EBA欧洲银行-DE_52990002O5KK6XOGJ020_TR_2018_20页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary - NRW.Bank

Core Information

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

Own Funds and Capital Structure

Transitional Period

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP CODE	Regulation
A	Own Funds	19,968	19,981	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital	18,379	18,390	C:0.00 (020;010)	Article 50 of CRR
A.1.1	CET1 Capital Instruments	17,000	17,000	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	Retained Earnings	233	253	C:0.00 (030;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	0	0	C:0.00 (018;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	727	728	C:0.00 (000;010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for General Banking Risk	808	858	C:0.00 (021;010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority Interest	0	0	C:0.00 (023;010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	0	0	C:0.00 (025;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible Assets	-30	-28	C:0.00 (030;010) + C:0.00 (040;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	DTAs that rely on future profitability	0	0	C:0.00 (037;010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall	0	0	C:0.00 (038;010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	Defined Benefit Pension Fund Assets	0	0	C:0.00 (039;010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	Reciprocal Cross Holdings	0	0	C:0.00 (043;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess Deduction from AT1 items	-51	0	C:0.00 (046;010)	Article 36(1) point (g) of CRR
A.1.14	Deductions related to 1.250% risk weight	0	-17	C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;010), and C:0.00 (048;010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (k), 74(31) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (k), 43, 45, 47, 48(1) point (b), 49(3), to 3) and 75(4) of CRR
A.1.15	Securitisation Positions	0	-17	C:0.00 (046;010)	Articles 36(1) point (b), 24(31) point (b), 24(41) point (b) and 258 of CRR
A.1.16	Holdings of CET1 Capital Instruments (no significant investment)	0	0	C:0.00 (048;010)	Articles 4(27), 36(1) point (h), 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	Deductible DTAs	0	0	C:0.00 (049;010)	Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 Capital Instruments (significant investment)	-399	-395	C:0.00 (050;010)	Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3), to 3) and 79 of CRR
A.1.18	Excess of 17.65% threshold	0	0	C:0.00 (051;010)	Article 48 of CRR
A.1.19	Additional Deductions due to Article 3 CRR	0	0	C:0.00 (054;010)	Article 3 CRR
A.1.20	CET1 Capital Elements or Deductions - Other	0	-9	C:0.00 (059;010)	-
A.1.21	Transitional Adjustments	90	0	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	Grandfathered CET1 Capital Instruments	0	0	C:0.00 (0226;010)	Articles 48(3) point (3), and 484 to 487 of CRR
A.1.21.2	Additional Minority Interests	0	0	C:0.00 (0246;010)	Articles 479 and 480 of CRR
A.1.21.3	Other Transitional Adjustments	90	0	C:0.00 (0528;010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C:0.00 (0530;010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital Instruments	0	0	C:0.00 (0540;010) + C:0.00 (0570;010)	-
A.2.2	Excess Deduction from T2 items	0	0	C:0.00 (0726;010)	-
A.2.3	Other Additional Tier 1 Capital Components and Deductions	51	0	C:0.00 (0698;010) + C:0.00 (0700;010), + C:0.00 (0710;010), + C:0.00 (0740;010), + C:0.00 (0744;010), + C:0.00 (0748;010)	-
A.2.4	Additional Tier 1 Transitional Adjustments	-51	0	C:0.00 (0680;010) + C:0.00 (0680;010), + C:0.00 (0730;010)	-
A.3	Tier 1 Capital	18,379	18,390	C:0.00 (015;010)	Article 25 of CRR
A.4	Tier 2 Capital	1,590	1,591	C:0.00 (0750;010)	Article 71 of CRR
A.4.1	Tier 2 Capital Instruments	1,630	1,592	C:0.00 (0760;010) + C:0.00 (0890;010)	-
A.4.2	Other Tier 2 Capital Components and Deductions	-1	-1	C:0.00 (0918;010) + C:0.00 (0920;010), + C:0.00 (0930;010) + C:0.00 (0950;010) + C:0.00 (0970;010) + C:0.00 (0974;010) + C:0.00 (0978;010)	-
A.4.3	Tier 2 Transitional Adjustments	-40	0	C:0.00 (0880;010) + C:0.00 (0960;010), + C:0.00 (0960;010)	-
B	Total Risk Exposure Amount	44,184	45,516	C:0.00 (015;010)	Articles 8(3), 95, 96 and 98 of CRR
B.1	Transitional Adjustments Included	0	0	C:0.05 (015;010)	-
C.1	CET1 Capital Ratio (Transitional Period)	41.60%	40.40%	GA3 (1)	-
C.2	Tier 1 Capital Ratio (Transitional Period)	41.60%	40.40%	GA3 (3)	-
C.3	Total Capital Ratio (Transitional Period)	45.19%	43.90%	GA3 (5)	-
D	CET1 Capital (Fully Loaded)	18,339	18,390	-	-
E	CET1 Capital Ratio (Fully Loaded)	41.51%	40.40%	-	-

