EBA欧洲银行-DE_391200EEGLNXBBCVKC73_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Erwerbsgesellschaft der S-Finanzgruppe mbH & Co. KG
- LEI Code: 391200EEGLNXBBCVKC73
- Country Code: DE (Germany)
Capital Structure (Transitional Period)
Own Funds
| Item | As of 31/12/2016 (m€) | As of 30/06/2017 (m€) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 3,989 | 3,982 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | 3,336 | 3,448 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | 0 | 0 | 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 | 98 | 100 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 0 | 0 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 3,224 | 3,224 | C 0.00 (200,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 111 | 258 | C 0.00 (210,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 127 | 102 | C 0.00 (220,010) | Article 84 of CRR |
| A.1.7 | 0 | 0 | C 0.00 (250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -105 | -94 | 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 | -102 | -102 | C 0.00 (370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | 0 | 0 | C 0.00 (380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | 0 | 0 | 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 | 0 | 0 | C 0.00 (440,010) | Article 36(1) point (j) of CRR |
| A.1.14 | -103 | -84 | 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 (h), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (i) and 379(3) of CRR; Articles 36(1) point (k) and 153(3) of CRR and Articles 36(1) point (l) (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 | -103 | -84 | C 0.00 (490,010) | 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 (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR |
| A.1.18 | 0 | 0 | C 0.00 (510,010) | Article 48 of CRR |
| A.1.19 | 0 | 0 | C 0.00 (524,010) | Article 3 of CRR |
| A.1.20 | 0 | 0 | C 0.00 (529,010) | - |
| A.1.21 | 86 | 45 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C 0.00 (520,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 4 | 8 | C 0.00 (524,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 82 | 37 | C 0.00 (520,010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Ratios (Transitional Period)
- CET1 Capital: 3,336 m€ (31/12/2016) → 3,466 m€ (30/06/2017)
- Total Tier 1 Capital: 3,336 m€ (31/12/2016) → 3,466 m€ (30/06/2017)
- Tier 2 Capital: 653 m€ (31/12/2016) → 516 m€ (30/06/2017)
Capital Ratios (%)
- CET1 Ratio: 13.62% (31/12/2016) → 13.86% (30/06/2017)
- Tier 1 Ratio: 13.62% (31/12/2016) → 13.93% (30/06/2017)
- Total Capital Ratio: 16.28% (31/12/2016) → 16.00% (30/06/2017)
Fully Loaded CET1 Capital
- CET1 Capital (Fully Loaded): 3,249 m€ (31/12/2016) → 3,403 m€ (30/06/2017)
- CET1 Capital Ratio (Fully Loaded): 13.27% (31/12/2016) → 13.68% (30/06/2017)
Leverage Ratio
- Tier 1 Capital (Transitional Definition): 3,336 m€ (31/12/2016) → 3,466 m€ (30/06/2017)
- Tier 1 Capital (Fully Phased-in Definition): 3,249 m€ (31/12/2016) → 3,403 m€ (30/06/2017)
- Leverage Ratio (Transitional Definition): 4.4% (31/12/2016) → 4.4% (30/06/2017)
- Leverage Ratio (Fully Phased-in Definition): 4.3% (31/12/2016) → 4.4% (30/06/2017)
Risk Exposure Amounts
- Total Risk Exposure Amount: 24,497 m€ (31/12/2016) → 24,885 m€ (30/06/2017)
- Credit Risk Exposure: 22,758 m€ (31/12/2016) → 23,325 m€ (30/06/2017)
- Securitisation and Re-securitisations (Banking Book): 230 m€ (31/12/2016) → 188 m€ (30/06/2017)
- Securitisation (Trading Book): 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
