EBA欧洲银行-DK_LIU16F6VZJSD6UKHD557_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - Nykredit Realkredit
Core Information
- Bank Name: Nykredit Realkredit
- LEI Code: LIU16F6VZJSD6UKHD557
- Country Code: DK (Denmark)
Capital Structure and Requirements
Own Funds (Transitional Period)
| Item | Description | As of 31/12/2016 (EUR) | As of 30/08/2017 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 10,841 | 11,599 | C.01.00 (€010,c010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital | 8,859 | 9,544 | C.01.00 (€020,c010) | Article 50 of CRR |
| A.1.1 | CET1 Eligible Instruments | 159 | 159 | 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 | 4,141 | 4,873 | 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 | 4 | 4 | C.01.00 (€180,c010) | Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR |
| A.1.4 | Other Reserves | 4,513 | 4,512 | 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 in CET1 | 74 | 77 | C.01.00 (€230,c010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to Prudential Filters | -13 | -13 | C.01.00 (€250,c010) | Articles 32 to 35 of and 36(1) point (f) of CRR |
| A.1.8 | Intangible Assets | -27 | -23 | 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 based on Future Profitability | -5 | 0 | C.01.00 (€370,c010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB Shortfall | -44 | -60 | C.01.00 (€380,c010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined Benefit Pension Fund Assets | -32 | -32 | C.01.00 (€390,c010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal Cross Holdings | 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 | 0 | 0 | C.01.00 (€440,c010) | Article 36(1) point (j) of CRR |
| A.1.14 | Deductions from Assets with 1.250% Risk Weight | 0 | 0 | C.01.00 (€450,c010) + C.01.00 (€460,c010) + C.01.00 (€470,c010) + C.01.00 (€471,c010) + C.01.00 (€472,c010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (k) and 258 of CRR; Articles 36(1) point (l) (o) 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 | CET1 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 | CET1 Instruments of Financial Sector Entities (no significant investment) | 0 | 0 | C.01.00 (€480,c010) | Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.17 | CET1 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 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 | 90 | 47 | GA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional Adjustments for 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 for Additional Minority Interests | 59 | 29 | C.01.00 (€240,c010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other Transitional Adjustments | 31 | 18 | C.01.00 (€520,c010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital | 494 | 503 | C.01.00 (€530,c010) | Article 61 of CRR |
| A.3 | Tier 1 Capital | 9,354 | 10,047 | C.01.00 (€615,c010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 1,488 | 1,552 | C.01.00 (€750,c010) | Article 71 of CRR |
Capital Ratios (Transitional Period)
| Item | Description | As of 31/12/2016 (%) | As of 30/06/2017 (%) |
|---|---|---|---|
| C.1 | CET1 Capital Ratio | 18.85% | 20.99% |
| C.2 | Tier 1 Capital Ratio | 19.91% | 22.10% |
| C.3 | Total Capital Ratio | 23.07% | 25.51% |
Fully Loaded CET1 Capital
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) | CET1 Capital Ratio |
|---|---|---|---|---|
| D | CET1 Capital | 8,770 | 9,496 | 18.66% |
| E | CET1 Capital Ratio | 8,770 | 9,496 | 20.89% |
Leverage Ratio
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) | Leverage Ratio (%) |
|---|---|---|---|---|
| A.1 | Tier 1 Capital (Transitional Definition) | 9,354 | 10,047 | 4.7% |
| A.2 | Tier 1 Capital (Fully Phased-in Definition) | 9,275 | 10,008 | 4.6% |
| B.1 | Total Leverage Ratio Exposures (Transitional Tier 1) | 200,712 | 197,974 | 5.1% |
| B.2 | Total Leverage Ratio Exposures (Fully Phased-in Tier 1) | 200,688 | 197,960 | 5.1% |
Risk Exposure Amounts
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|---|
| Credit Risk | Total Risk Exposure Amount | 46,991 | 45,470 |
| - Securitisation and Re-securitisation (Banking Book) | 0 | 0 | |
| - Contributions to Default Fund of a CCP | 25 | 13 | |
| - Other Credit Risk | 40,767 | 39,568 | |
| Market Risk | Risk Exposure Amount | 3,410 | 2,944 |
| - Credit Valuation Adjustment | 136 | 87 | |
| - Operational Risk | 2,641 | 2,857 | |
| - Other Risk Exposure Amounts | 11 | 0 |
P&L Summary
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|---|
| Interest Income | 3,894 | 1,914 | |
| - Loans and Advances | 3,781 | 1,854 | |
| Interest Expenses | 2,447 | 1,146 | |
| - Deposits Expenses | 29 | 15 | |
| - Debt Securities Issued Expenses | 2,332 | 1,090 | |
| Dividend Income | 14 | 17 | |
| Net Fee and Commission Income | -40 | -21 | |
| Gains or Losses on Derecognition | 51 | 0 | |
| Gains or Losses on Trading Financial Assets | 173 | 371 | |
| Gains or Losses on Fair Value Through Profit or Loss | -113 | 43 | |
| Gains or Losses from Hedge Accounting | 3 | 0 | |
| Exchange Differences | 7 | 8 | |
| Net Other Operating Income/(Expenses) | -9 | 62 | |
| Total Operating Income, Net | 1,533 | 1,248 | |
| Administrative Expenses | 645 | 348 | |
| Depreciation | 27 | 12 | |
| Provisions or Reversal of Provisions | -6 | 1 | |
| Profit or Loss Before Tax from Continuing Operations | 902 | 924 | |
| Profit or Loss After Tax from Continuing Operations | 717 | 730 |
Market Risk (Standardised Approach)
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|---|
| Traded Debt Instruments | 1,014 | 982 | |
| - General Risk | 189 | 201 | |
| - Specific Risk | 825 | 781 | |
| Equities | 372 | 271 | |
| - Specific Risk | 22 | 23 | |
| - Other | 350 | 248 | |
| Foreign Exchange Risk | 3,410 | 2,944 | |
| Commodities Risk | 0 | 0 | |
| Total Risk Exposure Amount | 46,991 | 45,470 |
Credit Risk - Standardised Approach
| Item | Description | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|---|
| Central Governments or Central Banks | 3,264 | 3,957 | |
| Institutions | 1,985 | 2,335 | |
| Corporates | 2,349 | 787 | |
| - SME | 411 | 402 | |
| Retail | 43 | 78 | |
| - SME | 0 | 0 | |
| Secured by Mortgages | 97 | 96 | |
| - SME | 0 | 0 | |
| Exposures in Default | 7 | 5 | |
| Covered Bonds | 3,785 | 1,957 | |
| Standardised Total | 11,547 | 10,221 |
Summary of Key Observations
- Capital Adequacy: Nykredit Realkredit showed an increase in own funds and capital ratios during the transitional period, with CET1 capital rising from 8,859 million EUR to 9,544 million EUR.
- Leverage Ratio: The leverage ratio improved from 4.7% to 5.1% using the transitional definition of Tier 1 capital.
- Risk Exposure: The total risk exposure amount decreased from 46,991 million EUR to 45,470 million EUR, with reductions in credit and market risk.
- P&L Performance: The bank reported a net profit before tax of 902 million EUR in 2016 and 924 million EUR in 2017, showing a slight increase.
- Regulatory Compliance: The data is aligned with the Capital Requirements Regulation (CRR) and related delegated regulations, indicating compliance with EU banking transparency standards.
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