EBA欧洲银行-UK_549300PPXHEU2JF0AM85_TR_2016_15页_1mb

报告摘要

This document presents the results of the 2016 EU-wide Transparency Exercise for Lloyds Banking Group Plc, covering the following areas:

Capital Structure: Breakdown of the bank's own funds, including CET1, Tier 1, and Tier 2 capital.
Risk Exposure Amounts: Details of the bank's credit, market, and operational risk exposures.
Profit and Loss (P&L): Summary of operating income and expenses, as well as profit or loss before and after tax.
Market Risk: Information on market risk exposure, including VaR and stressed VaR calculations.
Credit Risk (Standardised Approach): Risk exposure amounts categorized by different types of counterparties, including central governments, institutions, corporates, and SMEs.

Capital Component	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP Code	Regulation
Own Funds	65,395	58,887	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
CET1 Capital	38,893	35,222	C 0.00 (020,010)	Article 50 of CRR
Additional Tier 1 Capital	10,899	8,878	C 0.00 (0530,010)	Article 61 of CRR
Tier 1 Capital	49,792	44,099	C 0.00 (015,010)	Article 25 of CRR
Tier 2 Capital	15,603	14,787	C 0.00 (0750,010)	Article 71 of CRR

P&L Item	As of 31/12/2015	As of 30/06/2016
Interest Income	24,002	10,194
Debt Securities Income	1,266	592
Loans and Advances Income	22,737	9,602
Interest Expenses	8,217	3,274
Deposits Expenses	4,723	1,729
Debt Securities Expenses	796	470
Dividend Income	71	43
Net Fee and Commission Income	3,227	1,292
Gains/Losses on Derecognition	75	907
Gains/Losses on Trading Financial Assets	360	-1,084
Gains/Losses on Fair Value Through Profit or Loss	1,173	382
Gains/Losses from Hedge Accounting	-147	-12
Exchange Differences	544	1,107
Net Other Operating Income/Expenses	1,767	-139
Total Operating Income, Net	22,855	9,416
Administrative Expenses	10,710	4,267
Depreciation	2,794	1,361
Provisions/Reversals	6,373	473
Profit or Loss Before Tax from Continuing Operations	2,383	3,464
Profit or Loss After Tax from Continuing Operations	1,280	2,857
Profit or Loss for the Year	1,280	2,857

Counterparty Type	As of 31/12/2015	As of 30/06/2016
Central Governments or Central Banks	250,404	224,392
Regional Governments or Local Authorities	1	0
Public Sector Entities	3	4
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	52,112	24,281
Corporates	28,429	15,999
Of which: SME	5,418	5,005
Retail	7,101	5,240
Of which: SME	3,813	3,528
Secured by Mortgages on Immovable Property	7,987	5,721
Of which: SME	62	16
Exposures in Default	1,945	1,301
Other Exposures	4,366	3,791
Standardised Total	32,791	28,939

Capital Reduction: Own funds decreased from 65,395 EUR in December 2015 to 58,887 EUR in June 2016, reflecting a reduction in CET1 capital and other capital components.
Capital Ratios: The CET1 ratio increased slightly from 12.81% to 13.07%, while the Tier 1 and Total Capital ratios showed minor fluctuations.
Risk Exposure Decline: Total risk exposure decreased from 303,625 EUR to 269,544 EUR, with reductions in credit, market, and operational risk.
Market Risk: Market risk exposure decreased from 751 EUR to 550 EUR, with notable declines in foreign exchange and commodities risk.
Credit Risk: Credit risk exposure, particularly from corporates and retail, decreased significantly from 250,404 EUR to 224,392 EUR, indicating a reduction in credit risk exposure.

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