EBA欧洲银行-ES061_7页_1mb

Capital Composition Summary for BFA Bankia as of 30 September 2011 (CRD3 Rules)

Core Capital Components

• Common Equity before deductions (Original own funds without hybrid instruments and government support measures other than ordinary shares):

  • Amount: 12,981 Million EUR
  • Includes eligible capital and reserves: 3,732 Million EUR
  • Adjustments for intangibles assets: -819 Million EUR
  • Adjustment for valuation differences in other AFS assets: +880 Million EUR

• Deductions from common equity:

  • Total deductions: -482 Million EUR
  • Deductions for participations and subordinated claims: -295 Million EUR
  • Securitisation exposures not included in RWA: -100 Million EUR
  • IRB provision shortfall and IRB equity expected loss amounts (before tax): -87 Million EUR

• Common Equity (A+B):

  • Amount: 12,499 Million EUR
  • % RWA: 6.35%

• Other Existing government support measures:

  • Amount: 4,465 Million EUR

• Core Tier 1 including existing government support measures (C+D):

  • Amount: 16,964 Million EUR
  • % RWA: 8.61%
  • Shortfall to 9% before sovereign capital buffer: 763 Million EUR
  • % RWA: 0.39%

• Hybrid instruments not subscribed by government:

  • Amount: 4,190 Million EUR

• Tier 1 Capital (E+F):

  • Amount: 21,154 Million EUR
  • % RWA: 10.74%

• RWA as of end September 2011 including add-on for CRD3:

  • Total RWA: 196,962 Million EUR
  • RWA add-on for CRD3: 1,320 Million EUR

Sovereign Capital Buffer

• Prudential filter (AFS sovereign assets in EEA):

  • Amount: +563 Million EUR

• Difference between book value and fair value of sovereign assets:

  • Amount: +3 Million EUR

• Sovereign capital buffer for exposures in EEA (G+H):

  • Amount: 566 Million EUR
  • % RWA: 0.29%

Overall Shortfall

• Overall Shortfall after including sovereign capital buffer:
  • Amount: 1,329 Million EUR
  • % RWA: 0.67%

Notes and Definitions

• The amount in (1) is included in the eligible capital and reserves computation and is provided separately for informational purposes.
• The RWA add-on for CRD3 includes 50% securitisation exposures in the trading book subject to 1250% risk weight and not included in RWA.
• The prudential filter for AFS sovereign assets is reported as a positive number if the AFS revaluation reserve is negative and vice versa.
• The difference between book value and fair value of sovereign assets is reported as a positive number if the book value is higher than the fair value and a negative number otherwise.
• The sovereign capital buffer is calculated as the sum of the prudential filter and valuation difference. If negative, it is set to 0.
• The overall shortfall is calculated as the difference between 9% of RWA and the Core Tier 1 capital adjusted for the sovereign capital buffer. If the result is positive, it is reported as the shortfall.

Country-Specific Sovereign Exposures