EBA欧洲银行-SE_NHBDILHZTYCNBV5UYZ31_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - Svenska Handelsbanken - Group
Core Content Overview
The 2017 EU-wide Transparency Exercise provides a detailed breakdown of the capital structure, leverage ratios, risk exposure amounts, and profit and loss (P&L) for Svenska Handelsbanken - group. The data is reported for two key periods: As of 31/12/2016 and As of 30/06/2017, with a focus on regulatory compliance and capital adequacy under the Capital Requirements Regulation (CRR).
Capital Structure (Transitional Period)
Own Funds
- Total Own Funds (As of 31/12/2016): 15,099 mln EUR
- Total Own Funds (As of 30/06/2017): 15,163 mln EUR
- CET1 Capital (As of 31/12/2016): 12,064 mln EUR
- CET1 Capital (As of 30/06/2017): 12,226 mln EUR
- Tier 1 Capital (As of 31/12/2016): 13,401 mln EUR
- Tier 1 Capital (As of 30/06/2017): 13,472 mln EUR
- Tier 2 Capital (As of 31/12/2016): 1,698 mln EUR
- Tier 2 Capital (As of 30/06/2017): 1,691 mln EUR
Capital Ratios (Transitional Period)
- Common Equity Tier 1 (CET1) Ratio (As of 31/12/2016): 25.12%
- CET1 Ratio (As of 30/06/2017): 23.37%
- Tier 1 Ratio (As of 31/12/2016): 27.90%
- Tier 1 Ratio (As of 30/06/2017): 25.76%
- Total Capital Ratio (As of 31/12/2016): 31.44%
- Total Capital Ratio (As of 30/06/2017): 28.99%
Capital Components and Deductions
| Component | As of 31/12/2016 | As of 30/06/2017 |
|---|---|---|
| Capital instruments eligible as CET1 Capital | 729 | 785 |
| Retained earnings | 11,747 | 11,911 |
| Accumulated other comprehensive income | 971 | 970 |
| Other Reserves | 85 | 29 |
| Funds for general banking risk | 0 | 0 |
| Minority interest given recognition in CET1 capital | 0 | 0 |
| Adjustments to CET1 due to prudential filters | -328 | -247 |
| Intangible assets (including Goodwill) | -979 | -987 |
| Deductible DTAs that rely on future profitability | 0 | 0 |
| IRB shortfall of credit risk adjustments to expected losses | -160 | -236 |
| Defined benefit pension fund assets | 0 | 0 |
| Reciprocal cross holdings in CET1 Capital | 0 | 0 |
| Excess deduction from ATI items over ATI Capital | 0 | 0 |
| Deductions related to assets with 1.250% risk weight | 0 | 0 |
| Holdings of CET1 capital instruments (non-significant investment) | 0 | 0 |
| Deductible DTAs from temporary differences | 0 | 0 |
| Holdings of CET1 capital instruments (significant investment) | 0 | 0 |
| Amount exceeding the 17.65% threshold | 0 | 0 |
| Additional deductions due to Article 3 CRR | 0 | 0 |
| CET1 capital elements or deductions - other | 0 | 0 |
| Transitional adjustments | 0 | 0 |
Leverage Ratio
- Tier 1 capital (transitional definition): 13,401 mln EUR (As of 31/12/2016), 13,472 mln EUR (As of 30/06/2017)
- Total leverage ratio exposures (transitional definition): 278,518 mln EUR (As of 31/12/2016), 309,533 mln EUR (As of 30/06/2017)
- Leverage ratio (transitional definition): 4.8% (As of 31/12/2016), 4.4% (As of 30/06/2017)
- Leverage ratio (fully phased-in definition): 4.7% (As of 31/12/2016), 4.3% (As of 30/06/2017)
Risk Exposure Amounts
| Risk Type | As of 31/12/2016 | As of 30/06/2017 |
|---|---|---|
| Credit risk | 48,028 mln EUR | 52,304 mln EUR |
| Market risk (position, foreign exchange, commodities) | 1,142 mln EUR | 1,038 mln EUR |
| Securitisation and re-securitisations (banking book) | 2 mln EUR | 2 mln EUR |
| Contributions to the default fund of a CCP | 1 mln EUR | 1 mln EUR |
| Other credit risk | 39,805 mln EUR | 44,303 mln EUR |
Profit and Loss (P&L)
| Item | As of 31/12/2016 | As of 30/06/2017 |
