2017 EU-wide Transparency Exercise Summary - Nederlandse Waterschapsbank N.V.
Core Information
- Bank Name: Nederlandse Waterschapsbank N.V.
- LEI Code: JLP5FSPH9WPSHY3NIM24
- Country Code: NL
Capital Structure and Requirements (Transitional Period)
The bank does not report FINREP data on a consolidated level, and therefore only COREP templates are published.
Own Funds
| Item |
As of 31/12/2016 (EUR) |
As of 30/06/2017 (EUR) |
| A: Own Funds |
1,716 |
1,824 |
| A.1: CET1 Capital |
1,396 |
1,503 |
| A.1.1: Eligible CET1 instruments |
7 |
7 |
| A.1.2: Retained Earnings |
1,391 |
1,497 |
| A.1.3: Accumulated Other Comprehensive Income |
-1 |
0 |
| A.1.4: Other Reserves |
3 |
3 |
| A.1.5: Funds for general banking risk |
0 |
0 |
| A.1.6: Minority interest |
0 |
0 |
| A.1.7: Adjustments to CET1 due to prudential filters |
-2 |
-2 |
| A.1.8: Intangible assets |
-2 |
-2 |
| A.1.9: DTAs that rely on future profitability |
0 |
0 |
| A.1.10: IRB shortfall |
0 |
0 |
| A.1.11: Defined benefit pension fund assets |
0 |
0 |
| A.1.12: Reciprocal cross holdings |
0 |
0 |
| A.1.13: Excess deduction from AT1 items |
0 |
0 |
| A.1.21: Transitional adjustments |
0 |
0 |
| A.1.21.1: Grandfathered CET1 instruments |
0 |
0 |
| A.1.21.2: Additional minority interests |
0 |
0 |
| A.1.21.3: Other transitional adjustments |
0 |
0 |
| A.2: Additional Tier 1 Capital |
321 |
321 |
| A.3: Tier 1 Capital |
1,716 |
1,824 |
| A.4: Tier 2 Capital |
0 |
0 |
Capital Ratios (Transitional Period)
| Ratio |
As of 31/12/2016 (%) |
As of 30/06/2017 (%) |
| C.1: CET1 Ratio |
46.85% |
53.91% |
| C.2: Tier 1 Ratio |
57.61% |
65.40% |
| C.3: Total Capital Ratio |
57.61% |
65.40% |
Fully Loaded CET1 Capital Ratio
| Item |
As of 31/12/2016 (%) |
As of 30/06/2017 (%) |
| D: CET1 Capital |
1,396 |
1,503 |
| E: CET1 Ratio |
46.85% |
53.91% |
Leverage Ratio
| Item |
As of 31/12/2016 (mln EUR) |
As of 30/06/2017 (mln EUR) |
| A.1: Tier 1 Capital (Transitional) |
1,716 |
1,824 |
| A.2: Tier 1 Capital (Fully Phased-in) |
1,716 |
1,824 |
| B.1: Total Leverage Ratio Exposures (Transitional) |
78,822 |
81,261 |
| B.2: Total Leverage Ratio Exposures (Fully Phased-in) |
78,822 |
81,261 |
| C.1: Leverage Ratio (Transitional) |
2.2% |
2.2% |
| C.2: Leverage Ratio (Fully Phased-in) |
2.2% |
2.2% |
Risk Exposure Amounts
| Risk Type |
As of 31/12/2016 (mIn EUR) |
As of 30/06/2017 (mIn EUR) |
| Credit Risk |
2,979 |
2,789 |
| - Securitisation and re-securitisation in banking book |
522 |
452 |
| - Contributions to default fund of a CCP |
0 |
0 |
| - Other credit risk |
1,298 |
1,205 |
| - Credit Valuation Adjustment |
938 |
842 |
| - Operational risk |
220 |
291 |
| Total Risk Exposure Amount |
2,979 |
2,789 |
Credit Risk - Standardised Approach
| Item |
As of 31/12/2016 |
As of 30/06/2017 |
| Original Exposure |
93,311 |
95,516 |
| Exposure Value |
78,822 |
81,261 |
| Risk Exposure Amount |
1,821 |
1,656 |
| Value Adjustments and Provisions |
0 |
0 |
Key Information
- Transitional Period: The bank reports data under the transitional period for capital requirements.
- Capital Ratios: The CET1 ratio increased from 46.85% to 53.91%, while the Tier 1 and Total Capital ratios also rose.
- Leverage Ratio: The leverage ratio remained consistent at 2.2% for both periods.
- Risk Exposure: The total risk exposure decreased from 2,979 million EUR to 2,789 million EUR.
- Standardised Approach: The risk exposure amount for credit risk under the standardised approach decreased from 1,821 million EUR to 1,656 million EUR.
- Securitisation: The bank reported securitisation exposures under the standardised approach, which were 522 million EUR as of 31/12/2016 and 452 million EUR as of 30/06/2017.
Regulatory References
- CET1 Capital: Articles 4(118), 72, 26(1) points (a) to (e), 32 to 35, 36(1) points (f) to (g), and 42 of CRR.
- Additional Tier 1 Capital: Article 61 of CRR.
- Tier 2 Capital: Article 71 of CRR.
- Leverage Ratio: Article 429 of CRR and Delegated Regulation (EU) 2015/62.
