EBA欧洲银行-DK_MAES062Z21O4RZ2U7M96_TR_2015_25页_2mb

报告摘要

2015 EU-wide Transparency Exercise Summary - Danske Bank

Core Content

Danske Bank participated in the 2015 EU-wide Transparency Exercise, providing detailed financial and risk-related data. The summary includes information on capital structure, risk exposure, and profit and loss (P&L) figures for the period ending on 31/12/2014 and 30/06/2015.

Capital Structure

Own Funds

As of 31/12/2014: 22,492 mln EUR
As of 30/06/2015: 22,428 mln EUR
Corep Code: CA1 (1)
Regulation: Articles 4(118) and 72 of CRR

Common Equity Tier 1 (CET1) Capital

As of 31/12/2014: 17,613 mln EUR
As of 30/06/2015: 17,157 mln EUR
Corep Code: CA1 (1.1.1)
Regulation: Article 50 of CRR

Capital Instruments Eligible as CET1

As of 31/12/2014: 1,339 mln EUR
As of 30/06/2015: 895 mln EUR
Corep Code: CA1 (1.1.1.1)
Regulation: Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR

Retained Earnings

As of 31/12/2014: 17,747 mln EUR
As of 30/06/2015: 18,000 mln EUR
Corep Code: CA1 (1.1.1.2)
Regulation: Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR

Accumulated Other Comprehensive Income

As of 31/12/2014: 67 mln EUR
As of 30/06/2015: 68 mln EUR
Corep Code: CA1 (1.1.1.3)
Regulation: Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR

Other Reserves

As of 31/12/2014: 0 mln EUR
As of 30/06/2015: 0 mln EUR
Corep Code: CA1 (1.1.1.4)
Regulation: Articles 4(117) and 26(1) point (e) of CRR

Funds for General Banking Risk

As of 31/12/2014: 0 mln EUR
As of 30/06/2015: 0 mln EUR
Corep Code: CA1 (1.1.1.5)
Regulation: Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR

Adjustments to CET1

As of 31/12/2014: -42 mln EUR
As of 30/06/2015: -66 mln EUR
Corep Code: CA1 (1.1.1.9)
Regulation: Articles 32 to 35 and 36(1) point (f) of CRR

Intangible Assets (Including Goodwill)

As of 31/12/2014: -1,450 mln EUR
As of 30/06/2015: -1,439 mln EUR
Corep Code: CA1 (1.1.1.10 + 1.1.1.11)
Regulation: Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR

Deductible DTAs

As of 31/12/2014: -62 mln EUR
As of 30/06/2015: -32 mln EUR
Corep Code: CA1 (1.1.1.12)
Regulation: Articles 36(1) point (c) and 38 of CRR

Defined Benefit Pension Fund Assets

As of 31/12/2014: -213 mln EUR
As of 30/06/2015: -241 mln EUR
Corep Code: CA1 (1.1.1.14)
Regulation: Articles 4(109), 36(1) point (e) and 41 of CRR

Other CET1 Deductions

As of 31/12/2014: -1,014 mln EUR
As of 30/06/2015: -1,078 mln EUR
Corep Code: CA1 (1.1.1.27) + CA1 (1.1.1.28)
Regulation: -

Transitional Adjustments

As of 31/12/2014: 1,339 mln EUR
As of 30/06/2015: 1,082 mln EUR
Corep Code: CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)
Regulation: Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 Capital

As of 31/12/2014: 1,843 mln EUR
As of 30/06/2015: 2,569 mln EUR
Corep Code: CA1 (1.1.2)
Regulation: Article 61 of CRR

Tier 1 Capital

As of 31/12/2014: 19,456 mln EUR
As of 30/06/2015: 19,725 mln EUR
Corep Code: CA1 (1.1)
Regulation: Article 25 of CRR

Tier 2 Capital

As of 31/12/2014: 3,035 mln EUR
As of 30/06/2015: 2,703 mln EUR
Corep Code: CA1 (1.2)
Regulation: Article 71 of CRR

Risk Exposure Amounts

Total Risk Exposure Amount

As of 31/12/2014: 116,291 mln EUR
As of 30/06/2015: 119,620 mln EUR
Corep Code: CA2 (1)
Regulation: Articles 92(3), 95, 96 and 98 of CRR

