EBA欧洲银行-DE_52990002O5KK6XOGJ020_TR_2015_19页_1mb

报告摘要

2015 EU-wide Transparency Exercise Summary for NRW.BANK, Düsseldorf

Core Information

Bank Name: NRW.BANK, Düsseldorf
LEI Code: 52990002O5KK6XOGJ020
Country Code: DE (Germany)

Capital Structure

The capital structure of NRW.BANK, Düsseldorf is presented under the Capital Requirements Regulation (CRR) for the period ending on 31/12/2014 and 30/06/2015. The following key capital components are reported:

Capital Component	31/12/2014	30/06/2015
Own Funds	19,936	20,038
Common Equity Tier 1 (CET1) Capital	18,208	18,317
Additional Tier 1 (AT1) Capital	0	0
Tier 1 Capital	18,208	18,317
Tier 2 Capital	1,728	1,721
Total Capital	43.86%	42.71%

CET1 Capital Components

The CET1 capital is composed of several elements and deductions, as outlined below:

Component	31/12/2014	30/06/2015
Capital instruments eligible as CET1 Capital	17,000	17,000
Retained earnings	231	256
Accumulated other comprehensive income	0	0
Other Reserves	677	701
Funds for general banking risk	627	707
Minority interest given recognition in CET1 capital	0	0
Adjustments to CET1 due to prudential filters	-1	-2
Intangible assets (including Goodwill)	-44	-35
Defined benefit pension fund assets	0	0
Reciprocal cross holdings in CET1 Capital	0	0
Excess deduction from AT1 items over AT1 Capital	-229	-146
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	-22	-21
Holdings of CET1 capital instruments of financial sector entities with significant investment	-428	-412
Amount exceeding the 17.65% threshold	0	0
Other CET1 capital elements and deductions	0	0
Transitional adjustments	398	269
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0
Transitional adjustments due to additional minority interests	0	0
Other transitional adjustments to CET1 Capital	398	269

Risk Exposure Amounts

The total risk exposure amount for the bank is reported as follows:

Risk Exposure Type	31/12/2014	30/06/2015
Total Risk Exposure Amount	45,451	46,911

Breakdown of Risk Exposure

Credit Risk: 42,930 (31/12/2014), 44,605 (30/06/2015)
Securitisation and Re-securitisations in the Banking Book: 3,651 (31/12/2014), 3,598 (30/06/2015)
Contributions to the Default Fund of a CCP: 1 (31/12/2014), 2 (30/06/2015)
Other Credit Risk: 39,278 (31/12/2014), 41,005 (30/06/2015)
Market Risk (Position, Foreign Exchange and Commodities): 24 (31/12/2014), 111 (30/06/2015)
Credit Valuation Adjustment (CVA): 1,367 (31/12/2014), 1,058 (30/06/2015)
Operational Risk: 1,130 (31/12/2014), 1,136 (30/06/2015)

Risk Exposure by Country

The risk exposure amounts are also reported by country for the following jurisdictions:

Germany:
- Total Risk Exposure Amount: 45,451 (31/12/2014), 46,911 (30/06/2015)
Spain:
- Total Risk Exposure Amount: 1,390 (31/12/2014), 939 (30/06/2015)
Netherlands:
- Total Risk Exposure Amount: 300 (31/12/2014), 302 (30/06/2015)
France:
- Total Risk Exposure Amount: 0 (31/12/2014), 0 (30/06/2015)
Italy:
- Total Risk Exposure Amount: 0 (31/12/2014), 0 (30/06/2015)

Capital Ratios

The capital ratios are as follows:

Common Equity Tier 1 (CET1) Capital Ratio: 40.06% (31/12/2014), 39.05% (30/06/2015)
Tier 1 Capital Ratio: 40.06% (31/12/2014), 39.05% (30/06/2015)
Total Capital Ratio: 43.86% (31/12/2014), 42.71% (30/06/2015)

Notes

The "Original Exposure" is reported before taking into account credit conversion factors or credit risk mitigation techniques.
Value adjustments and provisions are not included in securitisation exposures.
The risk exposure amounts are calculated using the Standardised Approach (SA) and include various risk types such as credit, market, and operational risk.
The document also includes detailed breakdowns of risk exposure by type and country, as well as the regulatory references for each capital component.

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