EBA欧洲银行-IT_549300TRUWO2CD2G5692_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - UniCredit SpA

Core Information

Bank Name: UniCredit SpA
LEI Code: 549300TRUWO2CD2G5692
Country Code: IT (Italy)

Capital Structure (Transitional Period)

Category	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
OWN FUNDS	55,579	55,960	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
A.1: Common Equity Tier 1 Capital (net of deductions and after transitional adjustments)	41,375	41,955	C.01.00 (r020,c010)	Article 50 of CRR
A.1.1: Capital instruments eligible as CET1 Capital	35,522	34,524	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2: Retained earnings	9,820	12,480	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
A.1.3: Accumulated other comprehensive income	-3,977	-5,025	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
A.1.4: Other Reserves	5,423	5,557	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5: Funds for general banking risk	0	0	C.01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
A.1.6: Minority interest given recognition in CET1 capital	1,328	1,257	C.01.00 (r230,c010)	Article 84 of CRR
A.1.7: Adjustments to CET1 due to prudential filters	-908	-833	C.01.00 (r250,c010)	Articles 32 to 35 of and 36(1) point (f) of CRR
A.1.8: Intangible assets (including Goodwill)	-5,776	-5,709	C.01.00 (r300,c010) + C.01.00 (r340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR
A.1.9: DTAs that rely on future profitability	-308	-329	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10: IRB shortfall of credit risk adjustments	0	-2	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11: Defined benefit pension fund assets	-44	-48	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12: Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13: Excess deduction from AT1 items over AT1 Capital	0	0	C.01.00 (r440,c010)	Articles 36(1) point (d) of CRR
A.1.14: Deductions related to assets with 1.25% risk weight	-173	-235	C.01.00 (r450,c010) + ... + C.01.00 (r472,c010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR
A.1.15: Holdings of CET1 capital instruments	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (h); 43 to 46, 49(2) and (3) and 79 of CRR
A.1.16: Deductible DTAs that rely on future profitability	0	0	C.01.00 (r490,c010)	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 with significant investment	0	0	C.01.00 (r500,c010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.18: Amount exceeding the 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
A.1.19: Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C.01.00 (r524,c010)	Article 3 CRR
A.1.20: CET1 capital elements or deductions - other	-363	-410	C.01.00 (r529,c010)	-
A.1.21: Transitional adjustments	831	730	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1: Transitional adjustments due to grandfathered CET1 instruments	0	0	C.01.00 (r220,c010)	Articles 48(3) to (3), and 484 to 487 of CRR
A.1.21.2: Transitional adjustments due to additional minority interests	979	649	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
A.1.21.3: Other transitional adjustments to CET1 Capital	-148	81	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR
A.2: Additional Tier 1 Capital	3,545	3,179	C.01.00 (r530,c010)	Article 61 of CRR
A.2.1: Additional Tier 1 Capital instruments	1,864	1,806	C.01.00 (r540,c010) + C.01.00 (r670,c010)	-
A.2.2: Excess deduction from T2 items over T2 capital	0	0	C.01.00 (r720,c010)	-
A.2.3: Other Additional Tier 1 Capital components and deductions	-47	-45	C.01.00 (r690,c010) + ... + C.01.00 (r748,c010)	-
A.2.4: Additional Tier 1 transitional adjustments	1,728	1,418	C.01.00 (r660,c010) + C.01.00 (r680,c010) + C.01.00 (r730,c010)	-
A.3: Tier 1 Capital	44,920	45,134	C.01.00 (r615,c010)	Article 25 of CRR
A.4: Tier 2 Capital	10,659	10,826	C.01.00 (r750,c010)	Article 71 of CRR
A.4.1: Tier 2 Capital instruments	8,811	8,778	C.01.00 (r760,c010) + C.01.00 (r890,c010)	-
A.4.2: Other Tier 2 Capital components and deductions	-738	103	C.01.00 (r910,c010) + ... + C.01.00 (r978,c010)	-
A.4.3: Tier 2 transitional adjustments	2,585	1,945	C.01.00 (r880,c010) + C.01.00 (r900,c010) + C.01.00 (r960,c010)	-
OWN FUNDS REQUIREMENTS	390,599	399,260	C.02.00 (r010,c010)	Articles 92(3), 95, 96 and 98 of CRR
B.1: Transitional adjustments included	1	0	C.05.01 (r010,c040)	-
CAPITAL RATIOS (Transitional period)	-	-	-	-
C.1: Common Equity Tier 1 Capital Ratio	10.59%	10.51%	CA3 (1)	-
C.2: Tier 1 Capital Ratio	11.50%	11.30%	CA3 (3)	-
C.3: Total Capital Ratio	14.23%	14.02%	CA3 (5)	-
D: Common Equity Tier 1 Capital (fully loaded)	40,545	41,225	[IA.1-A.I.13-A.I.13+MIN(A2.4-A.2.4+MIN(A4.4-A.4.4-3.0))]	-
E: Common Equity Tier 1 Capital Ratio (fully loaded)	10.38%	10.33%	[D-1]/[B-1]	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Credit risk	333,598	337,609
Securitisation and re-securitisations in the banking book	2,881	2,963
Contributions to the default fund of a CCP	70	96
Other credit risk	330,648	334,550
Market risk (position, foreign exchange and commodities)	10,964	17,887
Risk exposure amount for securitisation and re-securitisations in the trading book	13	9
Credit Valuation Adjustment	4,881	4,209
Operational risk	41,100	39,492
Other risk exposure amounts	55	63
Total Risk Exposure Amount	390,599	399,260

