EBA欧洲银行-SI_5493001BABFV7P27OW30_TR_2017_14页_1mb

2017 EU-wide Transparency Exercise Summary

Core Information

• Bank Name: NOVA LJUBLJANSKA BANKA D.D., LJUBLJANA
• LEI Code: 5493001BABFV7P27OW30
• Country Code: SI (Slovenia)

Capital Structure and Requirements (Transitional Period)

Own Funds

• As of 31/12/2016: 1,336 mln EUR
• As of 30/06/2017: 1,323 mln EUR
• Capital Ratios (Transitional Period):
  • Common Equity Tier 1 (CET1) Capital Ratio: 17.00% (2016) → 16.53% (2017)
  • Tier 1 Capital Ratio: 17.00% (2016) → 16.53% (2017)
  • Total Capital Ratio: 17.00% (2016) → 16.53% (2017)

CET1 Capital Elements

• CET1 Capital (Fully loaded):
  • As of 31/12/2016: 1,360 mln EUR
  • As of 30/06/2017: 1,345 mln EUR
• CET1 Capital Ratio (Fully loaded):
  • As of 31/12/2016: 17.35%
  • As of 30/06/2017: 16.83%

Capital Deductions and Adjustments

• CET1 Capital deductions:
  • Intangible assets (including Goodwill): -34 mln EUR (2016) → -37 mln EUR (2017)
  • DTAs that rely on future profitability: -5 mln EUR (2016) → -8 mln EUR (2017)
  • Other deductions: -14 mln EUR (2016) → -7 mln EUR (2017)
• Transitional adjustments:
  • Transitional adjustments to CET1 Capital: -11 mln EUR (2016) → -14 mln EUR (2017)

Leverage Ratio

• Tier 1 Capital (Transitional definition):
  • As of 31/12/2016: 1,336 mln EUR
  • As of 30/06/2017: 1,323 mln EUR
• Total Leverage Ratio Exposures:
  • Using transitional Tier 1 Capital: 13,805 mln EUR (2016) → 13,809 mln EUR (2017)
  • Using fully phased-in Tier 1 Capital: 13,803 mln EUR (2016) → 13,808 mln EUR (2017)
• Leverage Ratios:
  • Using transitional Tier 1 Capital: 9.7% (2016) → 9.6% (2017)
  • Using fully phased-in Tier 1 Capital: 9.9% (2016) → 9.7% (2017)

Risk Exposure Amounts

• Total Risk Exposure Amount:
  • As of 31/12/2016: 7,862 mln EUR
  • As of 30/06/2017: 8,007 mln EUR
• Breakdown of Risk Exposure Amounts:
  • Credit Risk: 6,865 mln EUR (2016) → 6,956 mln EUR (2017)
  • Market Risk (Foreign Exchange and Commodities): 104 mln EUR (2016) → 100 mln EUR (2017)
  • Operational Risk: 893 mln EUR (2016) → 949 mln EUR (2017)

Profit and Loss (P&L)

• Total Operating Income (Net):
  • As of 31/12/2016: 476 mln EUR
  • As of 30/06/2017: 240 mln EUR
• Key P&L Components:
  • Interest Income: 389 mln EUR (2016) → 179 mln EUR (2017)
  • Interest Expenses: 72 mln EUR (2016) → 30 mln EUR (2017)
  • Net Fee and Commission Income: 143 mln EUR (2016) → 75 mln EUR (2017)
  • Gains or losses on financial assets and liabilities: 16 mln EUR (2016) → 13 mln EUR (2017)
  • Gains or losses from hedge accounting: -3 mln EUR (2016) → -1 mln EUR (2017)
• Profit or Loss Before and After Tax:
  • Before Tax: 134 mln EUR (2016) → 126 mln EUR (2017)
  • After Tax: 119 mln EUR (2016) → 118 mln EUR (2017)

Market Risk (Standardised Approach)

• Risk Exposure Amounts:
  • As of 31/12/2016: 104 mln EUR
  • As of 30/06/2017: 100 mln EUR
• Risk Components:
  • Traded Debt Instruments: 28 mln EUR (2016) → 20 mln EUR (2017)
  • Foreign Exchange Risk: 76 mln EUR (2016) → 79 mln EUR (2017)
  • Commodities Risk: 0 mln EUR (2016) → 0 mln EUR (2017)
• Value Adjustments and Provisions:
  • As of 31/12/2016: 1,060 mln EUR
  • As of 30/06/2017: 264 mln EUR

Credit Risk - Standardised Approach

• Total Risk Exposure Amount:
  • As of 31/12/2016: 6,865 mln EUR
  • As of 30/06/2017: 6,956 mln EUR
• Breakdown of Credit Risk Exposures:
  • Central Governments or Central Banks: 2,908 mln EUR (2016) → 2,951 mln EUR (2017)
  • Regional Governments or Local Authorities: 127 mln EUR (2016) → 113 mln EUR (2017)
  • Public Sector Entities: 134 mln EUR (2016) → 83 mln EUR (2017)
  • Corporates: 3,454 mln EUR (2016) → 3,297 mln EUR (2017)
  • Retail: 3,905 mln EUR (2016) → 4,089 mln EUR (2017)
  • Exposures in Default: 1,443 mln EUR (2016) → 471 mln EUR (2017)
  • Items associated with particularly high risk: 7 mln EUR (2016) → 186 mln EUR (2017)
  • Other Exposures: 660 mln EUR (2016) → 654 mln EUR (2017)

Key Regulatory References

• CET1 Capital and Capital Ratios: Articles 4(118), 72, 50, 26(1), 27 to 29, 36(1), 37, 38, 40, 42, 89 to 91, 243, 244, 258, 36(1) point (i), 243(1) point (iii), 244(1) point (iv), 258, 36(1) point (k), 379(3), 36(1) point (l), 153(3), 155(4) of CRR
• Leverage Ratio: Article 429 of the CRR and Delegated Regulation (EU) 2015/62
• Risk Exposure Amounts: Article 338.3 of CRR

Country-Specific Data

• Slovenia:
  • Total Risk Exposure Amount: 7,862 mln EUR (2016) → 8,007 mln EUR (2017)
• Bosnia and Herzegovina:
  • Total Risk Exposure Amount: 6,865 mln EUR (2016) → 6,956 mln EUR (2017)
• Macedonia (Former Yugoslav Republic of):
  • Total Risk Exposure Amount: 6,865 mln EUR (2016) → 6,956 mln EUR (2017)

Summary of Key Trends

• Capital levels decreased slightly from 2016 to 2017 under the transitional period.
• CET1 capital ratio and total capital ratio both declined during the same period.
• Leverage ratios also slightly declined from 9.7% to 9.6% using the transitional definition.
• Risk exposure amounts increased, particularly in credit risk.
• Profit and loss figures decreased significantly, indicating a challenging financial environment.
• Value adjustments and provisions declined for most countries, suggesting reduced risk mitigation needs.