EBA欧洲银行-ES_SI5RG2M0WQQLZCXKRM20_TR_2018_22页_3mb
报告摘要
Banco de Sabadell, S.A. 2018 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Banco de Sabadell, S.A.
- LEI Code: SI5RG2M0WQQLZCXKRM20
- Country Code: ES (Spain)
Capital Structure (Transitional Period)
Own Funds
- Total Own Funds (as of 31/12/2017): 12,459 mln EUR
- Total Own Funds (as of 30/06/2018): 11,977 mln EUR
Capital Components
| Component | 2017 (mln EUR) | 2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| CET1 Capital (net of deductions) | 10,415 | 9,609 | C:0.00 (020;010) | Article 50 of CRR |
| Capital instruments eligible as CET1 | 8,403 | 8,403 | C:0.00 (030;010) | Articles 26(1) (a) and (b), 27–29, 36(1) (f), 42 of CRR |
| Retained earnings | 408 | 14 | C:0.00 (130;010) | Articles 26(1) (c), 26(2), 36(1) (a) and (f) of CRR |
| Accumulated other comprehensive income | -265 | -468 | C:0.00 (180;010) | Articles 4(100), 26(1) (d), 36(1) (f) of CRR |
| Other Reserves | 4,207 | 3,845 | C:0.00 (300;010) | Articles 4(117), 26(1) (e) of CRR |
| Funds for general banking risk | 0 | 0 | C:0.00 (210;010) | Articles 4(112), 26(1) (f), 36(1) (f) of CRR |
| Minority interest given recognition in CET1 | 11 | 11 | C:0.00 (230;010) | Article 84 of CRR |
| Adjustments to CET1 due to prudential fibers | 77 | 33 | C:0.00 (255;010) | Articles 32–35, 36(1) (f) of CRR |
| Intangible assets (including Goodwill) | -2,246 | -2,320 | C:0.00 (300;010) + C:0.00 (340;010) | Articles 4(113), 36(1) (b), 37 of CRR |
| TFAs that rely on future profitability | -215 | -302 | C:0.00 (370;010) | Articles 36(1) (c), 38 of CRR |
| IRB shortfall of credit risk adjustments | -66 | 0 | C:0.00 (380;010) | Articles 36(1) (b), 40, 159 of CRR |
| Defined benefit pension fund assets | 0 | 0 | C:0.00 (390;010) | Articles 4(109), 36(1) (a), 41 of CRR |
| Reciprocal cross holdings in CET1 Capital | 0 | 0 | C:0.00 (430;010) | Articles 4(122), 36(1) (g), 44 of CRR |
| Excess deduction from AT1 items over AT1 Capital | 0 | 0 | C:0.00 (440;010) | Article 36(1) (g) of CRR |
| Deductions related to assets with 1.250% risk weight | 0 | -4 | C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), and C:0.00 (471;010) | Articles 4(36), 36(1) (b), 89–91, 74(3) (b), 34(1) (b), 258, 36(1) (b), 153(8), 75(4), etc. of CRR |
| Holdings of CET1 capital instruments (non-significant investment) | 0 | 0 | C:0.00 (460;010) | Articles 36(1) (b), 243(1) (b), 244(1) (b), 258 of CRR |
| Deductible DTAs relying on future profitability | 0 | 0 | C:0.00 (490;010) | Articles 36(1) (c), 38, 48(1) (a), 48(2) of CRR |
| Holdings of CET1 capital instruments (significant investment) | 0 | 0 | C:0.00 (500;010) | Articles 4(27), 36(1) (b), 43, 45, 47, 48(1) (b), 49(1)–(3), 79 of CRR |
| Additional deductions of CET1 capital (Article 3 CRR) | -363 | 0 | C:0.00 (524;010) | Article 3 CRR |
| CET1 capital elements or deductions - other | -40 | -375 | C:0.00 (529;010) | - |
| Transitional adjustments | 504 | 773 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| Transitional adjustments due to grandfathered CET1 instruments | 0 | 0 | C:0.00 (226;010) | Articles 48(1)–(3), 484–487 of CRR |
| Transitional adjustments due to additional minority interests | 5 | 0 | C:0.00 (246;010) | Articles 479, 480 of CRR |
| Other transitional adjustments to CET1 | 499 | 773 | C:0.00 (528;010) | Articles 469–472, 478, 481 of CRR |
