EBA欧洲银行-DE_391200EEGLNXBBCVKC73_TR_2015_21页_4mb

报告摘要

2015 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Erwerbsgesellschaft der S-Finanzgruppe mbH & Co. KG
LEI Code: 391200EEGLNXBBCVKC73
Country Code: DE (Germany)

Capital Structure Overview

Capital Ratios (As of 31/12/2014 and 30/06/2015)

Capital Type	As of 31/12/2014	As of 30/06/2015
Common Equity Tier 1 (CET1)	12.83%	13.39%
Tier 1 Capital	12.83%	13.39%
Total Capital	16.88%	17.09%

Capital Composition

Own Funds

Component	As of 31/12/2014	As of 30/06/2015
Own Funds	4,175	4,157

Common Equity Tier 1 (CET1) Capital

Component	As of 31/12/2014	As of 30/06/2015
CET1 Capital (net of deductions)	3,173	3,258

CET1 Deductions

Deduction	As of 31/12/2014	As of 30/06/2015
Intangible assets	-134	-115
Deductible DTAs (future profitability)	-86	-105
IRB shortfall (credit risk)	-51	0
Excess deduction from AT1 items over AT1 Capital	-124	-67
Other CET1 deductions	-12	-9

Transitional Adjustments

Adjustment Type	As of 31/12/2014	As of 30/06/2015
Transitional adjustments	269	157
Grandfathered CET1 instruments	0	0
Additional minority interests	35	17
Other transitional adjustments	233	140

Additional Tier 1 (AT1) Capital

Component	As of 31/12/2014	As of 30/06/2015
AT1 Capital instruments	3	2
Other AT1 components and deductions	-3	-2

Tier 2 Capital

Component	As of 31/12/2014	As of 30/06/2015
Tier 2 Capital instruments	1,020	797
Other Tier 2 components and deductions	-18	103

Total Risk Exposure Amount

As of Date	Total Risk Exposure Amount (in EUR)
31/12/2014	24,742
30/06/2015	24,324

Risk Exposure Breakdown

Risk Type	As of 31/12/2014	As of 30/06/2015
Credit risk	21,563	20,949
Securitisation and re-securitisation (banking book)	283	271
Contributions to default fund of CCP	1	1
Other credit risk	21,280	20,678
Market risk (foreign exchange and commodities)	673	721
Credit Valuation Adjustment (CVA)	464	383
Operational risk	1,427	1,464
Other risk exposure	615	807

Capital Definitions and Regulatory References

Capital Type	Regulation Reference
Own Funds	Articles 4(118) and 72 of CRR
CET1 Capital (net of deductions)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
Accumulated other comprehensive income	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
Other Reserves	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
Minority interest given recognition in CET1	Article 84 of CRR
Adjustments to CET1 due to prudential filters	Articles 32 to 35 and 36(1) point (f) of CRR
Deductible DTAs (future profitability)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall (credit risk)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	Article 36(1) point (j) of CRR
Deductions related to assets with 1.250% risk weight	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; 36(1) point (k) (i), 24(3) point (b), 244(1) point (b) and 258 of CRR; 36(1) point (k) (iii) and 379(3) of CRR; 36(1) point (k) (iv) and 153(8) of CRR; 36(1) point (k) (v) and 155(4) of CRR
Other CET1 capital elements and deductions	-
Transitional adjustments to CET1 Capital	Articles 469 to 472, 478 and 481 of CRR
Additional Tier 1 Capital	Article 61 of CRR

Key Observations

The bank's CET1 capital increased from 3,173 in December 2014 to 3,258 in June 2015.
The Total Capital ratio improved slightly from 16.88% to 17.09%.
The Total Risk Exposure Amount decreased from 24,742 EUR in December 2014 to 24,324 EUR in June 2015.
The risk exposure for credit risk declined from 21,563 EUR to 20,949 EUR.
Market risk exposure increased from 673 EUR to 721 EUR.
The bank had no significant exposure to securitisation in the trading book in June 2015.
The CET1 capital was affected by several deductions, including intangible assets and IRB shortfall.