EBA欧洲银行-DE_B81CK4ESI35472RHJ606_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary: Landesbank Baden-Württemberg

Core Information

Bank Name: Landesbank Baden-Württemberg
LEI Code: B81CK4ESI35472RHJ606
Country Code: DE (Germany)
Exercise Period: 2016 EU-wide Transparency Exercise

Own Funds Overview

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
A: Own Funds (Transitional period)	16,287	15,945
A.1: Common Equity Tier 1 (CET1) Capital	12,181	11,842
A.1.1: Capital instruments eligible as CET1 Capital	11,724	11,724
A.1.2: Retained earnings	768	657
A.1.3: Accumulated other comprehensive income	760	609
A.1.4: Other Reserves	0	0
A.1.5: Funds for general banking risk	0	0
A.1.6: Minority interest given recognition in CET1 capital	0	0
A.1.7: Adjustments to CET1 due to prudential filters	-330	-428
A.1.8: Intangible assets (including Goodwill)	-541	-581
A.1.9: Deductible DTAs that rely on future profitability	-491	-403
A.1.10: IRB shortfall of credit risk adjustments	-300	-284
A.1.11: Defined benefit pension fund assets	0	0
A.1.12: Reciprocal cross holdings in CET1 Capital	0	0
A.1.13: Excess deduction from ATI items over ATI Capital	0	0
A.1.14: Deductions related to assets with 1.250% risk weight	0	0
A.1.15: Deductions from securitisation positions	0	0
A.1.16: Deductible DTAs from temporary differences	0	0
A.1.17: Holdings of CET1 capital instruments	0	0
A.1.18: Amount exceeding 17.65% threshold	0	0
A.1.19: Additional deductions of CET1 Capital due to Article 3 CRR	0	0
A.1.20: CET1 capital elements or deductions - other	0	0
A.1.21: Transitional adjustments	591	547
A.1.21.1: Transitional adjustments due to grandfathered CET1 Capital instruments	0	0
A.1.21.2: Transitional adjustments due to additional minority interests	0	0
A.1.21.3: Other transitional adjustments to CET1 Capital	591	547
A.2: Additional Tier 1 (AT1) Capital	749	835
A.3: Tier 1 Capital	12,931	12,677
A.4: Tier 2 Capital	3,356	3,268

Capital Ratios (Transitional period)

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)
CET1 Capital Ratio	16.36%	15.40%
Tier 1 Capital Ratio	17.37%	16.48%
Total Capital Ratio	21.87%	20.73%

Fully Loaded CET1 Capital

CET1 Capital (Fully loaded): 11,590 (31/12/2015) and 11,294 (30/06/2016)
CET1 Capital Ratio (Fully loaded): 15.57% (31/12/2015) and 14.68% (30/06/2016)

Risk Exposure Amounts (as of 31/12/2015 and 30/06/2016)

Risk Exposure	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit risk	60,483	61,626
Securitisation and re-securitisations in banking book	695	691
Contributions to default fund of a CCP	326	204
Other credit risk	59,462	60,730
Market risk (position, foreign exchange, commodities)	7,198	8,563
Risk exposure amount for securitisation in trading book	14	17
Credit Valuation Adjustment	1,993	2,012
Operational risk	4,787	4,715
Total Risk Exposure Amount	74,460	76,916

Profit and Loss (P&L)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Interest income	16,070	7,943
Of which debt securities income	457	143
Of which loans and advances income	3,310	1,487
Interest expenses	14,449	7,187
Of which deposits expenses	1,622	662
Of which debt securities issued expenses	853	339
Dividend income	32	8
Net Fee and commission income	477	242
Gains or (-) losses on derecognition	-7	99
Gains or (-) losses on financial assets held for trading	149	118
Gains or (-) losses on financial assets designated at fair value through profit or loss	55	-94
Gains or (-) losses from hedge accounting	-6	-26
Exchange differences	29	15
Net other operating income/(expenses)	-145	-114
Total Operating Income, Net	2,206	1,004
Administrative expenses	1,646	815
Depreciation	100	45
Provisions or (-) reversal of provisions	20	10
Commitments and guarantees given	-4	-3
Other provisions	24	13
Profit or (-) loss before tax from continuing operations	610	257
Profit or (-) loss after tax from continuing operations	491	193
Profit or (-) loss for the year	491	193

Market Risk (Standardised Approach)

Risk Exposure	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Traded Debt Instruments	1,803	1,928
Of which: General risk	7	0
Of which: Specific risk	1,755	1,728
Equities	364	298
Of which: General risk	0	0
Of which: Specific risk	321	209
Foreign exchange risk	337	456
Commodities risk	41	35
Total Risk Exposure Amount	2,545	2,718

Credit Risk - Standardised Approach

General Data

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Standardised Total	68,578	54,738

Country-Specific Data

Germany

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	5	3
Regional governments or local authorities	5,914	5,845
Public sector entities	258	398
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	29,933	31,710
Corporates	7,390	6,732
Of which: SME	1,122	992
Retail	8,514	8,300
Of which: SME	1,303	1,399
Secured by mortgages on immovable property	5,607	5,612
Of which: SME	0	4
Exposures in default	292	351
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)	0	0
Equity	543	434
Securitisation	-	-
Other exposures	183	195
Standardised Total	68,578	54,738

United States

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	0	0
Regional governments or local authorities	223	229
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	27	2
Corporates	520	381
Of which: SME	0	0
Retail	12	11
Of which: SME	0	0
Secured by mortgages on immovable property	18	18
Of which: SME	0	0
Exposures in default	2	2
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)	0	0
Equity	4	5
Securitisation	-	-
Other exposures	3	3
Standardised Total	54,738	54,738

United Kingdom

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	0	0
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	0	0
Corporates	29	27
Of which: SME	0	0
Retail	5	4
Of which: SME	0	0
Secured by mortgages on immovable property	7	7
Of which: SME	0	0
Exposures in default	7	5
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)	0	0
Equity	29	5
Securitisation	-	-
Other exposures	0	0
Standardised Total	54,738	54,738

Key Points

The bank's own funds decreased slightly from 16,287 EUR in 2015 to 15,945 EUR in 2016.
CET1 capital also declined from 12,181 EUR to 11,842 EUR.
Capital ratios (CET1, Tier 1, Total) all declined during the period, indicating a reduction in capital adequacy.
Total risk exposure increased from 74,460 EUR to 76,916 EUR, primarily driven by credit and market risks.
Market risk exposure increased slightly, with a notable rise in foreign exchange risk.
Credit risk decreased significantly from 68,578 EUR to 54,738 EUR, with substantial reductions in corporate and retail exposures.
The Standardised Approach was used for credit risk calculation, and the data is broken down by country and risk category.