Risk Exposure Amounts by Type

Credit Risk: 95,536 mln EUR (31/12/2014), 94,351 mln EUR (30/06/2015)
Securitisation and Re-securitisation (Banking Book): 622 mln EUR (31/12/2014), 456 mln EUR (30/06/2015)
Position, FX and Commodities (Market Risk): 7,936 mln EUR (31/12/2014), 13,167 mln EUR (30/06/2015)
Credit Valuation Adjustment: 2,879 mln EUR (31/12/2014), 2,183 mln EUR (30/06/2015)
Operational Risk: 9,939 mln EUR (31/12/2014), 9,919 mln EUR (30/06/2015)
Other Risk Exposure Amounts: 0 mln EUR (31/12/2014), 1 mln EUR (30/06/2015)

Notes

May include hedges, which are not securitisation positions, as per Article 338.3 of CRR

Profit and Loss (P&L)

Total Operating Income, Net

As of 31/12/2014: 5,861 mln EUR
As of 30/06/2015: 3,039 mln EUR

Income Components

Interest Income: 8,404 mln EUR (31/12/2014), 3,828 mln EUR (30/06/2015)
- Of which: Debt Securities Income: 1,138 mln EUR (31/12/2014), 527 mln EUR (30/06/2015)
- Of which: Loans and Advances Income: 6,783 mln EUR (31/12/2014), 2,950 mln EUR (30/06/2015)
Interest Expenses: 4,419 mln EUR (31/12/2014), 1,861 mln EUR (30/06/2015)
- Of which: Deposits Expenses: 991 mln EUR (31/12/2014), 258 mln EUR (30/06/2015)
- Of which: Debt Securities Issued Expenses: 3,420 mln EUR (31/12/2014), 1,597 mln EUR (30/06/2015)
Dividend Income: 174 mln EUR (31/12/2014), 146 mln EUR (30/06/2015)
Net Fee and Commission Income: 1,467 mln EUR (31/12/2014), 798 mln EUR (30/06/2015)
Gains or (-) Losses on Derecognition: 0 mln EUR (31/12/2014), -43 mln EUR (30/06/2015)
Gains or (-) Losses on Trading Financial Assets: -139 mln EUR (31/12/2014), -65 mln EUR (30/06/2015)
Gains or (-) Losses on FVTPL Financial Assets: 0 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
Gains or (-) Losses from Hedge Accounting: 2 mln EUR (31/12/2014), 1 mln EUR (30/06/2015)
Exchange Differences: 0 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)
Net Other Operating Income/(Expenses): 372 mln EUR (31/12/2014), 235 mln EUR (30/06/2015)

Expenses

Administrative Expenses: 2,979 mln EUR (31/12/2014), 1,396 mln EUR (30/06/2015)
Depreciation: 353 mln EUR (31/12/2014), 174 mln EUR (30/06/2015)
Provisions or (-) Reversal of Provisions: -10 mln EUR (31/12/2014), -13 mln EUR (30/06/2015)
Impairment or (-) Reversal of Impairment: 508 mln EUR (31/12/2014), -10 mln EUR (30/06/2015)
Share of Profit or (-) Loss from Subsidiaries, Joint Ventures, and Associates: 205 mln EUR (31/12/2014), 108 mln EUR (30/06/2015)
Profit or (-) Loss from Non-current Assets: 0 mln EUR (31/12/2014), 0 mln EUR (30/06/2015)

Profit or (-) Loss

Before Tax from Continuing Operations: 1,015 mln EUR (31/12/2014), 1,599 mln EUR (30/06/2015)
After Tax from Continuing Operations: 529 mln EUR (31/12/2014), 1,261 mln EUR (30/06/2015)
Profit or (-) Loss for the Year: 529 mln EUR (31/12/2014), 1,261 mln EUR (30/06/2015)
- Of which: Attributable to Owners of the Parent: 529 mln EUR (31/12/2014), 1,261 mln EUR (30/06/2015)

Capital Ratios

Common Equity Tier 1 Capital Ratio: 15.15% (31/12/2014), 14.34% (30/06/2015)
Tier 1 Capital Ratio: 16.73% (31/12/2014), 16.49% (30/06/2015)
Total Capital Ratio: 19.34% (31/12/2014), 18.75% (30/06/2015)

Risk Exposure Breakdown by Country

Denmark: Total Risk Exposure Amount: 116,291 mln EUR (31/12/2014), 119,620 mln EUR (30/06/2015)
Sweden: Total Risk Exposure Amount: 116,291 mln EUR (31/12/2014), 119,620 mln EUR (30/06/2015)
Norway: Total Risk Exposure Amount: 116,291 mln EUR (31/12/2014), 119,620 mln EUR (30/06/2015)
United Kingdom: Total Risk Exposure Amount: 116,291 mln EUR (31/12/2014), 119,620 mln EUR (30/06/2015)

Notes

Original exposure is reported before credit conversion factors or credit risk mitigation techniques
Value adjustments and provisions do not include securitisation exposures

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