|---|---|---|
| Interest income | 5,818 mln EUR | 2,852 mln EUR |
| Of which: debt securities income | 145 mln EUR | 63 mln EUR |
| Of which: loans and advances income | 4,437 mln EUR | 2,202 mln EUR |
| Interest expenses | 2,901 mln EUR | 1,366 mln EUR |
| Of which: deposits expenses | 342 mln EUR | 197 mln EUR |
| Of which: debt securities issued expenses | 1,857 mln EUR | 849 mln EUR |
| Dividend income | 33 mln EUR | 1 mln EUR |
| Net fee and commission income | 831 mln EUR | 434 mln EUR |
| Gains or (-) losses on derecognition | 310 mln EUR | 14 mln EUR |
| Gains or (-) losses on financial assets held for trading | 929 mln EUR | -617 mln EUR |
| Gains or (-) losses on financial assets designated at fair value through profit or loss | 49 mln EUR | -28 mln EUR |
| Gains or (-) losses from hedge accounting | 0 | -1 |
| Exchange differences | -900 mln EUR | 740 mln EUR |
| Net other operating income/(expenses) | 23 mln EUR | 9 mln EUR |
| Total Operating Income, Net | 4,191 mln EUR | 2,038 mln EUR |
| Administrative expenses | 1,836 mln EUR | 913 mln EUR |
| Depreciation | 52 mln EUR | 30 mln EUR |
| Provisions or (-) reversal of provisions | 4 mln EUR | -1 mln EUR |
| Commitments and guarantees given | 4 mln EUR | -1 mln EUR |
| Profit or (-) loss before tax from continuing operations | 2,558 mln EUR | 1,053 mln EUR |
| Profit or (-) loss after tax from continuing operations | 2,101 mln EUR | 803 mln EUR |
| Profit or (-) loss for the year | 2,101 mln EUR | 803 mln EUR |
Market Risk
- Total risk exposure amount (As of 31/12/2016): 1,142 mln EUR
- Total risk exposure amount (As of 30/06/2017): 1,037 mln EUR
- Risk exposure components:
- Equities: 12 mln EUR (As of 31/12/2016), 11 mln EUR (As of 30/06/2017)
- Foreign exchange risk: 4 mln EUR (As of 31/12/2016), 6 mln EUR (As of 30/06/2017)
- Commodities risk: 0 mln EUR (As of 31/12/2016), 0 mln EUR (As of 30/06/2017)
Credit Risk - Standardised Approach
Risk Exposure Amounts (As of 31/12/2016)
- Total Risk Exposure Amount: 46,097 mln EUR
- Credit risk components:
- Central governments or central banks: 25,751 mln EUR
- Regional governments or local authorities: 2,557 mln EUR
- Public sector entities: 0 mln EUR
- Multilateral Development Banks: 67 mln EUR
- International Organisations: 5 mln EUR
- Institutions: 833 mln EUR
- Corporates: 2,074 mln EUR
- Retail: 3,163 mln EUR
- Secured by mortgages on immovable property: 9,816 mln EUR
- Exposures in default: 33 mln EUR
- Other exposures: 1,087 mln EUR
Risk Exposure Amounts (As of 30/06/2017)
- Total Risk Exposure Amount: 47,178 mln EUR
- Credit risk components:
- Central governments or central banks: 11 mln EUR
- Regional governments or local authorities: 1,794 mln EUR
- Public sector entities: 0 mln EUR
- Multilateral Development Banks: 0 mln EUR
- International Organisations: 0 mln EUR
- Institutions: 887 mln EUR
- Corporates: 2,201 mln EUR
- Retail: 3,656 mln EUR
- Secured by mortgages on immovable property: 10,432 mln EUR
- Exposures in default: 21 mln EUR
- Other exposures: 844 mln EUR
Additional Notes
- Original exposure is reported before applying credit conversion factors or risk mitigation techniques.
- Value adjustments and provisions are included in the calculation of risk exposure amounts.
- Securitisation exposures are excluded from the total value adjustments and provisions.
- The data is aligned with Article 429 of the CRR and Delegated Regulation (EU) 2015/62 for the leverage ratio and capital requirements.
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