EBA欧洲银行-UK_549300PPXHEU2JF0AM85_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - Lloyds Banking Group Plc
Core Information
- Bank Name: Lloyds Banking Group Plc
- LEI Code: 549300PPXHEU2JF0AM85
- Country Code: UK
Capital Structure (Transitional Period)
| Category |
31/12/2016 (EUR) |
30/06/2017 (EUR) |
COREP CODE |
Regulation |
| OWN FUNDS |
53,869 |
51,407 |
C 0.00 (010,010) |
Articles 4(118) and 72 of CRR |
| CET1 Capital |
34,203 |
33,344 |
C 0.00 (020,010) |
Article 50 of CRR |
| Additional Tier 1 Capital |
8,522 |
7,713 |
C 0.00 (0530,010) |
Article 61 of CRR |
| Tier 1 Capital |
42,725 |
41,057 |
C 0.00 (015,010) |
Article 25 of CRR |
| Tier 2 Capital |
11,144 |
10,350 |
C 0.00 (0750,010) |
Article 71 of CRR |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 Ratio: 13.59% (31/12/2016) → 13.46% (30/06/2017)
- Tier 1 Ratio: 16.97% (31/12/2016) → 16.58% (30/06/2017)
- Total Capital Ratio: 21.40% (31/12/2016) → 20.76% (30/06/2017)
Capital Deductions and Adjustments
| Subcategory |
31/12/2016 |
30/06/2017 |
COREP CODE |
Regulation |
| Retained earnings |
7,181 |
7,586 |
C 0.00 (030,010) |
Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| Accumulated other comprehensive income |
174 |
-321 |
C 0.00 (0180,010) |
Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| Other Reserves |
13,511 |
13,331 |
C 0.00 (0200,010) |
Articles 4(117) and 26(1) point (e) of CRR |
| Adjustments to CET1 due to prudential filters |
-3,233 |
-2,569 |
C 0.00 (0250,010) |
Articles 32 to 35 of and 36 (1) point (f) of CRR |
| Intangible assets (including Goodwill) |
-1,895 |
-3,015 |
C 0.00 (0300,010) + C 0.00 (0340,010) |
Articles 4(113), 36(1) point (b) and 37 of CRR |
| DTAs that rely on future profitability |
-4,163 |
-3,768 |
C 0.00 (0370,010) |
Articles 36(1) point (c) and 38 of CRR |
| IRB shortfall of credit risk adjustments to expected losses |
-703 |
-627 |
C 0.00 (0380,010) |
Articles 36(1) point (d), 40 and 159 of CRR |
| Defined benefit pension fund assets |
-312 |
-364 |
C 0.00 (0390,010) |
Articles 4(109), 36(1) point (e) and 41 of CRR |
| Holdings of CET1 capital instruments of financial sector entities (significant investment) |
-5,002 |
-4,866 |
C 0.00 (0500,010) |
Articles 4(27); 36(1) point (k), 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR |
Capital Ratios (Fully Loaded CET1)
- CET1 Capital (Fully loaded): 34,203 (31/12/2016) → 33,344 (30/06/2017)
- CET1 Capital Ratio (Fully loaded): 13.59% (31/12/2016) → 13.46% (30/06/2017)
Leverage Ratio
| Category |
31/12/2016 |
30/06/2017 |
COREP CODE |
Regulation |
| Tier 1 Capital (Transitional) |
42,725 |
41,057 |
C 47.00 (r320,c010) |
Article 429 of CRR |
| Tier 1 Capital (Fully phased-in) |
40,417 |
39,394 |
C 47.00 (r310,c010) |
Article 429 of CRR |
| Total Leverage Ratio Exposures (Transitional) |
824,335 |
810,860 |
C 47.00 (r300,c010) |
Article 429 of CRR |
| Total Leverage Ratio Exposures (Fully phased-in) |
825,887 |
812,330 |
C 47.00 (r290,c010) |
Article 429 of CRR |
| Leverage Ratio (Transitional) |
5.2% |
5.1% |
C 47.00 (r340,c010) |
Article 429 of CRR |
| Leverage Ratio (Fully phased-in) |
4.9% |
4.8% |
C 47.00 (r330,c010) |
Article 429 of CRR |
Risk Exposure Amounts
| Risk Type |
31/12/2016 (EUR) |
30/06/2017 (EUR) |
| Credit Risk |
217,514 |
213,686 |
| Securitisation and re-securitisations (banking book) |
4,776 |
4,691 |
| Contributions to the default fund of a CCP |
397 |
476 |
| Other credit risk |
212,342 |
208,518 |
| Market Risk (position, foreign exchange, commodities) |
3,676 |
3,332 |
| Credit Valuation Adjustment |
1,009 |
835 |
| Operational Risk |
29,541 |
29,821 |
| Total Risk Exposure Amount |
251,739 |
247,674 |
Market Risk Details
| Risk Type |
31/12/2016 (EUR) |
30/06/2017 (EUR) |
| Traded Debt Instruments |
347 |
308 |
| Foreign Exchange Risk |
64 |
125 |
| Commodities Risk |
0 |
0 |
| Total Market Risk Exposure |
411 |
433 |
Credit Risk - Standardised Approach
| Category |
31/12/2016 (EUR) |
30/06/2017 (EUR) |
| Total Risk Exposure Amount |
187,416 |
258,618 |
| Exposures in default |
1,327 |
1,377 |
| Other Exposures |
3,611 |
3,886 |
| Standardised Total |
25,864 |
31,609 |
Profit and Loss (P&L)
| Item |
31/12/2016 (EUR) |
30/06/2017 (EUR) |
| Interest Income |
19,330 |
8,803 |
| Interest Expenses |
6,111 |
2,143 |
| Net Fee and Commission Income |
2,502 |
1,210 |
| Gains or (-) losses on financial assets and liabilities (not measured at fair value) |
-3 |
361 |
| Gains or (-) losses on financial assets and liabilities (held for trading) |
-1,063 |
316 |
| Gains or (-) losses on financial assets and liabilities (designated at fair value) |
251 |
242 |
| Gains or (-) losses from hedge accounting |
110 |
53 |
| Exchange Differences |
1,877 |
1,200 |
| Net Other Operating Income/(Expenses) |
1,518 |
735 |
| Total Operating Income, Net |
18,490 |
9,722 |
| Administrative Expenses |
8,328 |
3,937 |
| Depreciation |
2,686 |
1,240 |
| Provisions or (-) reversal of provisions |
2,229 |
1,777 |
| Profit or (-) Loss Before Tax from Continuing Operations |
4,937 |
3,128 |
| Profit or (-) Loss After Tax from Continuing Operations |
3,384 |
2,149 |
Key Observations
- The bank's capital levels decreased from 2016 to 2017, particularly in CET1 and Tier 1 capital.
- Leverage ratios also decreased slightly during the same period.
- Risk exposure amounts for credit and market risk showed a decline, with a notable drop in credit risk.
- The bank's P&L reflects a significant decrease in interest income and expenses, indicating a shift in business activities or economic conditions.
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