EBA欧洲银行-IT_8156009BC82130E7FC43_TR_2015_21页_1mb

报告摘要

2015 EU-wide Transparency Exercise Summary - Banca Popolare di Milano Scarl

Core Information

Bank Name: Banca Popolare di Milano Scarl
LEI Code: 8156009BC82130E7FC43
Country Code: IT (Italy)

Capital Structure

As of 31/12/2014 and 30/06/2015

Capital Type	31/12/2014 (EUR)	30/06/2015 (EUR)	COREP Code	Regulation
Own Funds	5,170	5,026	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital (net of deductions and after transitional adjustments)	3,900	3,972	CA1 (1.1.1)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	3,365	3,340	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	737	827	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
Accumulated other comprehensive income	225	107	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
Other Reserves	13	13	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	CA1 (1.1.1.5)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
Minority interest given recognition in CET1 capital	12	13	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-6	-5	CA1 (1.1.1.9)	Articles 32 to 35 and 36(1) point (f) of CRR
Intangible assets (including Goodwill)	-150	-156	CA1 (1.1.1.10 + 1.1.1.11)	Articles 4(113), 36(1) point (b) and 37 of CRR
Defined benefit pension fund assets	0	0	CA1 (1.1.1.14)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	CA1 (1.1.1.15)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	0	0	CA1 (1.1.1.16)	Article 36(1) point (j) of CRR
Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	CA1 (1.1.1.23)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	-20	CA1 (1.1.1.24)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount exceeding the 17.65% threshold	0	0	CA1 (1.1.1.25)	Article 470 of CRR
Other CET1 capital elements and deductions	0	0	CA1 (1.1.1.27) + CA1 (1.1.1.28)	-
Transitional adjustments	-296	-147	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	CA1 (1.1.1.6)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	0	0	CA1 (1.1.1.8)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	-296	-147	CA1 (1.1.1.26)	Articles 469 to 477, 478 and 481 of CRR

Additional Tier 1 Capital

Additional Tier 1 Capital	31/12/2014 (EUR)	30/06/2015 (EUR)	COREP Code	Regulation
Additional Tier 1 Capital instruments	213	187	CA1 (1.1.2)	Article 61 of CRR
Other additional Tier 1 Capital components and deductions	0	0	CA1 (1.1.2) - CA1 (1.1.2.1) + CA1 (1.1.2.2) + CA1 (1.1.2.3) + CA1 (1.1.2.4)	-

Tier 1 Capital

Tier 1 Capital	31/12/2014 (EUR)	30/06/2015 (EUR)	COREP Code	Regulation
Tier 1 Capital (net of deductions and after transitional adjustments)	4,113	4,160	CA1 (1.1)	Article 25 of CRR

Tier 2 Capital

Tier 2 Capital	31/12/2014 (EUR)	30/06/2015 (EUR)	COREP Code	Regulation
Tier 2 Capital (net of deductions and after transitional adjustments)	1,056	867	CA1 (1.2)	Article 71 of CRR
Tier 2 Capital instruments (including grandfathered amounts)	1,074	887	CA1 (1.2.1) + CA1 (1.2.2) + CA1 (1.2.3) + CA1 (1.2.4)	-
Other Tier 2 Capital components and deductions	-17	-21	CA1 (1.2) - CA1 (1.2.1) + CA1 (1.2.2) + CA1 (1.2.3) + CA1 (1.2.4)	-

Risk Exposure Amounts

Risk Exposure Type	31/12/2014 (EUR)	30/06/2015 (EUR)	COREP Code	Regulation
Total Risk Exposure Amount	33,679	34,983	CA2 (1)	Articles 92(3), 95, 96 and 98 of CRR
Risk exposure amount for credit risk	30,400	31,281	-	-
Risk exposure amount for securitisation and re-securitisations in the banking book	276	245	-	-
Risk exposure amount for contributions to the default fund of a CCP	0	7	-	-
Risk exposure amount Other credit risk	30,124	31,030	-	-
Risk exposure amount for position, foreign exchange and commodities (Market risk)	484	925	-	-
Risk exposure amount for Credit Valuation Adjustment	124	107	-	-
Risk exposure amount for operational risk	2,667	2,667	-	-
Other risk exposure amounts	4	3	-	-

Profit and Loss (P&L)

