expenses)	22	8
Total Operating Income, Net	4,263	2,119
Administrative expenses	1,885	961
Depreciation	51	26
Provisions or (-) reversal of provisions	4	0
Commitments and guarantees given	4	0
Other provisions	0	0
Profit or (-) Loss Before Tax from Continuing Operations	2,159	1,529
Profit or (-) Loss After Tax from Continuing Operations	1,697	1,316
Profit or (-) Loss for the Year	1,697	1,316

Credit Risk - Standardised Approach

Consolidated Data (Sweden)

Risk Category	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	29,124	65,283
Regional governments or local authorities	2,758	2,670
Public sector entities	0	0
Multilateral Development Banks	71	90
International Organisations	0	0
Institutions	577	900
Corporates	2,380	2,103
Of which: SME	500	415
Retail	3,437	2,970
Of which: SME	313	302
Secured by mortgages on immovable property	7,886	9,335
Of which: SME	1,278	1,549
Exposures in default	35	31
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	868	738
Other exposures	974	931
Standardised Total	48,110	85,030

Standardised Approach (United Kingdom)

Risk Category	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	6,085	8,268
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	385	772
Corporates	173	67
Of which: SME	25	30
Retail	2,314	1,583
Of which: SME	187	169
Secured by mortgages on immovable property	5,145	5,683
Of which: SME	7	9
Exposures in default	9	7
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	0	0
Other exposures	35	29
Standardised Total	1,123	1,123

Standardised Approach (Norway)

Risk Category	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	939	676
Regional governments or local authorities	7	9
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	0	0
Corporates	105	63
Of which: SME	3	3
Retail	192	200
Of which: SME	20	23
Secured by mortgages on immovable property	89	144
Of which: SME	6	3
Exposures in default	0	0
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	32	0
Other exposures	29	27
Standardised Total	1,123	1,123

Key Observations

Own Funds: The bank's own funds increased from 13,982 EUR to 14,543 EUR during the transitional period, with CET1 capital rising from 10,940 EUR to 11,567 EUR.
Capital Ratios: The CET1 capital ratio improved from 21.25% to 22.97%, Tier 1 capital ratio from 23.77% to 25.51%, and total capital ratio from 27.16% to 28.88%.
Risk Exposure: The total risk exposure decreased from 51,486 EUR to 50,349 EUR, with credit risk being the largest component.
Profit and Loss: Net operating income declined significantly from 4,263 EUR to 2,119 EUR, and profit after tax also decreased from 1,697 EUR to 1,316 EUR.
Credit Risk Breakdown: The bank has significant exposure to central governments and corporates, with a notable portion of exposures secured by mortgages on immovable property.

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