EBA欧洲银行-EBA_RECAP_2012LU045_10页_2mb

报告摘要

文档总结

核心内容概述

该文档提供了根据CRD3规则和COREP报告要求，某金融机构在2011年12月和2012年6月的资本状况及风险加权资产（RWA）相关信息。主要内容包括资本结构、资本扣除项、风险加权资产构成及主权资本缓冲的计算。

主要观点

1. 资本结构

A) Common equity before deductions (Original own funds without hybrid instruments and government support measures other than ordinary shares):
- Dec-11: 1,562百万欧元
- Jun-12: 1,862百万欧元
Of which: eligible capital and reserves:
- Dec-11: 1,925百万欧元
- Jun-12: 2,076百万欧元
Of which: intangibles assets (including goodwill):
- Dec-11: -12百万欧元
- Jun-12: -12百万欧元
Of which: adjustment to valuation differences in other AFS assets:
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元
B) Deductions from common equity:
- Dec-11: -80百万欧元（-0.8% RWA）
- Jun-12: -87百万欧元（-0.8% RWA）
- Of which: deductions of participations and subordinated claims:
  - Dec-11: -69百万欧元
  - Jun-12: -77百万欧元
- Of which: securitisation exposures not included in RWA:
  - Dec-11: -9百万欧元（-0.1% RWA）
  - Jun-12: -9百万欧元（-0.1% RWA）
- Of which: IRB provision shortfall and IRB equity expected loss amounts (before tax):
  - Dec-11: -2百万欧元（0.0% RWA）
  - Jun-12: -2百万欧元（0.0% RWA）
C) Common equity (A+B):
- Dec-11: 1,482百万欧元（14.4% RWA）
- Jun-12: 1,774百万欧元（16.2% RWA）
Of which: ordinary shares subscribed by government:
- Dec-11: 0百万欧元（0.0% RWA）
- Jun-12: 0百万欧元（0.0% RWA）
D) Other instruments available for meeting the buffer:
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元
E) Other Existing government support measures:
- Dec-11: 0百万欧元（0.0% RWA）
- Jun-12: 0百万欧元（0.0% RWA）
F) Core Tier 1 including existing government support measures (C+D+E):
- Dec-11: 1,482百万欧元（14.4% RWA）
- Jun-12: 1,774百万欧元（16.2% RWA）
G) Hybrid instruments not subscribed by government:
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元
Tier 1 Capital (F+G):
- Dec-11: 1,482百万欧元（14.4% RWA）
- Jun-12: 1,774百万欧元（16.2% RWA）
RWA (Risk Weighted Assets):
- Dec-11: 10,314百万欧元
- Jun-12: 10,936百万欧元

关键信息

1. 主权资本缓冲计算

H) Prudential filter (AFS sovereign assets in EEA as of 30th September 2011):
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元
I) Difference between book value and fair value of sovereign assets:
- Dec-11: -4百万欧元
- Jun-12: -4百万欧元
Sovereign capital buffer for exposures in EEA (H+I):
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元
J) Additional impairments on sovereign exposures:
- Dec-11: -99百万欧元
- Jun-12: 0百万欧元
Shortfall (+)/Surplus (-) to 9% before application of sovereign capital buffer:
- Dec-11: -554百万欧元
- Jun-12: -790百万欧元
Overall Shortfall (+)/Surplus (-) after including sovereign capital buffer and additional impairments:
- Dec-11: -653百万欧元
- Jun-12: -790百万欧元

风险加权资产（RWA）细分

Total RWA:
- Dec-11: 10,314百万欧元
- Jun-12: 10,936百万欧元
RWA for credit risk:
- Dec-11: 9,235百万欧元
- Jun-12: 9,884百万欧元
RWA Securitisation and re-securitisations:
- Dec-11: 90百万欧元
- Jun-12: 112百万欧元
RWA Other credit risk:
- Dec-11: 9,145百万欧元
- Jun-12: 9,772百万欧元
RWA for market risk:
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元
RWA operational risk:
- Dec-11: 1,079百万欧元
- Jun-12: 1,051百万欧元
Transitional floors:
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元
RWA Other:
- Dec-11: 0百万欧元
- Jun-12: 0百万欧元

国家层面的直接主权暴露

1. 奥地利

GROSS DIRECT LONG EXPOSURES: 95百万欧元
NET DIRECT POSITIONS: 68百万欧元
Provisions and write-off on Sovereign assets: 26百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

2. 比利时

GROSS DIRECT LONG EXPOSURES: 163百万欧元
NET DIRECT POSITIONS: 138百万欧元
Provisions and write-off on Sovereign assets: 25百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

3. 保加利亚

GROSS DIRECT LONG EXPOSURES: 0百万欧元
NET DIRECT POSITIONS: 0百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

4. 塞浦路斯

GROSS DIRECT LONG EXPOSURES: 8百万欧元
NET DIRECT POSITIONS: 8百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

5. 捷克共和国

GROSS DIRECT LONG EXPOSURES: 0百万欧元
NET DIRECT POSITIONS: 0百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

6. 冰岛

GROSS DIRECT LONG EXPOSURES: 0百万欧元
NET DIRECT POSITIONS: 0百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

7. 爱尔兰

GROSS DIRECT LONG EXPOSURES: 0百万欧元
NET DIRECT POSITIONS: 0百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: -193百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

8. 拉脱维亚

GROSS DIRECT LONG EXPOSURES: 5百万欧元
NET DIRECT POSITIONS: 5百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: -14百万欧元
Reserve AFS sovereign assets: -97百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: -82百万欧元

9. 列支敦士登

GROSS DIRECT LONG EXPOSURES: 0百万欧元
NET DIRECT POSITIONS: 0百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元

10. 立陶宛

GROSS DIRECT LONG EXPOSURES: 0百万欧元
NET DIRECT POSITIONS: 0百万欧元
Provisions and write-off on Sovereign assets: 0百万欧元
Prudential filter AFS sovereign assets: 0百万欧元
Reserve AFS sovereign assets: 0百万欧元
Fair value of Cash flow and fair value hedging contracts on AFS sovereign assets: 0百万欧元