EBA欧洲银行-SE_EV2XZWMLLXF2QRX0CD47_TR_2017_12页_826kb

报告摘要

2017 EU-wide Transparency Exercise Summary - Kommuninvest - group

Core Information

Bank Name: Kommuninvest - group
LEI Code: EV2XZWMLLXF2QRX0CD47
Country Code: SE (Sweden)
Exercise Period: 2017 EU-wide Transparency Exercise

Capital Structure (Transitional Period)

Own Funds

Item	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
A	Own Funds	668	715
A.1	CET1 Capital	605	673
A.1.1	CET1 Capital Instruments	567	633
A.1.2	Retained Earnings	57	57
A.1.3	Accumulated Other Comprehensive Income	1	2
A.1.4	Other Reserves	0	0
A.1.5	Funds for General Banking Risk	0	0
A.1.6	Minority Interest in CET1	0	0
A.1.7	Adjustments to CET1 due to prudential filters	-20	-18
A.1.8	Intangible Assets (including Goodwill)	0	0
A.1.9	DTAs based on future profitability	0	0
A.1.10	IRB shortfall of credit risk adjustments	0	0
A.1.11	Defined Benefit Pension Fund Assets	0	0
A.1.12	Reciprocal Cross Holdings in CET1	0	0
A.1.13	Excess Deduction from ATI items over ATI Capital	0	0
A.1.14	Deductions related to assets with 1.250% risk weight	0	0
A.1.14.1	Deductions from securitisation positions	0	0
A.1.15	Holdings of CET1 Capital of financial entities (non-significant)	0	0
A.1.16	Deductible DTAs based on future profitability	0	0
A.1.17	Holdings of CET1 Capital of financial entities (significant)	0	0
A.1.18	Amount exceeding 17.65% threshold	0	0
A.1.19	Additional deductions due to Article 3 CRR	0	0
A.1.20	CET1 Capital elements or deductions - other	0	0
A.1.21	Transitional adjustments	0	0
A.1.21.1	Transitional adjustments due to grandfathered CET1 instruments	0	0
A.1.21.2	Transitional adjustments due to additional minority interests	0	0
A.1.21.3	Other transitional adjustments to CET1	0	0
A.2	Additional Tier 1 Capital	0	0
A.2.1	Additional Tier 1 Capital instruments	0	0
A.2.2	Excess deduction from T2 items over T2 capital	0	0
A.2.3	Other Additional Tier 1 components and deductions	0	0
A.2.4	Additional Tier 1 transitional adjustments	0	0
A.3	Tier 1 Capital	605	673
A.4	Tier 2 Capital	63	41

Capital Ratios (Transitional Period)

C.1: CET1 Capital Ratio - 106.56% (31/12/2016) to 144.46% (30/06/2017)
C.2: Tier 1 Capital Ratio - 106.56% (31/12/2016) to 144.46% (30/06/2017)
C.3: Total Capital Ratio - 117.61% (31/12/2016) to 153.36% (30/06/2017)

Fully Loaded CET1 Capital

D: CET1 Capital (fully loaded) - 605 mln EUR (31/12/2016) to 673 mln EUR (30/06/2017)
E: CET1 Capital Ratio (fully loaded) - 106.56% (31/12/2016) to 144.46% (30/06/2017)

Leverage Ratio

Item	Description	31/12/2016	30/06/2017
A.1	Tier 1 Capital (transitional definition)	605	673
B.1	Total leverage ratio exposures (transitional definition)	37,771	39,921
C.1	Leverage ratio (transitional definition)	1.6%	1.7%

Risk Exposure Amounts

Risk Type	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Credit Risk	237	180
Securitisation and Re-securitisation in Banking Book	0	0
Contributions to CCP Default Fund	0	0
Other Credit Risk	237	180
Market Risk (Position, FX, Commodities)	0	0
Credit Valuation Adjustment	161	117
Operational Risk	171	169
Total Risk Exposure Amount	568	466

Credit Risk - Standardised Approach

Item	31/12/2016	30/06/2017
Original Exposure	37,791	39,939
Exposure Value	37,698	39,815
Risk Exposure Amount	237	180
Value Adjustments and Provisions	0	0

Credit Risk - IRB Approach

Item	31/12/2016	30/06/2017
Original Exposure	0	0
Exposure Value	0	0
Risk Exposure Amount	0	0
Value Adjustments and Provisions	0	0
IRB Total	0	0

Sovereign Exposure (as of 31/12/2016 and 30/06/2017)

Country / Region	Financial Assets: Carrying Amount (mln EUR)	Breakdown by Accounting Portfolio
TOTAL - ALL COUNTRIES	13,927.1	1,980.8
Finland	287.6	287.6
Germany	44.3	44.3

Key Observations

Capital Increase: The bank's CET1 capital increased from 605 mln EUR to 673 mln EUR during the transitional period.
Capital Ratios: All capital ratios (CET1, Tier 1, Total) improved significantly, from 106.56% to 144.46%.
Leverage Ratio: The leverage ratio increased from 1.6% to 1.7%.
Risk Exposure: The total risk exposure amount decreased from 568 mln EUR to 466 mln EUR.
Credit Risk: The risk exposure for credit risk decreased from 237 mln EUR to 180 mln EUR.
No Exposure in IRB Approach: The bank had no exposure under the IRB approach for both periods.
Sovereign Exposure: The bank had sovereign exposure in Finland and Germany, with no changes in the amounts reported for these countries.