P&L Item	31/12/2014 (EUR)	30/06/2015 (EUR)
Interest income	1,290	593
Of which debt securities income	228	103
Of which loans and advances income	1,013	464
Interest expenses	490	190
Of which deposits expenses	187	52
Of which debt securities issued expenses	301	138
Dividend income	18	12
Net Fee and commission income	557	307
Gains or (-) losses on derecognition of financial assets and liabilities	150	61
Gains or (-) losses on financial assets and liabilities held for trading, net	56	-4
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	5	-5
Gains or (-) losses from hedge accounting, net	0	-1
Exchange differences [gain or (-) loss], net	0	16
Net other operating income/(expenses)	137	67
TOTAL OPERATING INCOME, NET	1,723	856
Administrative expenses	988	494
Depreciation	68	31
Provisions or (-) reversal of provisions	17	-14
Commitments and guarantees given	14	-13
Other provisions	4	-1
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	450	189
Loans and receivables	409	180
Held to maturity investments, AFS assets and financial assets measured at cost	41	9
Profit or (-) loss from non-current assets and disposal groups classified as held for sale	0	0
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	325	212
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	233	154

Risk Exposure by Category (Standardised Approach)

Risk Exposure Type	31/12/2014 (EUR)	30/06/2015 (EUR)
Risk exposure amount for credit risk	30,400	31,281
Risk exposure amount for securitisation and re-securitisations in the banking book	276	245
Risk exposure amount for contributions to the default fund of a CCP	0	7
Risk exposure amount for position, foreign exchange and commodities (Market risk)	484	925
Risk exposure amount for Credit Valuation Adjustment	124	107
Risk exposure amount for operational risk	2,667	2,667
Other risk exposure amounts	4	3
Total Risk Exposure Amount	33,679	34,983

Credit Risk - IRB Approach

Category	31/12/2014 (EUR)	30/06/2015 (EUR)
Central banks and central governments	0	0
Institutions	0	0
Corporates	0	0
Corporates - Of Which: Specialised Lending	0	0
Corporates - Of Which: SME	0	0
Retail	0	0
Retail - Secured on real estate property	0	0
Retail - Secured on real estate property - Of Which: SME	0	0
Retail - Secured on real estate property - Of Which: non-SME	0	0
Retail - Qualifying Revolving	0	0
Retail - Other Retail	0	0
Retail - Other Retail - Of Which: SME	0	0
Retail - Other Retail - Of Which: non-SME	0	0
Equity	0	0
Securitisation	0	0
Other non credit-obligation assets	0	0
IRB Total	0	0

Sovereign Exposure

Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES
[0 - 3M]	Austria	0
[3M - 1Y]	Austria	0
[1Y - 5Y]	Austria	0
[2Y - 3Y]	Austria	0
[3Y - 5Y]	Austria	0
[5Y - 10Y]	Austria	0
[10Y - more]	Austria	0
Total	Austria	1

| [0 - 3M] | Belgium | 0 | 0 | 0 |
| [3M - 1Y] | Belgium | 0 | 0 | 0 |
| [1Y - 2Y] | Belgium | 0 | 0 | 0 |
| [2Y - 3Y] | Belgium | 0 | 0 | 0 |
| [3Y - 5Y] | Belgium | 0 | 0 | 0 |
| [5Y - 10Y] | Belgium | 0 | 0 | 0 |
| [10Y - more] | Belgium | 0 | 0 | 0 |
| Total | Belgium | 0 | 0 | 0 |

| [0 - 3M] | Bulgaria | 0 | 0 | 0 |
| [3M - 1Y] | Bulgaria | 0 | 0 | 0 |
| [1Y - 5Y] | Bulgaria | 0 | 0 | 0 |
| [5Y - 10Y] | Bulgaria | 0 | 0 | 0 |
| [10Y - more] | Bulgaria | 0 | 0 | 0 |
| Total | Bulgaria | 0 | 0 | 0 |

| [0 - 3M] | Cyprus | 0 | 0 | 0 |
| [3M - 1Y] | Cyprus | 0 | 0 | 0 |
| [1Y - 2Y] | Cyprus | 0 | 0 | 0 |
| [2Y - 3Y] | Cyprus | 0 | 0 | 0 |
| [3Y - 5Y] | Cyprus | 0 | 0 | 0 |
| [5Y - 10Y] | Cyprus | 0 | 0 | 0 |
| [10Y - more] | Cyprus | 0 | 0 | 0 |
| Total | Cyprus | 0 | 0 | 0 |

| [0 - 3M] | Czech Republic | 0 | 0 | 0 |
| [3M - 1Y] | Czech Republic | 0 | 0 | 0 |
| [1Y - 2Y] | Czech Republic | 0 | 0 | 0 |
| [2Y - 3Y] | Czech Republic | 0 | 0 | 0 |
| [3Y - 5Y] | Czech Republic | 0 | 0 | 0 |
| [5Y - 10Y] | Czech Republic | 0 | 0 | 0 |
| [10Y - more] | Czech Republic | 0 | 0 | 0 |
| Total | Czech Republic | 0 | 0 | 0 |