EBA欧洲银行-IT_549300W9STRUCJ2DLU64_TR_2016_11页_717kb

报告摘要

2016 EU-wide Transparency Exercise Summary for Veneto Banca SCpA

Core Information

Bank Name: Veneto Banca SCpA
LEI Code: 549300W9STRUCJ2DLU64
Country Code: IT (Italy)
Reporting Period: As of 31/12/2015 and 30/06/2016

Own Funds (Transitional Period)

Code	Description	31/12/2015 (mEUR)	30/06/2016 (mEUR)	COREP Code	Regulation
A	OWN FUNDS	2,093	2,688	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital	1,669	2,297	C 0.00 (020,010)	Article 50 of CRR
A.1.1	CET1 Eligible Instruments	1,935	2,021	C 0.00 (030,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained Earnings	-420	190	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated Other Comprehensive Income	140	103	C 0.00 (018,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	66	66	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for General Banking Risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority Interest in CET1	85	74	C 0.00 (020,010)	Article 84 of CRR
A.1.7	CET1 Adjustments due to Prudential Filters	-5	-6	C 0.00 (025,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible Assets	-130	-118	C 0.00 (030,010) + C 0.00 (030,010)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
A.1.9	DTA Deductions	-96	-174	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB Shortfall	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined Benefit Pension Fund Assets	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Cross Holdings	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess Deduction from ATI Items	-414	-2	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	Deductions for 1.250% Risk Weight Assets	0	0	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (ii), 243(1) point (iii), 244(1) point (iv) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.15	CET1 Holdings of Financial Sector Entities (No Significant Investment)	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.16	Deductible DTA on Future Profitability	0	0	C 0.00 (0490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	CET1 Holdings of Financial Sector Entities (Significant Investment)	0	0	C 0.00 (0510,010)	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	CET1 Exceeding 17.65% Threshold	0	0	C 0.00 (0524,010)	Article 48 of CRR
A.1.19	Additional CET1 Deductions	0	0	C 0.00 (0529,010)	-
A.1.21	Transitional Adjustments	508	143	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional Adjustments for Grandfathered CET1 Instruments	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional Adjustments for Additional Minority Interests	19	14	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	Other Transitional Adjustments	489	129	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	Additional Tier 1 Instruments	9	11	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	Excess Deduction from T2 Items	0	0	C 0.00 (0720,010)	-
A.2.3	Other Additional Tier 1 Components	414	2	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0720,010) + C 0.00 (0740,010) + C 0.00 (0741,010) + C 0.00 (0748,010)	-
A.2.4	Additional Tier 1 Transitional Adjustments	-423	-12	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	Tier 1 Capital	1,669	2,297	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital	424	391	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	Tier 2 Instruments	396	375	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	Other Tier 2 Components	-2	-2	C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010)	-
A.4.3	Tier 2 Transitional Adjustments	30	18	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-

Capital Ratios (Transitional Period)

Code	Description	31/12/2015 (%)	30/06/2016 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	7.23%	10.74%	C A3 (1)	-
C.2	Tier 1 Capital Ratio	7.23%	10.74%	C A3 (3)	-
C.3	Total Capital Ratio	9.06%	12.57%	C A3 (5)	-

Fully Loaded CET1 Capital Ratio

Code	Description	31/12/2015	30/06/2016	Regulation
D	CET1 Capital (Fully Loaded)	1,575	2,156	-
E	CET1 Capital Ratio (Fully Loaded)	6.90%	10.23%	-

Risk Exposure Amounts

Description	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Credit Risk	20,760	19,134
Securitisation and Re-securitisation (Banking Book)	263	192
Contributions to CCP Default Fund	32	183
Other Credit Risk	20,465	18,760
Market Risk (Position, FX, Commodities)	352	270
Total Risk Exposure Amount	23,091	21,392

Profit and Loss (P&L)

Description	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Interest Income	1,012	422
Debt Securities Income	122	50
Loans and Advances Income	790	349
Interest Expenses	510	215
Deposits Expenses	184	102
Debt Securities Issued Expenses	191	66
Dividend Income	5	4
Net Fee and Commission Income	251	138
Gains or Losses on Derecognition	241	25
Gains or Losses on Trading Financial Assets	14	3
Gains or Losses on FVTPL Financial Assets	3	1
Gains or Losses from Hedge Accounting	-5	-6
Exchange Differences	6	4
Net Other Operating Income/Expenses	53	28
Total Operating Income, Net	1,070	405
Administrative Expenses	655	370
Depreciation	37	36
Provisions or Reversal of Provisions	97	73
Commitments and Guarantees Given	9	-1
Other Provisions	88	74
Profit or Loss Before Tax from Continuing Operations	-1,096	-364
Profit or Loss After Tax from Continuing Operations	-905	-272
Profit or Loss After Tax from Discontinued Operations	0	0
Profit or Loss for the Year	-905	-272
Of which Attributable to Owners of the Parent	-882	-259

Market Risk Breakdown

Description	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Traded Debt Instruments	157	90
Of which General Risk	124	63
Of which Specific Risk	21	19
Equities	54	17
Of which General Risk	27	7
Of which Specific Risk	27	5
Foreign Exchange Risk	141	162
Commodities Risk	0	0
Total Risk Exposure Amount	352	270

Credit Risk - Standardised Approach

Description	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Original Exposure	45,559	41,100
Exposure Value	23,091	21,392
Risk Exposure Amount	20,728	18,952
Value Adjustments and Provisions	2,828	3,034

Sovereign Exposure

Description	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Total - All Countries	3,223.8	3,179.2
Of which: Held for Trading	22.6	19.7
Of which: Designated at FVTPL	3,201.3	3,159.5
Of which: Available-for-sale	0.0	0.0
Of which: Loans and Receivables	2,976.6	2,976.6
Of which: Held-to-maturity investments	22.6	19.7

Performing and Non-performing Exposures

Description	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Debt Securities	3,346	3,216
General Governments	3,196	2,977
Loans and Advances	23	111
Other Financial Corporations	126	118
Non-financial Corporations	0	10

Key Observations

Veneto Banca SCpA reported an increase in own funds from 2,093 mEUR to 2,688 mEUR during the transitional period.
CET1 capital increased from 1,669 mEUR to 2,297 mEUR, leading to an increase in capital ratios (CET1: 7.23% to 10.74%, Tier 1: 7.23% to 10.74%, Total: 9.06% to 12.57%).
Tier 2 capital decreased from 424 mEUR to 391 mEUR.
Total risk exposure amount decreased from 23,091 mEUR to 21,392 mEUR, with a significant drop in credit risk and market risk.
The bank reported negative profits for both periods, indicating financial challenges.
Sovereign exposure decreased from 3,223.8 mEUR to 3,179.2 mEUR, with a reduction in loans and receivables and held-to-maturity investments.
Non-performing exposures remained minimal, with no significant impairment reported.