EBA欧洲银行-NL_529900GGYMNGRQTDOO93_TR_2018_20页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary

Core Information

Bank Name: N.V. Bank Nederlandse Gemeenten (changed to BNG Bank N.V. on 27 August 2018)
LEI Code: 529900GGYMNGRQTDOO93
Country Code: NL

Capital Structure and Requirements (Transitional Period)

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP Code	Regulation
A	OWN FUNDS	4,266	4,610	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
A.1	COMMON EQUITY TIER 1 CAPITAL	3,533	3,876	C:0.00 (020;010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	146	146	C:0.00 (030;010)	Articles 26(1) points (a) and (b); 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained earnings	3,220	3,408	C:0.00 (030;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	463	382	C:0.00 (018;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C:0.00 (015;010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	0	0	C:0.00 (023;010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	-216	-31	C:0.00 (025;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-2	-3	C:0.00 (030;010) + C:0.00 (040;010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
A.1.9	TFAs that rely on future profitability	0	0	C:0.00 (037;010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments	0	0	C:0.00 (038;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C:0.00 (039;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (043;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from AT1 items over AT1 Capital	0	0	C:0.00 (046;010)	Article 36(1) point (g) of CRR
A.1.14	Deductions related to assets with 1.250% risk weight	-25	-24	C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;010), and C:0.00 (048;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (k), 74(3) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (k), 43, 45, 47, 48(1) point (b), 49(3), to (3) and 75(4) of CRR
A.1.15	Securitisation positions	-25	-24	C:0.00 (046;010)	Articles 36(1) point (b), 24(3)1 point (b), 24(4)1 point (b) and 258 of CRR
A.1.16	Holdings of CET1 capital instruments	0	0	C:0.00 (048;010)	Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTAs that rely on future profitability	0	0	C:0.00 (049;010)	Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 capital instruments with significant investment	0	0	C:0.00 (500;010)	Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3), to (3) and 79 of CRR
A.1.18	Amount exceeding 17.65% threshold	0	0	C:0.00 (510;010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	-1	C:0.00 (524;010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C:0.00 (529;010)	-
A.1.21	Transitional adjustments	-51	0	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (0226;010)	Articles 48(3)1 point (3), and 494 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C:0.00 (0246;010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	-51	0	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR
A.2	ADDITIONAL TIER 1 CAPITAL	733	733	C:0.00 (530;010)	Article 61 of CRR
A.3	TIER 1 CAPITAL	4,266	4,610	C:0.00 (615;010)	Article 25 of CRR
A.4	TIER 2 CAPITAL	0	0	C:0.00 (750;010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2017 (%)	As of 30/06/2018 (%)	COREP Code	Regulation
C.1	COMMON EQUITY TIER 1 CAPITAL RATIO	30.35%	31.90%	GA3 (1)	-
C.2	TIER 1 CAPITAL RATIO	36.65%	37.93%	GA3 (3)	-
C.3	TOTAL CAPITAL RATIO	36.65%	37.93%	GA3 (5)	-

Leverage Ratio

Item	Description	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)	COREP Code	Regulation
A.1	Tier 1 capital - transitional definition	4,266	4,610	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
A.2	Tier 1 capital - fully phased-in definition	4,318	4,610	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - using a transitional definition	122,192	128,164	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - using a fully phased-in definition	122,244	128,164	C 47.00 (r290,c010)	-
C.1	Leverage ratio - using a transitional definition	3.5%	3.6%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - using a fully phased-in definition	3.5%	3.6%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	As of 31/12/2017 (mIn EUR)
Risk exposure amounts for credit risk	9,480	9,873
Risk exposure amount for securitisation and re-securitisations in the banking book	1,095	1,105
Risk exposure amount for contributions to the default fund of a CCP	0	1
Risk exposure amount Other credit risk	8,385	8,767
Risk exposure amount for position, foreign exchange and commodities (Market risk)	0	100
Risk exposure amount for Credit Valuation Adjustment	1,210	1,228
Risk exposure amount for operational risk	951	951
Total Risk Exposure Amount	11,641	12,152

P&L (Profit and Loss)

Item	Description	As of 31/12/2017 (mln EUR)
Interest income	5,901	2,878
Of which debt securities income	280	127
Of which loans and advances income	2,357	1,118
Interest expenses	5,469	2,658
Of which deposits expenses	141	108
Of which debt securities issued expenses	2,131	1,071
Net Fee and commission income	23	13
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	52	24
Gains or (-) losses on financial assets and liabilities held for trading, net	76	48
Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net	-13	5
Gains or (-) losses from hedge accounting, net	59	9
Exchange differences [gain or (-) loss], net	10	-1
Net other operating income/(expenses)	2	1
TOTAL OPERATING INCOME, NET	641	318
Administrative expenses	115	47
Depreciation	2	1
Modification gains or (-) losses, net	n.a.	0
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	0	0
Profit or (-) loss before tax from continuing operations	535	275
Profit or (-) loss after tax from continuing operations	393	207
Profit or (-) loss for the year	393	207

Market Risk

Item	Description	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Fixed Debt Instruments	0	0
Of which: General risk	0	0
Of which: Specific risk	0	0
Equities	0	0
Foreign exchange risk	0	100
Commodities risk	0	0
Total Risk Exposure Amount	0	0

Credit Risk - Standardised Approach

Item	Description	As of 31/12/2017 (EUR)
Original Exposure	10,125	15,257
Exposure Value	54,824	59,708
Risk exposure amount	0	0
Value adjustments and provisions	34	62
Standardised Total	20	45

Notes

Original exposure is reported before credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions exclude securitisation provisions and AVAs but include general credit risk adjustments.

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