EBA欧洲银行-ES_95980020140005881190_TR_2018_18页_1mb
报告摘要
2018 EU-wide Transparency Exercise Summary - Banco de Crédito Social Cooperativo, S.A.
Core Information
- Bank Name: Banco de Crédito Social Cooperativo, S.A.
- LEI Code: 95980020140005881190
- Country Code: ES (Spain)
Capital Structure (Transitional Period)
| Item | As of 31/12/2017 (min EUR) | As of 30/06/2018 (min EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A.1.1 | 2,602 | 2,694 | 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 | 365 | 206 | C:0.00 (030;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 2 | 0 | C:0.00 (018;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 65 | 45 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C:0.00 (015;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 0 | 0 | C:0.00 (023;010) | Article 84 of CRR |
| A.1.7 | 0 | 1 | C:0.00 (025;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -196 | -133 | 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 CCR |
| A.1.9 | -196 | -200 | C:0.00 (037;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | 0 | 0 | C:0.00 (038;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | 0 | -1 | C:0.00 (039;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | 0 | 0 | C:0.00 (043;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | -39 | 0 | C:0.00 (046;010) | Article 36(1) point (g) of CRR |
| A.1.14 | -33 | -27 | C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;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 | -33 | -27 | 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 | 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 | 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 | 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.1.21 | 108 | 226 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C:0.00 (0226;010) | Articles 48(3)1 point (3), and 484 to 487 of CRR |
| A.1.21.2 | 0 | 0 | C:0.00 (0246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 108 | 226 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | 0 | 0 | C:0.00 (530;010) | Article 61 of CRR |
| A.2.1 | 0 | 0 | C:0.00 (540;010) + C:0.00 (547;010) | - |
| A.3 | 2,678 | 2,812 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | 522 | 400 | C:0.00 (750;010) | Article 71 of CRR |
| A.4.1 | 400 | 400 | C:0.00 (760;010) + C:0.00 (690;010) | - |
| A.4.2 | 122 | 0 | C:0.00 (918;010) + C:0.00 (940;010), + C:0.00 (930;010), + C:0.00 (950;010), + C:0.00 (979;010), + C:0.00 (978;010) | - |
| A.4.3 | 0 | 0 | C:0.00 (688;010) + C:0.00 (690;010), + C:0.00 (796;010) | - |
| B | 23,935 | 23,424 | C:0.00 (615;010) | Articles 8(3), 95, 96 and 98 of CRR |
| B.1 | 0 | 56 | C:0.01 (615;010) | - |
| C.1 | 11.19% | 12.01% | GA3 (1) | - |
| C.2 | 11.19% | 12.01% | GA3 (3) | - |
| C.3 | 13.37% | 13.71% | GA3 (5) | - |
Capital Ratios (Fully Loaded)
| Item | As of 31/12/2017 | As of 30/06/2018 | COREP Code | Regulation |
|---|---|---|---|---|
| CET1 Capital | 2,609 | 2,587 | - | - |
| CET1 Capital Ratio | 10.90% | 11.07% | - | - |
Risk Exposure Amounts
| Risk Type | As of 31/12/2017 (mIn EUR) | As of 30/06/2018 (mIn EUR) |
|---|---|---|
| Credit Risk | 22,449 | 21,945 |
| Securitisation and Re-securitisation (Banking Book) | 11 | 10 |
| Contributions to the Default Fund of a CCP | 0 | 0 |
| Other Credit Risk | 22,439 | 21,935 |
| Operational Risk | 1,444 | 1,444 |
| Total Risk Exposure Amount | 23,935 | 23,424 |
Leverage Ratio
| Item | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital (Transitional) | 2,678 | 2,812 | C 47.00 (r320,c010) | Article 429 of CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital (Fully Phased-In) | 2,609 | 2,587 | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures (Transitional) | 41,554 | 43,642 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures (Fully Phased-In) | 41,485 | 43,416 | C 47.00 (r290,c010) | - |
| Leverage Ratio (Transitional) | 6.4% | 6.4% | C 47.00 (r340,c010) | - |
| Leverage Ratio (Fully Phased-In) | 6.3% | 6.0% | C 47.00 (r330,c010) | - |
Credit Risk - Standardised Approach
| Risk Type | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) |
|---|---|---|
| Central Governments or Central Banks | 4,876 | 7,174 |
| Regional Governments or Local Authorities | 933 | 815 |
| Public Sector Entities | 286 | 268 |
| Corporates | 6,199 | 7,108 |
| Corporates - SME | 3,279 | 3,698 |
| Retail | 8,524 | 8,903 |
| Retail - SME | 6,232 | 6,422 |
| Retail - Secured on Real Estate | 14,508 | 14,205 |
| Retail - SME Secured on Real Estate | 1,926 | 1,846 |
| Exposures in Default | 3,336 | 2,712 |
| Items Associated with Particularly High Risk | 11 | 15 |
| Covered Bonds | 0 | 0 |
| Claims on Institutions with ST Credit Assessment | 0 | 0 |
| Collective Investments Undertakings (CIU) | 153 | 117 |
| Equity | 205 | 192 |
| Securitisation | 72 | 67 |
| Other Exposures | 5,735 | 5,358 |
| Standardised Total | 45,381 | 47,382 |
Credit Risk - IRB Approach
| Risk Type | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) |
|---|---|---|
| Central Banks and Central Governments | 0 | 0 |
| Institutions | 0 | 0 |
| Corporates | 0 | 0 |
| Corporates - SME | 0 | 0 |
| Retail | 0 | 0 |
| Retail - Secured on Real Estate | 0 | 0 |
| Retail - SME Secured on Real Estate | 0 | 0 |
| Retail - Non-SME Secured on Real Estate | 0 | 0 |
| Retail - Qualifying Revolving | 0 | 0 |
| Retail - Other Retail | 0 | 0 |
| Retail - SME Other Retail | 0 | 0 |
| Retail - Non-SME Other Retail | 0 | 0 |
| Equity | - | - |
| Securitisation | 0 | 0 |
| Other Non-Credit-Obligation Assets | - | - |
| IRB Total | - | - |
Sovereign Exposure
| Country / Region | Financial Assets (Carrying Amount) | Memo: Breakdown by Accounting Portfolio |
|---|---|---|
| Total - All Countries | 4,883.5 | - |
Key Observations
- The bank's own funds increased slightly from 3,200 mln EUR to 3,212 mln EUR during the transitional period.
- CET1 capital rose from 2,678 mln EUR to 2,812 mln EUR, indicating improved capital adequacy.
- Tier 2 capital decreased from 522 mln EUR to 400 mln EUR.
- The leverage ratio remained relatively stable, with a slight decrease in the fully phased-in scenario.
- Credit risk exposure decreased from 22,449 mln EUR to 21,945 mln EUR.
- The standardised approach shows a significant increase in total risk exposure, likely due to the inclusion of more assets.
- Sovereign exposure is reported as 4,883.5 mln EUR, but details are limited in the IRB approach.
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