Capital Ratios

CET1 Capital Ratio (Transitional Period): 41.60% (as of 31/12/2017), 40.40% (as of 30/06/2018)
Tier 1 Capital Ratio (Transitional Period): 41.60% (as of 31/12/2017), 40.40% (as of 30/06/2018)
Total Capital Ratio (Transitional Period): 45.19% (as of 31/12/2017), 43.90% (as of 30/06/2018)
CET1 Capital (Fully Loaded): 18,339 (as of 31/12/2017), 18,390 (as of 30/06/2018)
CET1 Capital Ratio (Fully Loaded): 41.51% (as of 31/12/2017), 40.40% (as of 30/06/2018)

Leverage Ratio

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP CODE	Regulation
A.1	Tier 1 Capital (Transitional Definition)	18,379	18,390	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 Capital (Fully Phased-in Definition)	18,339	18,390	C 47.00 (r310,c010)	-
B.1	Total Leverage Ratio Exposures (Transitional Definition)	161,670	168,131	C 47.00 (r300,c010)	-
B.2	Total Leverage Ratio Exposures (Fully Phased-in Definition)	161,630	168,131	C 47.00 (r290,c010)	-
C.1	Leverage Ratio (Transitional Definition)	11.4%	10.9%	C 47.00 (r340,c010)	-
C.2	Leverage Ratio (Fully Phased-in Definition)	11.4%	10.9%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Type	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Credit Risk	42,084	43,360
Securitisation and Re-securitisation (Banking Book)	1,398	1,387
Contributions to the Default Fund of a CCP	2	3
Other Credit Risk	40,685	41,970
Market Risk (Position, FX, Commodities)	28	8
Credit Valuation Adjustment	878	856
Operational Risk	1,194	1,291
Total Risk Exposure Amount	44,184	45,516

Profit and Loss (P&L)

Item	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Interest Income	4,153	2,112
Of which Debt Securities Income	974	437
Of which Loans and Advances Income	1,448	661
Interest Expenses	3,542	1,784
Of which Deposits Expenses	1,092	517
Of which Debt Securities Issued Expenses	760	435
Dividend Income	31	16
Net Fee and Commission Income	88	38
Gains or Losses on Derecognition	20	11
Gains or Losses on Financial Assets Held for Trading	0	0
Gains or Losses on Financial Assets at Fair Value	-1	-1
Gains or Losses from Hedge Accounting	0	0
Exchange Differences	0	0
Net Other Operating Income/(Expenses)	-110	-103
Total Operating Income, Net	638	289
Administrative Expenses	214	112
Depreciation	5	2
Modification Gains or Losses	n.a.	0
Provisions or Reversal of Provisions	-2	-3
Commitments and Guarantees Given	-2	-3
Other Provisions	-1	0
Profit or Loss Before Tax from Continuing Operations	31	15
Profit or Loss After Tax from Continuing Operations	23	10
Profit or Loss from Discontinued Operations	0	0
Profit or Loss for the Year	23	10
Of which Attributable to Owners of the Parent	23	10

Market Risk

Item	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Traded Debt Instruments	28	8
Of which General Risk	28	8
Of which Specific Risk	0	0
Equities	0	0
Foreign Exchange Risk	0	0
Commodities Risk	0	0
Total Risk Exposure Amount	28	8

Credit Risk - Standardised Approach

Consolidated Data (Germany)

Risk Type	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Central Governments or Central Banks	26,733	28,699
Regional Governments or Local Authorities	43,590	42,289
Public Sector Entities	9,365	11,664
Multilateral Development Banks	1,777	1,866
International Organisations	3,185	3,020
Institutions	46,728	47,744
Corporates	22,215	22,697
Of which SME	399	341
Retail	5,099	4,821
Of which SME	50	42
Secured by Mortgages	0	0
Exposures in Default	336	323
Items Associated with Particularly High Risk	184	314
Covered Bonds	3,021	3,043
Claims on Institutions and Corporates with ST Credit Assessment	1,790	3,926
Equity	1,939	1,932
Securitisation	4,223	4,184
Other Exposures	428	428
Standardised Total	170,612	176,738

Notes

Original Exposure: Reported before credit conversion factors and credit risk mitigation techniques.
Exposure Value: Adjusted for credit conversion factors and risk mitigation.
Risk Exposure Amount: The amount used for capital calculation.
Value Adjustments and Provisions: Includes adjustments and provisions, excluding those for securitisation.

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