- Credit Valuation Adjustment: 284 m€ (31/12/2016) → 215 m€ (30/06/2017)
- Operational Risk Exposure: 1,454 m€ (31/12/2016) → 1,345 m€ (30/06/2017)
P&L Summary
- Interest Income: 2,416 m€ (31/12/2016) → 1,407 m€ (30/06/2017)
- Debt Securities Income: 375 m€ (31/12/2016) → 145 m€ (30/06/2017)
- Loans and Advances Income: 1,490 m€ (31/12/2016) → 721 m€ (30/06/2017)
- Interest Expenses: 1,154 m€ (31/12/2016) → 763 m€ (30/06/2017)
- Deposits Expenses: 341 m€ (31/12/2016) → 159 m€ (30/06/2017)
- Debt Securities Issued Expenses: 296 m€ (31/12/2016) → 124 m€ (30/06/2017)
- Net Fee and Commission Income: 202 m€ (31/12/2016) → 113 m€ (30/06/2017)
- Gains or Losses on Derecognition: 57 m€ (31/12/2016) → 3 m€ (30/06/2017)
- Gains or Losses on Trading Financial Assets: 0 m€ (31/12/2016) → 1 m€ (30/06/2017)
- Gains or Losses on Fair Value Through Profit or Loss: -2 m€ (31/12/2016) → -5 m€ (30/06/2017)
- Gains or Losses from Hedge Accounting: 1 m€ (31/12/2016) → 0 m€ (30/06/2017)
- Exchange Differences: 24 m€ (31/12/2016) → 16 m€ (30/06/2017)
- Net Other Operating Income/(Expenses): 45 m€ (31/12/2016) → -6 m€ (30/06/2017)
- Total Operating Income, Net: 1,609 m€ (31/12/2016) → 773 m€ (30/06/2017)
- Administrative Expenses: 800 m€ (31/12/2016) → 427 m€ (30/06/2017)
- Depreciation: 34 m€ (31/12/2016) → 14 m€ (30/06/2017)
- Provisions or Reversal of Provisions: 457 m€ (31/12/2016) → 154 m€ (30/06/2017)
- Profit or Loss Before Tax from Continuing Operations: 233 m€ (31/12/2016) → 84 m€ (30/06/2017)
- Profit or Loss After Tax from Continuing Operations: 314 m€ (31/12/2016) → 84 m€ (30/06/2017)
- Profit or Loss for the Year: 314 m€ (31/12/2016) → 84 m€ (30/06/2017)
- Of which Attributable to Owners of the Parent: 303 m€ (31/12/2016) → 78 m€ (30/06/2017)
Market Risk
- Market Risk Exposure Amount: 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
- VaR (Memorandum Item): 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
- Stressed VaR (Memorandum Item): 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
- Incremental Default and Migration Risk Capital Charge: 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
- All Price Risks Capital Charge for CTP: 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
Credit Risk - Standardised Approach
- Standardised Total (Credit Risk): 28,764 m€ (31/12/2016) → 26,443 m€ (30/06/2017)
Breakdown by Country
-
Germany:
- Original Exposure: 28,764 m€ (31/12/2016) → 32,055 m€ (30/06/2017)
- Exposure Value: 26,443 m€ (31/12/2016) → 29,141 m€ (30/06/2017)
- Risk Exposure Amount: 6,446 m€ (31/12/2016) → 6,856 m€ (30/06/2017)
- Value Adjustments and Provisions: 107 m€ (31/12/2016) → 126 m€ (30/06/2017)
-
Netherlands:
- Standardised Total: 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
-
France:
- Standardised Total: 0 m€ (31/12/2016) → 0 m€ (30/06/2017)
Key Observations
- The bank's CET1 capital decreased slightly from 3,336 m€ to 3,466 m€, with a corresponding increase in the CET1 capital ratio from 13.62% to 13.86%.
- The leverage ratio remained stable at 4.4% for the transitional definition and increased slightly to 4.4% for the fully phased-in definition.
- The bank's total risk exposure increased from 24,497 m€ to 24,885 m€, primarily due to an increase in credit risk exposure.
- Market risk exposure and related capital charges were zero for both periods.
- The P&L showed a significant decline in operating income from 1,609 m€ to 773 m€, with a decrease in interest income and an increase in expenses.
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