EBA欧洲银行-PT_JU1U6S0DG9YLT7N8ZV32_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary for Banco Comercial Português SA
Core Information
- Bank Name: Banco Comercial Português SA
- LEI Code: JU1U6S0DG9YLT7N8ZV32
- Country Code: PT
- Exercise Year: 2017
- Transitional Period: Covered in the reporting
Capital Structure and Ratios (Transitional Period)
Own Funds
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 5,257 | 5,353 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | 4,874 | 4,953 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | 4,972 | 5,613 | 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 | 656 | 785 | C 0.00 (130,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | -2,891 | -2,721 | C 0.00 (180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 2,271 | 2,204 | C 0.00 (200,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C 0.00 (210,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 486 | 458 | C 0.00 (230,010) | Article 84 of CRR |
| A.1.7 | 30 | 52 | C 0.00 (250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -268 | -267 | C 0.00 (300,010) + C 0.00 (340,010) | 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 | -495 | -494 | C 0.00 (370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -120 | -440 | C 0.00 (380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | -22 | -92 | C 0.00 (390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | 0 | 0 | C 0.00 (430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | -157 | -62 | C 0.00 (440,010) | Article 36(1) point (j) of CRR |
| A.1.14 | 0 | 0 | C 0.00 (450,010) + C 0.00 (460,010) + C 0.00 (470,010) + C 0.00 (471,010) + C 0.00 (472,010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (i) (a), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (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.1.14.1 | 0 | 0 | C 0.00 (460,010) | Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.15 | 0 | 0 | C 0.00 (480,010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | 0 | 0 | C 0.00 (529,010) | Article 36(1) point (j) of CRR |
| A.1.17 | 1,301 | 740 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.18 | 0 | 0 | C 0.00 (524,010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Ratios (Transitional Period)
| Ratio Type | As of 31/12/2016 (%) | As of 30/06/2017 (%) | COREP Code |
|---|---|---|---|
| CET1 Capital Ratio | 12.45% | 12.98% | C A3 (1) |
| Tier 1 Capital Ratio | 12.45% | 12.98% | C A3 (3) |
| Total Capital Ratio | 13.43% | 14.03% | C A3 (5) |
CET1 Capital (Fully loaded)
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| CET1 Capital | 3,730 | 4,275 |
CET1 Capital Ratio (Fully loaded)
| As of | CET1 Capital Ratio (%) |
|---|---|
| 31/12/2016 | 9.66% |
| 30/06/2017 | 11.45% |
Leverage Ratio
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital (Transitional definition) | 4,874 | 4,953 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital (Fully phased-in definition) | 3,744 | 4,340 | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures (Transitional definition) | 75,101 | 75,222 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures (Fully phased-in definition) | 74,248 | 74,719 | C 47.00 (r290,c010) | - |
| Leverage Ratio (Transitional definition) | 6.5% | 6.6% | C 47.00 (r340,c010) | - |
| Leverage Ratio (Fully phased-in definition) | 5.0% | 5.8% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Type | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Credit Risk | 34,576 | 33,390 |
| Securitisation and Re-securitisation (Banking Book) | 406 | 404 |
| Contributions to Default Fund of a CCP | 0 | 0 |
| Other Credit Risk | 34,170 | 32,986 |
| Market Risk (Position, FX, Commodities) | 675 | 841 |
| Total Risk Exposure Amount | 39,160 | 38,147 |
Profit and Loss (P&L)
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Interest Income | 1,912 | 958 |
| Of which Debt Securities Income | 264 | 147 |
| Of which Loans and Advances Income | 1,522 | 758 |
| Interest Expenses | 689 | 286 |
| Of which Deposits Expenses | 396 | 188 |
| Of which Debt Securities Issued Expenses | 263 | 83 |
| Dividend Income | 8 | 2 |
| Net Fee and Commission Income | 649 | 333 |
| Gains or (-) Losses on Derecognition | 84 | 23 |
| Gains or (-) Losses on Trading Financial Assets | 42 | 58 |
| Gains or (-) Losses on Fair Value through Profit or Loss | -27 | -42 |
| Gains or (-) Losses from Hedge Accounting | 11 | -2 |
| Exchange Differences | 81 | 40 |
| Net Other Operating Income/(Expenses) | -102 | -84 |
| Total Operating Income, Net | 1,968 | 1,000 |
Market Risk
| Risk Type | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Traded Debt Instruments | 26 | 40 |
| Of which: General Risk | 10 | 20 |
| Of which: Specific Risk | 16 | 20 |
| Equities | 1 | 2 |
| Foreign Exchange Risk | 6 | 253 |
| Commodities Risk | 4 | 4 |
| Total Risk Exposure Amount | 36 | 299 |
Credit Risk - Standardised Approach
| Risk Type | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Central Governments or Central Banks | 10.350 | 12.127 |
| Regional Governments or Local Authorities | 764 | 670 |
| Public Sector Entities | 766 | 261 |
| Multilateral Development Banks | 18 | 19 |
| International Organisations | 0 | 0 |
| Institutions | 2.912 | 1,189 |
| Corporates | 7.020 | 2,964 |
| Of which: SME | 3.748 | 1,218 |
| Retail | 2.134 | 233 |
| Of which: SME | 210 | 215 |
| Secured by Mortgages on Immovable Property | 830 | 55 |
| Of which: SME | 558 | 68 |
| Exposures in Default | 913 | 240 |
| Items Associated with Particularly High Risk | 944 | 0 |
| Covered Bonds | 52 | 0 |
| Collective Investments Undertakings (CIU) | 762 | 22 |
| Equity | 44 | 21 |
| Standardised Total | 28,239 | 27,927 |
Key Observations
- The bank's own funds increased from 5,257 mln EUR to 5,353 mln EUR during the transitional period.
- CET1 capital increased from 4,874 mln EUR to 4,953 mln EUR.
- The CET1 capital ratio improved from 12.45% to 12.98% during the transitional period, and from 9.66% to 11.45% when fully loaded.
- The leverage ratio increased slightly from 6.5% to 6.6% using the transitional definition, and from 5.0% to 5.8% using the fully phased-in definition.
- The total risk exposure amount decreased from 39,160 mln EUR to 38,147 mln EUR.
- Profit and loss from continuing operations improved from -289 mln EUR to 182 mln EUR before tax, and from 101 mln EUR to 140 mln EUR after tax.
- Market risk increased significantly from 36 mln EUR to 299 mln EUR, primarily due to foreign exchange risk.
- Credit risk under the standardised approach decreased from 28,239 mln EUR to 27,927 mln EUR.
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