EBA欧洲银行-EE_529900JG015JC10LED24_TR_2017_14页_1mb
报告摘要
AS LHV Group 2017 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: AS LHV Group
- LEI Code: 529900JG015JC10LED24
- Country Code: EE (Estonia)
Capital Structure
Own Funds (Transitional Period)
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 115 | 118 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | 84 | 87 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | 71 | 71 | 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 | 19 | 24 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 0 | 0 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 2 | 2 | C 0.00 (020,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C 0.00 (010,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 0 | 0 | C 0.00 (020,010) | Article 84 of CRR |
| A.1.7 | 0 | 0 | C 0.00 (0250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -8 | -8 | C 0.00 (0300,010) + C 0.00 (0340,010) | 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 | 0 | 0 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | 0 | 0 | C 0.00 (0380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | 0 | 0 | C 0.00 (0390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | 0 | 0 | C 0.00 (0430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | 0 | 0 | C 0.00 (0440,010) | Articles 36(1) point (j) of CRR |
| A.1.14 | 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 (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| A.1.14.1 | 0 | 0 | C 0.00 (0460,010) | Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.15 | 0 | 0 | C 0.00 (0480,010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | 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 | 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.1.18 | 0 | 0 | C 0.00 (0510,010) | Article 48 of CRR |
| A.1.19 | 0 | 0 | C 0.00 (0524,010) | Article 3 of CRR |
| A.1.20 | 0 | -2 | C 0.00 (0529,010) | - |
| A.1.21 | 0 | 0 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C 0.00 (0520,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 0 | 0 | C 0.00 (0524,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 0 | 0 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | 0 | 0 | C 0.00 (0530,010) | Article 61 of CRR |
| A.2.1 | 0 | 0 | C 0.00 (0540,010) + C 0.00 (0670,010) | - |
| A.2.2 | 0 | 0 | C 0.00 (0720,010) | - |
| A.2.3 | 0 | 0 | C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,000) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010) | - |
| A.2.4 | 0 | 0 | C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010) | - |
| A.3 | 84 | 87 | C 0.00 (015,010) | Article 25 of CRR |
| A.4 | 31 | 31 | C 0.00 (0750,010) | Article 71 of CRR |
| A.4.1 | 31 | 31 | C 0.00 (0760,010) + C 0.00 (0890,010) | - |
| A.4.2 | 0 | 0 | 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 | 0 | 0 | C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010) | - |
| B | 555 | 621 | C 0.00 (010,010) | Articles 92(3), 95, 96 and 98 of CRR |
Capital Ratios (Transitional Period)
| Item | As of 31/12/2016 (%) | As of 30/06/2017 (%) | COREP Code |
|---|---|---|---|
| C.1 | 15.09% | 14.08% | C A3 (1) |
| C.2 | 15.09% | 14.08% | C A3 (3) |
| C.3 | 20.66% | 19.05% | C A3 (5) |
CET1 Capital Fully Loaded
| Item | As of 31/12/2016 | As of 30/06/2017 | COREP Code |
|---|---|---|---|
| D | 84 | 87 | [A.1-A.1.13-0.1.21+MIN(A.2+A.1.13- A.2.2-A.2.4+MIN(A.4+A.2.2+A.4.3,0)] |
| E | 15.09% | 14.08% | [D.1]/[B.1] |
Leverage Ratio
| Item | As of 31/12/2016 | As of 30/06/2017 | COREP Code | Regulation |
|---|---|---|---|---|
| A.1 | 84 | 87 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 | 84 | 87 | C 47.00 (r310,c010) | - |
| B.1 | 892 | 1,141 | C 47.00 (r300,c010) | - |
| B.2 | 892 | 1,141 | C 47.00 (r290,c010) | - |
| C.1 | 9.4% | 7.7% | C 47.00 (r340,c010) | - |
| C.2 | 9.4% | 7.7% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Credit risk | 486 | 540 |
| Securitisation and re-securitisations in the banking book | 0 | 0 |
| Contributions to the default fund of a CCP | 0 | 0 |
| Other credit risk | 486 | 540 |
| Market risk (position, foreign exchange and commodities) | 7 | 5 |
| Operational risk | 62 | 76 |
| Total Risk Exposure Amount | 555 | 621 |
P&L (Profit and Loss)
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Interest income | 35 | 19 |
| Of which loans and advances income | 35 | 19 |
| Interest expenses | 5 | 2 |
| Of which deposits expenses | 2 | 1 |
| Of which debt securities issued expenses | 1 | 1 |
| Net Fee and commission income | 19 | 10 |
| Gains or losses on financial assets and liabilities held for trading, net | 1 | 0 |
| Gains or losses on financial assets and liabilities designated at fair value through profit or loss, net | 1 | 1 |
| Exchange differences, net | 0 | 1 |
| Total Operating Income, Net | 51 | 29 |
| Administrative expenses | 28 | 15 |
| Depreciation | 1 | 1 |
| Impairment or reversal of impairment on financial assets not measured at fair value through profit or loss | 1 | 2 |
| Of which loans and receivables | 1 | 2 |
| Profit or loss before tax from continuing operations | 20 | 11 |
| Profit or loss after tax from continuing operations | 20 | 10 |
| Profit or loss for the year | 20 | 10 |
| Of which attributable to owners of the parent | 18 | 9 |
Market Risk
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Traded Debt Instruments | 2 | 0 |
| Equities | 1 | 1 |
| Foreign exchange risk | 5 | 4 |
| Commodities risk | 0 | 0 |
| Total Market Risk Exposure Amount | 7 | 5 |
Credit Risk - Standardised Approach
| Item | As of 31/12/2016 (EUR) | As of 30/06/2017 (EUR) |
|---|---|---|
| Risk exposure amount for credit risk | 486 | 540 |
| Risk exposure amount for other credit risk | 486 | 540 |
| Risk exposure amount for operational risk | 62 | 76 |
| Standardised Total | 1,054 | 1,330 |
Summary of Key Observations
- Capital Adequacy: AS LHV Group maintained CET1 capital of 84 million EUR at the end of 2016 and 87 million EUR at the end of June 2017, with a total risk exposure amount increasing from 555 million EUR to 621 million EUR.
- Capital Ratios: The CET1 capital ratio decreased slightly from 15.09% to 14.08% during the transitional period, while the total capital ratio also declined from 20.66% to 19.05%.
- Leverage Ratio: The leverage ratio dropped from 9.4% to 7.7% using the fully phased-in definition, indicating a more conservative capital structure.
- P&L Performance: Net operating income declined from 51 million EUR to 29 million EUR, and profit after tax also decreased from 20 million EUR to 10 million EUR.
- Risk Exposure: The bank's market risk exposure decreased from 7 million EUR to 5 million EUR, while credit risk exposure increased from 486 million EUR to 540 million EUR.
- Regulatory Compliance: The data aligns with the requirements of the Capital Requirements Regulation (CRR) and includes various adjustments as per the transitional period.
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