EBA欧洲银行-ES_VWMYAEQSTOPNV0SUGU82_TR_2016_11页_718kb

2016 EU-wide Transparency Exercise Summary - Bankinter SA

Core Content Overview

This document provides a detailed summary of the financial and risk-related data of Bankinter SA for the 2016 EU-wide Transparency Exercise. The information includes capital structure, risk exposure amounts, profit and loss (P&L) data, and risk metrics for credit and market risk. The data is reported for two periods: as of 31/12/2015 and as of 30/06/2016.

Capital Structure (Transitional Period)

Own Funds

• Total Own Funds: Increased from 3,467 mln EUR to 3,861 mln EUR
• CET1 Capital:
  • Net of deductions: Increased from 3,207 mln EUR to 3,541 mln EUR
  • Fully loaded CET1: Increased from 3,185 mln EUR to 3,387 mln EUR
• Transitional adjustments: Decreased from 231 mln EUR to 154 mln EUR

Additional Tier 1 Capital

• Total Additional Tier 1 Capital: Increased from 0 mln EUR to 67 mln EUR
• Additional Tier 1 instruments: Increased from 0 mln EUR to 200 mln EUR
• Transitional adjustments: Decreased from -209 mln EUR to -133 mln EUR

Tier 2 Capital

• Total Tier 2 Capital: Decreased from 261 mln EUR to 252 mln EUR
• Tier 2 instruments: Decreased from 340 mln EUR to 307 mln EUR
• Transitional adjustments: Decreased from -79 mln EUR to -55 mln EUR

Capital Ratios

• CET1 Capital Ratio:
  • Transitional period: 11.77% (both periods)
  • Fully loaded: 11.70% (31/12/2015) and 11.27% (30/06/2016)
• Tier 1 Capital Ratio:
  • Transitional period: 11.77% (31/12/2015) and 12.00% (30/06/2016)
• Total Capital Ratio:
  • Transitional period: 12.73% (31/12/2015) and 12.84% (30/06/2016)

Risk Exposure Amounts

• Total Risk Exposure Amount: Increased from 27,239 mln EUR to 30,075 mln EUR
• Credit Risk:
  • Credit risk exposure: Increased from 25,051 mln EUR to 27,701 mln EUR
  • Securitisation and re-securitisation (banking book): Decreased from 471 mln EUR to 448 mln EUR
  • Securitisation and re-securitisation (trading book): 0 mln EUR (both periods)
• Market Risk:
  • Traded Debt Instruments: Slight increase from 224 mln EUR to 225 mln EUR
  • Equities: 34 mln EUR (both periods)
  • Foreign exchange risk: 0 mln EUR (both periods)
  • Commodities risk: 0 mln EUR (both periods)
• Operational Risk: Increased from 1,929 mln EUR to 2,114 mln EUR

Profit and Loss (P&L) Data

• Total Operating Income, Net:
  • 31/12/2015: 1,204 mln EUR
  • 30/06/2016: 656 mln EUR
• Interest Income:
  • 31/12/2015: 1,291 mln EUR
  • 30/06/2016: 639 mln EUR
• