EBA欧洲银行-GR_5299009N55YRQC69CN08_TR_2017_14页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - Alpha Bank AE
Core Information
- Bank Name: Alpha Bank AE
- LEI Code: 5299009N55YRQC69CN08
- Country Code: GR (Greece)
Own Funds and Capital Ratios (Transitional Period)
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 8,662 | 8,813 | C.01.00 (r010,c010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital | 8,631 | 8,800 | C.01.00 (r020,c010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 | 11,252 | 11,264 | C.01.00 (r030,c010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained earnings | -2,401 | -2,366 | C.01.00 (r130,c010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | -295 | -39 | C.01.00 (r180,c010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 527 | 528 | C.01.00 (r200,c010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C.01.00 (r210,c010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest in CET1 | 0 | 0 | C.01.00 (r230,c010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential filters | 174 | 138 | C.01.00 (r250,c010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -338 | -343 | C.01.00 (r300,c010) + C.01.00 (r340,c010) | 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 | DTAs that rely on future profitability | -460 | -439 | C.01.00 (r370,c010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments | 0 | 0 | C.01.00 (r380,c010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | 0 | 0 | C.01.00 (r390,c010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C.01.00 (r430,c010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess deduction from AT1 items over AT1 Capital | -126 | -61 | C.01.00 (r440,c010) | Article 36(1) point (d) of CRR |
| A.1.14 | Deductions related to assets with 1.25% risk weight | 0 | 0 | C.01.00 (r450,c010) + ... | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), (iv), (v) and 153(8), 155(4) of CRR |
| A.1.15 | Holdings of CET1 instruments with no significant investment | 0 | 0 | C.01.00 (r460,c010) | Articles 36(1) point (h), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.16 | Deductible DTAs that rely on future profitability | 0 | 0 | C.01.00 (r480,c010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.17 | Holdings of CET1 instruments with significant investment | 0 | 0 | C.01.00 (r490,c010) | Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.18 | Amount exceeding 17.65% threshold | 0 | 0 | C.01.00 (r510,c010) | Article 48 of CRR |
| A.1.19 | Additional deductions of CET1 due to Article 3 CRR | 0 | 0 | C.01.00 (r520,c010) | Article 3 CRR |
| A.1.20 | CET1 capital elements or deductions - other | 0 | 0 | C.01.00 (r529,c010) | - |
| A.1.21 | Transitional adjustments | 297 | 117 | CA1 | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 instruments | 0 | 0 | C.01.00 (r220,c010) | Articles 48(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 8 | 6 | C.01.00 (r240,c010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 | 289 | 112 | C.01.00 (r520,c010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital | 0 | 0 | C.01.00 (r530,c010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital instruments | 0 | 0 | C.01.00 (r540,c010) + C.01.00 (r670,c010) | - |
| A.2.2 | Excess deduction from T2 items over T2 capital | 0 | 0 | C.01.00 (r720,c010) | - |
| A.2.3 | Other Additional Tier 1 components and deductions | 126 | 61 | C.01.00 (r690,c010) + ... | - |
| A.2.4 | Additional Tier 1 transitional adjustments | -126 | -61 | C.01.00 (r660,c010) + ... | - |
| A.3 | Tier 1 Capital | 8,631 | 8,800 | C.01.00 (r615,c010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 31 | 13 | C.01.00 (r750,c010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 15 | 8 | C.01.00 (r760,c010) + C.01.00 (r890,c010) | - |
| A.4.2 | Other Tier 2 components and deductions | 0 | 0 | C.01.00 (r910,c010) + ... | - |
| A.4.3 | Tier 2 transitional adjustments | 16 | 6 | C.01.00 (r880,c010) + ... | - |
| C.1 | CET1 Capital Ratio (transitional) | 17.08% | 17.93% | CA3 (1) | - |
| C.2 | Tier 1 Capital Ratio (transitional) | 17.08% | 17.93% | CA3 (3) | - |
| C.3 | Total Capital Ratio (transitional) | 17.14% | 17.95% | CA3 (5) | - |
Capital Ratios (Fully Loaded)
| Item | Description | 31/12/2016 | 30/06/2017 | COREP CODE | Regulation |
|---|---|---|---|---|---|
| D | CET1 Capital (fully loaded) | 8,460 | 8,744 | [IA.1-A.I.13-I.13-I.13-MIN(A2+A1.13-A2.2-A.2+MIN(A4+A2.2-A4.3,0)] (I) | - |
| E | CET1 Capital Ratio (fully loaded) | 16.74% | 17.81% | [D.1]/[B-8-1] | - |
Risk Exposure Amounts
| Risk Exposure Type | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Credit Risk | 45,584 | 44,766 |
| Securitisation and re-securitisations (banking book) | 94 | 102 |
| Contributions to the default fund of a CCP | 0 | 0 |
| Other credit risk | 45,491 | 44,664 |
| Market risk (position, foreign exchange, commodities) | 893 | 273 |
| Credit Valuation Adjustment | 72 | 67 |
| Operational risk | 3,986 | 3,986 |
| Other risk exposure amounts | 0 | 0 |
| Total Risk Exposure Amount | 50,535 | 49,092 |
Profit and Loss (P&L)
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Interest Income | 2,662 | 1,265 |
| Of which debt securities income | 234 | 107 |
| Of which loans and advances income | 2,295 | 1,101 |
| Interest Expenses | 745 | 296 |
| Of which deposits expenses | 470 | 195 |
| Of which debt securities issued expenses | 63 | 5 |
| Dividend Income | 3 | 1 |
| Net Fee and Commission Income | 315 | 160 |
| Gains or losses on derecognition of financial assets and liabilities (not measured at fair value through profit or loss) | 104 | 1 |
| Gains or losses on financial assets and liabilities held for trading | -7 | 44 |
| Gains or losses on financial assets and liabilities designated at fair value through profit or loss | 11 | 2 |
| Gains or losses from hedge accounting | 0 | 0 |
| Exchange differences | 18 | 7 |
| Net other operating income/(expenses) | 27 | 19 |
| Total Operating Income, Net | 2,388 | 1,203 |
| Administrative expenses | 1,029 | 499 |
| Depreciation | 92 | 47 |
| Provisions or reversal of provisions | 22 | 8 |
| Profit or loss before tax from continuing operations | 2 | 179 |
| Profit or loss after tax from continuing operations | 32 | 124 |
| Profit or loss after tax from discontinued operations | 20 | -68 |
| Profit or loss for the year | 53 | 56 |
| Of which attributable to owners of the parent | 52 | 56 |
Market Risk
| Risk Exposure Type | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Traded Debt Instruments | 0 | 0 |
| Of which: General risk | 0 | 0 |
| Of which: Specific risk | 0 | 0 |
| Equities | 3 | 3 |
| Of which: General risk | 0 | 0 |
| Of which: Specific risk | 3 | 3 |
| Foreign exchange risk | 96 | 19 |
| Commodities risk | 0 | 0 |
| Total Risk Exposure Amount | 99 | 22 |
Credit Risk - Standardised Approach
| Risk Exposure Type | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Credit Risk | 45,584 | 44,766 |
| Securitisation and re-securitisations (banking book) | 94 | 102 |
| Contributions to the default fund of a CCP | 0 | 0 |
| Other credit risk | 45,491 | 44,664 |
| Standardised Total | 45,584 | 44,766 |
Country-Specific Credit Risk Data (Greece)
| Risk Exposure Type | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Central governments or central banks | 9,070 | 9,007 |
| Regional governments or local authorities | 46 | 43 |
| Public sector entities | 2 | 3 |
| Multilateral Development Banks | 0 | 0 |
| International Organisations | 0 | 0 |
| Institutions | 659 | 819 |
| Corporates | 8,006 | 8,012 |
| Of which: SME | 1,194 | 1,394 |
| Retail | 4,324 | 4,455 |
| Of which: SME | 883 | 929 |
| Secured by mortgages on immovable property | 13,250 | 12,423 |
| Of which: SME | 2,751 | 2,421 |
| Exposures in default | 27,198 | 26,774 |
| Items associated with particularly high risk | 0 | 0 |
| Covered bonds | 0 | 0 |
| Claims on institutions and corporates with a ST credit assessment | 0 | 0 |
| Collective investments undertakings (CIU) | 7 | 6 |
| Equity | 211 | 240 |
| Securitisation | - | - |
| Other exposures | 2,432 | 2,500 |
| Standardised Total | 498 | 529 |
Key Observations
- Capital Adequacy: Alpha Bank AE maintained its CET1 and Tier 1 capital during the transitional period, showing an increase from 8,631 mln EUR to 8,800 mln EUR.
- Risk Exposure: The total risk exposure amount decreased from 50,535 mln EUR to 49,092 mln EUR, indicating a reduction in overall risk exposure.
- Market Risk: The bank's market risk exposure significantly decreased, from 99 mln EUR to 22 mln EUR, primarily due to a reduction in foreign exchange risk.
- P&L Performance: The net operating income declined from 2,388 mln EUR to 1,203 mln EUR, with a notable drop in interest income and expenses.
- Transitional Adjustments: The bank made various transitional adjustments to CET1 capital, which affected its capital ratios and components.
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