Additional Tier 1 Capital
- Total Additional Tier 1 Capital (as of 31/12/2017): 696 mln EUR
- Total Additional Tier 1 Capital (as of 30/06/2018): 1,152 mln EUR
Tier 1 Capital
- Total Tier 1 Capital (as of 31/12/2017): 11,111 mln EUR
- Total Tier 1 Capital (as of 30/06/2018): 10,761 mln EUR
Tier 2 Capital
- Total Tier 2 Capital (as of 31/12/2017): 1,348 mln EUR
- Total Tier 2 Capital (as of 30/06/2018): 1,216 mln EUR
Capital Ratios (Transitional Period)
- Common Equity Tier 1 Ratio: 13.44% (2017) → 11.92% (2018)
- Tier 1 Ratio: 14.34% (2017) → 13.35% (2018)
- Total Capital Ratio: 16.07% (2017) → 14.86% (2018)
Fully Loaded CET1 Capital Ratio
- 2017: 9,911 mln EUR
- 2018: 8,836 mln EUR
Leverage Ratio
| Component | 2017 (mln EUR) | 2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital (transitional definition) | 11,111 | 10,761 | C 47.00 (r320,c010) | Article 429 of CRR |
| Tier 1 Capital (fully phased-in definition) | 11,063 | 9,988 | C 47.00 (r310,c010) | Article 429 of CRR |
| Total Leverage Ratio Exposures (transitional definition) | 223,445 | 217,605 | C 47.00 (r300,c010) | Article 429 of CRR |
| Total Leverage Ratio Exposures (fully phased-in definition) | 223,402 | 216,832 | C 47.00 (r290,c010) | Article 429 of CRR |
| Leverage Ratio (transitional definition) | 5.0% | 5.0% | C 47.00 (r340,c010) | Article 429 of CRR |
| Leverage Ratio (fully phased-in definition) | 5.0% | 4.6% | C 47.00 (r330,c010) | Article 429 of CRR |
Risk Exposure Amounts
- Total Risk Exposure Amount (as of 31/12/2017): 77,505 mln EUR
- Total Risk Exposure Amount (as of 30/06/2018): 80,590 mln EUR
Risk Exposure Breakdown
| Risk Type | 2017 (mln EUR) | 2018 (mln EUR) |
|---|---|---|
| Credit Risk | 68,655 | 70,262 |
| Securitisation and re-securitisations (banking book) | 0 | 0 |
| Contributions to the default fund of a CCP | 9 | 11 |
| Other credit risk | 68,645 | 70,251 |
| Market Risk (position, foreign exchange, commodities) | 300 | 292 |
| Credit Valuation Adjustment | 196 | 224 |
| Operational Risk | 8,354 | 8,354 |
| Other risk exposure amounts | 0 | 1,458 |
Credit Risk - Standardised Approach
- Standardised Total (as of 31/12/2017): 119,688 mln EUR
- Standardised Total (as of 30/06/2018): 107,434 mln EUR
Risk Exposure Breakdown (Standardised Approach)
| Exposure Type | 2017 (mln EUR) | 2018 (mln EUR) |
|---|---|---|
| Central governments or central banks | 55,823 | 42,901 |
| Regional governments or local authorities | 5,633 | 5,782 |
| Public sector entities | 1,731 | 2,012 |
| Multilateral Development Banks | 0 | 0 |
| International Organisations | 0 | 0 |
| Institutions | 2,405 | 2,394 |
| Corporates | 4,270 | 5,609 |
| Retail | 4,251 | 4,883 |
| Secured by mortgages on immovable property | 22,133 | 21,079 |
| Exposures in default | 3,183 | 2,748 |
| Items associated with particularly high risk | 115 | 139 |
| Covered bonds | 56 | 55 |
| Other exposures | 19,770 | 19,562 |
Notes
- The fully loaded CET1 capital ratio is based on the formula in the "COREP CODE" column.
- The Total Risk Exposure Amount includes various risk types, such as credit, market, and operational risks.
- Original exposure is reported before applying credit conversion factors or mitigation techniques.
- The standardised approach provides a detailed breakdown of risk exposures across different categories.
展开完整摘要
试读结束，高清完整版pdf/doc/ppt,请点下载
