EBA欧洲银行-IE_549300K7L8YW8M215U46_TR_2017_14页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary

Core Content

This document presents the results of the 2017 EU-wide Transparency Exercise for Citibank Holdings Ireland Limited, focusing on capital structure, capital ratios, risk exposure amounts, and profit and loss (P&L) data. It also includes information on the Standardised Approach for credit risk and details of market risk exposures across different countries.

Key Financial Information

Capital Structure (Transitional Period)

Own Funds:
- As of 31/12/2016: 6,935 mln EUR
- As of 30/06/2017: 6,444 mln EUR
CET1 Capital (Common Equity Tier 1):
- As of 31/12/2016: 6,935 mln EUR
- As of 30/06/2017: 6,444 mln EUR
Tier 1 Capital:
- As of 31/12/2016: 6,935 mln EUR
- As of 30/06/2017: 6,444 mln EUR
Tier 2 Capital:
- As of 31/12/2016: 0 mln EUR
- As of 30/06/2017: 0 mln EUR
Capital Ratios (Transitional Period):
- Common Equity Tier 1 Capital Ratio: 17.78% (31/12/2016) to 17.34% (30/06/2017)
- Tier 1 Capital Ratio: 17.78% (31/12/2016) to 17.34% (30/06/2017)
- Total Capital Ratio: 17.78% (31/12/2016) to 17.34% (30/06/2017)

Capital Components and Deductions

Component	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
A.1.1	652	602	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	5,470	5,053	C 0.00 (130,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-16	-15	C 0.00 (180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	1,453	1,342	C 0.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	0	0	C 0.00 (230,010)	Article 84 of CRR
A.1.7	-9	-7	C 0.00 (250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-340	-294	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	0	0	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.1.21.1	0	0	C 0.00 (520,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	0	0	C 0.00 (524,010)	Articles 479 and 480 of CRR
A.1.21.3	0	0	C 0.00 (520,010)	Articles 469 to 472, 478 and 481 of CRR

Risk Exposure Amounts

Total Risk Exposure Amount (As of 31/12/2016): 39,009 mln EUR
Total Risk Exposure Amount (As of 30/06/2017): 37,156 mln EUR

Risk Type	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Credit Risk	33,544	31,456
Securitisation and Re-securitisations (Banking Book)	7	6
Contributions to the Default Fund of a CCP	6	36
Other Credit Risk	33,531	31,414
Market Risk (Position, FX, Commodities)	964	1,005

Leverage Ratio

Leverage Ratio (Transitional Definition): 10.3% (31/12/2016) to 9.4% (30/06/2017)
Leverage Ratio (Fully Phased-in Definition): 10.3% (31/12/2016) to 9.4% (30/06/2017)

Profit and Loss (P&L)

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest Income	418	203
Interest Expenses	65	36
Net Fee and Commission Income	1,053	470
Gains or (-) Losses on Derecognition	133	31
Gains or (-) Losses on Financial Assets (Trading)	44	39
Gains or (-) Losses on Financial Assets (FVTPL)	14	4
Exchange Differences	78	19
Net Other Operating Income/(Expenses)	271	165
Total Operating Income, Net	1,947	896
Profit or (-) Loss Before Tax from Continuing Operations	849	393
Profit or (-) Loss After Tax from Continuing Operations	734	302
Profit or (-) Loss from Discontinued Operations	31	12
Profit or (-) Loss for the Year	765	314

Standardised Approach for Credit Risk

Total Risk Exposure Amount (Credit Risk)

As of 31/12/2016: 77,226 mln EUR
As of 30/06/2017: 73,355 mln EUR

Country-Specific Data

France

Central Governments or Central Banks: 1,871 mln EUR (31/12/2016) to 1,683 mln EUR (30/06/2017)
Institutions: 303 mln EUR (31/12/2016) to 475 mln EUR (30/06/2017)
Corporates: 9,394 mln EUR (31/12/2016) to 9,197 mln EUR (30/06/2017)
Claims on Institutions and Corporates with ST Credit Assessment: 131 mln EUR (31/12/2016) to 225 mln EUR (30/06/2017)
Standardised Total: 9 mln EUR (31/12/2016) to 9 mln EUR (30/06/2017)

United Kingdom

Central Governments or Central Banks: 288 mln EUR (31/12/2016) to 1,402 mln EUR (30/06/2017)
Institutions: 6,695 mln EUR (31/12/2016) to 3,741 mln EUR (30/06/2017)
Corporates: 4,675 mln EUR (31/12/2016) to 4,522 mln EUR (30/06/2017)
Claims on Institutions and Corporates with ST Credit Assessment: 513 mln EUR (31/12/2016) to 474 mln EUR (30/06/2017)
Standardised Total: 41 mln EUR (31/12/2016) to 41 mln EUR (30/06/2017)

Netherlands

Central Governments or Central Banks: 5,831 mln EUR (31/12/2016) to 6,426 mln EUR (30/06/2017)
Institutions: 74 mln EUR (31/12/2016) to 114 mln EUR (30/06/2017)
Corporates: 2,274 mln EUR (31/12/2016) to 1,987 mln EUR (30/06/2017)
Claims on Institutions and Corporates with ST Credit Assessment: 0 mln EUR (31/12/2016) to 0 mln EUR (30/06/2017)
Standardised Total: 0 mln EUR (31/12/2016) to 0 mln EUR (30/06/2017)

Key Notes

The Standardised Approach is used to calculate credit risk exposure amounts.
Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Value adjustments and provisions are included in the risk exposure calculations but not in the Standardised Total.
The Total Risk Exposure Amount is derived from the sum of all risk exposures, including credit, market, and other types.
The leverage ratio is calculated using both transitional and fully phased-in definitions of Tier 1 capital.
The P&L data includes operating income, expenses, and net profit for continuing and discontinued operations.