EBA欧洲银行-IT_F1T87K3OQ2OV1UORLH26_TR_2017_12页_734kb

报告摘要

2017 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Banca Carige SpA - Cassa di Risparmio di Genova e Imperia
LEI Code: F1T87K3OQ2OV1UORLH26
Country Code: IT

Own Funds (Transitional Period)

Code	Description	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
A	Own Funds	2,358	2,054	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital	1,942	1,710	C 0.00 (020,010)	Article 50 of CRR
A.1.1	CET1 Eligible Instruments	2,952	2,952	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	-736	-891	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	-159	-156	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	52	52	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for General Banking Risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority Interest in CET1	11	14	C 0.00 (020,010)	Article 84 of CRR
A.1.7	CET1 Adjustments due to Prudential Filters	80	88	C 0.00 (0250,010)	Articles 32 to 35 and 36 (1) point (f) of CRR
A.1.8	Intangible Assets	-57	-49	C 0.00 (0300,010) + C 0.00 (0340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR
A.1.9	DTA Relating to Future Profitability	-333	-407	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB Shortfall	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined Benefit Pension Fund Assets	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal Cross Holdings	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess Deduction from ATI Items	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	Deductions Related to 1.250% Risk Weight	0	0	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + ...	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR
A.1.15	Holdings of CET1 Instruments	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTA Relating to Future Profitability	0	0	C 0.00 (0490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 Instruments with Significant Investment	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (k); 49(1) to (3) and 79 of CRR
A.1.18	Amount Exceeding 17.65% Threshold	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	Additional CET1 Deductions	0	0	C 0.00 (0524,010)	Article 3 of CRR
A.1.20	CET1 Capital Elements or Deductions - Other	-18	-14	C 0.00 (0529,010)	-
A.1.21	Transitional Adjustments	149	120	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional Adjustments - Grandfathered CET1 Instruments	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional Adjustments - Additional Minority Interest	7	2	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	Other Transitional Adjustments	142	118	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	98	51	C 0.00 (0530,010)	Article 61 of CRR
A.3	Tier 1 Capital	2,040	1,761	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital	318	293	C 0.00 (0750,010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Code	Description	As of 31/12/2016 (%)	As of 30/06/2017 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	11.41%	10.45%	CA3 (1)	-
C.2	Tier 1 Capital Ratio	11.98%	10.76%	CA3 (3)	-
C.3	Total Capital Ratio	13.85%	12.55%	CA3 (5)	-

CET1 Capital Fully Loaded

Code	Description	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
D	CET1 Capital	1,793	1,589	[C.A.1-A.C.1-13-A.1-11-MIN(A2+A.1-13-A.2-A.2-2-MIN(A4-A.4-2,A.4-3,O)]	-
E	CET1 Capital Ratio (Fully Loaded)	10.53%	9.71%	[D.1]/[B.8-1]	-

Leverage Ratio

Code	Description	As of 31/12/2016 (%)	As of 30/06/2017 (%)	COREP Code	Regulation
A.1	Tier 1 Capital (Transitional Definition)	7.5%	6.6%	C 47.00 (r340,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 Capital (Fully Phased-in Definition)	6.6%	6.0%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Description	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	Regulation
Credit Risk	15,916	15,157	-
Securitisation and Re-securitisation in Banking Book	2	69	-
Contributions to Default Fund of CCP	0	0	-
Other Credit Risk	15,914	15,088	-
Market Risk (Position, FX, Commodities)	3	1	-
Credit Valuation Adjustment	14	5	-
Operational Risk	1,096	1,200	-
Total Risk Exposure Amount	17,029	16,362	Articles 92(3), 95, 96 and 98 of CRR

Profit and Loss (P&L)

Description	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest Income	581	260
Interest Expenses	285	120
Net Fee and Commission Income	241	123
Gains or Losses on Derecognition	49	-11
Gains or Losses on Trading Financial Assets	3	-1
Gains or Losses on FVPL Instruments	-4	0
Exchange Differences	15	7
Net Other Operating Income/Expenses	112	40
Profit or Loss Before Tax from Continuing Operations	-431	-225
Profit or Loss After Tax from Continuing Operations	-296	-158

Market Risk

Traded Debt Instruments: 3 mln EUR (31/12/2016), 1 mln EUR (30/06/2017)
Foreign Exchange Risk: 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)
Commodities Risk: 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)

Credit Risk - Standardised Approach

Total Risk Exposure Amount: 15,916 mln EUR (31/12/2016), 15,157 mln EUR (30/06/2017)
Value Adjustments and Provisions: 3,475 mln EUR (31/12/2016), 3,646 mln EUR (30/06/2017)

Credit Risk - IRB Approach

IRB Total: 0 mln EUR (31/12/2016), 0 mln EUR (30/06/2017)

Sovereign Exposure

Total Exposure (All Countries): 2,728.4 mln EUR (31/12/2016), 2,399.6 mln EUR (30/06/2017)
Breakdown by Accounting Portfolio:
- Held for Trading: 758.6 mln EUR (31/12/2016), 705.2 mln EUR (30/06/2017)
- Available for Sale: 1,694.4 mln EUR (31/12/2016), 1,693.4 mln EUR (30/06/2017)
- Loans and Receivables: 1,968.2 mln EUR (31/12/2016), 1,693.4 mln EUR (30/06/2017)

Performing and Non-Performing Exposures

Data is presented in mln EUR and %
As of 31/12/2016 and 30/06/2017
Includes details on loan and advance classifications, impairment, and provisions

Key Observations

The bank's own funds decreased from 2,358 mln EUR to 2,054 mln EUR during the transitional period.
CET1 capital also declined from 1,942 mln EUR to 1,710 mln EUR, with several deductions and adjustments.
Tier 1 and Tier 2 capital both decreased, leading to a decline in capital ratios.
Leverage ratios fell from 7.5% to 6.6% using the transitional definition and from 6.6% to 6.0% using the fully phased-in definition.
Risk exposure amounts declined from 17,029 mln EUR to 16,362 mln EUR, with a notable decrease in credit risk exposure.
Market risk remained minimal, with negligible exposure to traded debt instruments, foreign exchange, and commodities.
Credit risk under the standardised approach was significant, with value adjustments and provisions increasing.
IRB approach showed no exposure to credit risk, indicating no defaulted assets or risk-weighted calculations.
Sovereign exposure decreased from 2,728.4 mln EUR to 2,399.6 mln EUR, reflecting a reduction in exposures to general governments.