Profit and Loss (P&L)

P&L Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	21,783	10,499
Of which debt securities income	3,294	1,556
Of which loans and advances income	15,886	7,624
Interest expenses	9,245	4,221
Of which deposits expenses	3,560	1,674
Of which debt securities issued expenses	4,369	1,837
Dividend income	406	345
Net Fee and commission income	8,076	4,057
Gains or (-) losses on derecognition	510	777
Gains or (-) losses on financial assets held for trading	515	43
Gains or (-) losses on financial assets designated at fair value through profit or loss	-184	279
Gains or (-) losses from hedge accounting	-13	-45
Exchange differences	763	235
Net other operating income/(expenses)	1,101	492
Total Operating Income, Net	23,711	12,460
Administrative expenses	15,203	7,795
Depreciation	1,081	575
Provisions or (-) reversal of provisions	766	153
Commitments and guarantees given	1	-114
Other provisions	765	267
Of which pending legal issues and tax litigation	239	-
Of which restructuring	1,555	-
Impairment or (-) reversal of impairment	4,356	1,981
Of which loans and receivables	4,289	1,929
Of which held to maturity investments, AFS assets and financial assets measured at cost	67	52
Of which investments in subsidiaries, joint ventures and associates and on non-financial assets	71	39
Profit or (-) Loss Before Tax from Continuing Operations	2,582	2,119
Profit or (-) Loss After Tax from Continuing Operations	2,444	1,575
Profit or (-) loss after tax from discontinued operations	-400	-14
Profit or (-) Loss for the Year	2,044	1,562
Of which attributable to owners of the parent	1,694	1,321

Market Risk

Risk Exposure Type	As of 31/12/2015 (mil EUR)	As of 30/06/2016 (mil EUR)
Traded Debt Instruments	1,539	1,066
Of which: General risk	1,444	1,022
Of which: Specific risk	86	34
Equities	13	32
Of which: General risk	2	19
Of which: Specific risk	2	4
Foreign exchange risk	673	456
Commodities risk	0	0
Total Risk Exposure Amount	2,225	1,554

Credit Risk - Standardised Approach

Risk Exposure Type	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	527,474	539,635
Regional governments or local authorities	408,798	410,820
Public sector entities	185,152	185,811
Multilateral Development Banks	-	-
International Organisations	-	-
Institutions	390,599	399,260
Corporates	10,964	17,887
Of which: SME	13,349	13,353
Retail	10,953	10,492
Of which: SME	8,553	8,696
Secured by mortgages on immovable property	15,180	15,243
Of which: SME	1,714	1,929
Exposures in default	6,631	6,353
Items associated with particularly high risk	337	336
Covered bonds	251	389
Claims on institutions and corporates with a ST credit assessment	108	90
Collective investments undertakings (CIU)	2,116	2,116
Equity	12,718	368
Securitisation	-	-
Other exposures	1,985	2,116
Standardised Total	390,599	399,260