EBA欧洲银行-IT_549300W9STRUCJ2DLU64_TR_2015_21页_1mb

报告摘要

2015 EU-wide Transparency Exercise Summary - Veneto Banca SCpA

Core Information

Bank Name: Veneto Banca SCpA
LEI Code: 549300W9STRUCJ2DLU64
Country Code: IT (Italy)
Exercise Year: 2015

Capital Structure

Capital Ratios

Capital Type	As of 31/12/2014	As of 30/06/2015
Common Equity Tier 1 Capital Ratio	9.40%	8.37%
Tier 1 Capital Ratio	9.40%	8.37%
Total Capital Ratio	10.17%	9.43%

Capital Components

Capital Component	As of 31/12/2014	As of 30/06/2015
Own Funds	2,503	2,333
Common Equity Tier 1 Capital (net of deductions and after transitional adjustments)	2,313	2,072
Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	3,126	2,120
Retained Earnings	-466	250
Accumulated Other Comprehensive Income	19	147
Other Reserves	81	64
Funds for general banking risk	0	0
Minority interest given recognition in CET1 Capital	89	73
Adjustments to CET1 due to prudential filters	-3	-4
Intangible assets (including Goodwill)	-681	-608
DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	-6	-15
IRB shortfall of credit risk adjustments to expected losses	0	0
Defined benefit pension fund assets	0	0
Reciprocal cross holdings in CET1 Capital	0	0
Excess deduction from AT1 items over AT1 Capital	-645	-27
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0
Other CET1 capital elements and deductions	0	0
Transitional adjustments	800	123
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0
Transitional adjustments due to additional minority interests	45	29
Other transitional adjustments to CET1 Capital	755	94

Additional Tier 1 Capital

Additional Tier 1 Capital	As of 31/12/2014	As of 30/06/2015
Additional Tier 1 Capital instruments (including grandfathered amounts)	130	118
Other additional Tier 1 Capital components and deductions (after transitional adjustments)	-130	-118

Tier 2 Capital

Tier 2 Capital	As of 31/12/2014	As of 30/06/2015
Tier 2 Capital instruments (including grandfathered amounts)	175	224
Other Tier 2 Capital components and deductions (after transitional adjustments)	15	37

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2014 (mIn EUR)	As of 30/06/2015 (mIn EUR)
Total Risk Exposure Amount	24,607	24,751
Risk exposure amount for credit risk	22,109	22,293
Risk exposure amount for securitisation and re-securitisations in the banking book	315	277
Risk exposure amount for contributions to the default fund of a CCP	0	31
Risk exposure amount Other credit risk	21,794	21,985
Risk exposure amount for position, foreign exchange and commodities (Market risk)	435	406
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	98	72
Risk exposure amount for operational risk	1,965	1,980
Other risk exposure amounts	0	0

Note: The "Risk exposure amount for position, foreign exchange and commodities (Market risk)" may include hedges, which are not securitisation positions, as per Article 338.3 of CRR.

Profit and Loss (P&L) Summary

P&L Item	As of 31/12/2014 (mln EUR)	As of 30/06/2015 (mln EUR)
Interest Income	1,151	523
Of which debt securities income	139	49
Of which loans and advances income	874	420
Interest Expenses	634	270
Of which deposits expenses	238	84
Of which debt securities issued expenses	246	115
Dividend Income	7	4
Net Fee and commission income	249	131
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	46	67
Gains or (-) losses on financial assets and liabilities held for trading, net	3	12
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	0	1
Gains or (-) losses from hedge accounting, net	2	-3
Exchange differences [gain or (-) loss], net	11	-1
Net other operating income/(expenses)	73	26
Total Operating Income, Net	909	490
Administrative expenses	623	296
Depreciation	35	16
Provisions or (-) reversal of provisions	40	21
Commitments and guarantees given	2	4
Other provisions	37	17
Of which pending legal issues and tax litigation	37	-
Of which restructuring	0	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	731	376
Loans and receivables	717	296
Held to maturity investments, AFS assets and financial assets measured at cost	14	80
Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets	674	64
Profit or (-) loss before tax from continuing operations	-1,211	-276
Profit or (-) loss after tax from continuing operations	-984	-221
Profit or (-) loss after tax from discontinued operations	0	0
Profit or (-) loss for the year	-984	-221
Of which attributable to owners of the parent	-968	-214

Credit Risk - Standardised Approach

Credit Risk Category	As of 31/12/2014	As of 30/06/2015
Total Risk Exposure Amount	24,607	24,751
Risk exposure amount for credit risk	22,109	22,293
Risk exposure amount for securitisation and re-securitisations in the banking book	315	277
Risk exposure amount for contributions to the default fund of a CCP	0	31
Risk exposure amount Other credit risk	21,794	21,985
Risk exposure amount for position, foreign exchange and commodities (Market risk)	435	406
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	98	72
Risk exposure amount for operational risk	1,965	1,980
Other risk exposure amounts	0	0

Credit Risk - IRB Approach

IRB Risk Exposure Category	As of 31/12/2014	As of 30/06/2015
Total Risk Exposure Amount	0	0
Risk exposure amount for credit risk	0	0
Risk exposure amount for securitisation and re-securitisations in the banking book	0	0
Risk exposure amount for contributions to the default fund of a CCP	0	0
Risk exposure amount Other credit risk	0	0
Risk exposure amount for position, foreign exchange and commodities (Market risk)	0	0
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	0	0
Risk exposure amount for operational risk	0	0
Other risk exposure amounts	0	0
IRB Total	0	0

Sovereign Exposure

Sovereign Exposure Category	As of 31/12/2014	As of 30/06/2015
Total	0	0

Key Observations

Capital Reduction: The Common Equity Tier 1 (CET1) capital decreased from 2,313 mln EUR to 2,072 mln EUR, indicating a decline in the bank's capital position.
Transitional Adjustments: These adjustments were significant, decreasing from 800 mln EUR to 123 mln EUR, which impacted the CET1 capital.
Risk Exposure: The total risk exposure increased slightly from 24,607 mIn EUR to 24,751 mIn EUR, with credit risk being the largest component.
Profit and Loss: The bank reported a net loss for both periods, with the loss after tax decreasing from -984 mln EUR to -221 mln EUR, indicating improved performance in the second half of 2015.
IRB Approach: The IRB approach showed no risk exposure, suggesting that the bank may not be using this approach or that all exposures were classified under the Standardised Approach.

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