EBA欧洲银行-IE_635400AKJBGNS5WNQL34_TR_2018_22页_2mb

2018 EU-wide Transparency Exercise Summary - AIB Group plc

Core Capital Information

Own Funds (Transitional Period)

• Own Funds: 11,672 mln EUR (31/12/2017), 11,667 mln EUR (30/06/2018)
• CET1 Capital (Net of deductions and transitional adjustments): 10,767 mln EUR (31/12/2017), 11,036 mln EUR (30/06/2018)
  • CET1 Capital Elements:
    • Capital instruments eligible as CET1: 1,697 mln EUR (both periods)
    • Retained earnings: 12,844 mln EUR (31/12/2017), 13,027 mln EUR (30/06/2018)
    • Accumulated other comprehensive income: 644 mln EUR (31/12/2017), 485 mln EUR (30/06/2018)
    • Other Reserves: -2,398 mln EUR (31/12/2017), -2,303 mln EUR (30/06/2018)
    • Adjustments to CET1 due to prudential fibers: -273 mln EUR (31/12/2017), -280 mln EUR (30/06/2018)
    • Transitional adjustments to CET1: 1,724 mln EUR (31/12/2017), 1,916 mln EUR (30/06/2018)
• Tier 1 Capital: 11,028 mln EUR (31/12/2017), 11,263 mln EUR (30/06/2018)
• Tier 2 Capital: 644 mln EUR (31/12/2017), 404 mln EUR (30/06/2018)
  • Tier 2 Capital Instruments: 492 mln EUR (31/12/2017), 516 mln EUR (30/06/2018)
  • Other Tier 2 components and deductions: 28 mln EUR (31/12/2017), 58 mln EUR (30/06/2018)
  • Tier 2 transitional adjustments: 125 mln EUR (31/12/2017), -169 mln EUR (30/06/2018)

Capital Ratios (Transitional Period)

• Common Equity Tier 1 Capital Ratio: 20.81% (31/12/2017), 21.22% (30/06/2018)
• Tier 1 Capital Ratio: 21.32% (31/12/2017), 21.65% (30/06/2018)
• Total Capital Ratio: 22.56% (31/12/2017), 22.43% (30/06/2018)

Fully Loaded CET1 Capital

• CET1 Capital (Fully loaded): 9,043 mln EUR (31/12/2017), 9,120 mln EUR (30/06/2018)
• CET1 Capital Ratio (Fully loaded): 17.48% (31/12/2017), 17.58% (30/06/2018)

Capital Requirements

• Total Risk Exposure Amount: 51,728 mln EUR (31/12/2017), 52,015 mln EUR (30/06/2018)
• Transitional adjustments included: 0 mln EUR (31/12/2017), 144 mln EUR (30/06/2018)

Leverage Ratio

• Tier 1 Capital (Transitional definition): 11,028 mln EUR (31/12/2017), 11,263 mln EUR (30/06/2018)
• Tier 1 Capital (Fully phased-in definition): 9,334 mln EUR (31/12/2017), 9,428 mln EUR (30/06/2018)
• Leverage Ratio (Transitional definition): 11.9% (31/12/2017), 11.8% (30/06/2018)
• Leverage Ratio (Fully phased-in definition): 10.3% (31/12/2017), 10.1% (30/06/2018)

Risk Exposure Amounts

• Credit Risk: 46,319 mln EUR (31/12/2017), 46,422 mln EUR (30/06/2018)
• Securitisation and Re-securitisation (Banking Book): 49 mln EUR (31/12/2017), 61 mln EUR (30/06/2018)
• Market Risk:
  • Traded Debt Instruments: 356 mln EUR (31/12/2017), 427 mln EUR (30/06/2018)
  • Equities: 4 mln EUR (31/12/2017), 4 mln EUR (30/06/2018)
  • Total Market Risk Exposure: 360 mln EUR (31/12/2017), 431 mln EUR (30/06/2018)

Capital Ratios (Market Risk)

• VaR (Memorandum item): 0 mln EUR (both periods)
• Stressed VaR (Memorandum item): 0 mln EUR (both periods)
• Incremental Default and Migration Risk Capital Charge: 0 mln EUR (both periods)
• All Price Risks Capital Charge for CTP: 0 mln EUR (both periods)

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount: 56,188 mln EUR (31/12/2017), 55,902 mln EUR (30/06/2018)
• Risk Exposure Amount: 27,443 mln EUR (31/12/2017), 27,548 mln EUR (30/06/2018)
• Value Adjustments and Provisions:
  • Total: 2,047 mln EUR (31/12/2017), 1,508 mln EUR (30/06/2018)
  • Exposures in default: 3,092 mln EUR (31/12/2017), 2,538 mln EUR (30/06/2018)
  • Items associated with particularly high risk: 1,365 mln EUR (31/12/2017), 1,384 mln EUR (30/06/2018)
  • Exposures secured by mortgages on immovable property: 6,653 mln EUR (31/12/2017), 6,590 mln EUR (30/06/2018)
  • Equity: 239 mln EUR (31/12/2017), 270 mln EUR (30/06/2018)
  • Other Exposures: 672 mln EUR (31/12/2017), 791 mln EUR (30/06/2018)

Key Notes

• The fully loaded CET1 capital is calculated using the formulae in the "COREP CODE" column and may differ from the ratios published by the participating banks in their Pillar 3 disclosures.
• Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
• Value adjustments and provisions do not count for countervailing those for securitisation purposes, but include general credit risk adjustments.
• The Standardised Total Risk Exposure Amount is reported as 56,188 mln EUR (31/12/2017) and 55,902 mln EUR (30/06/2018).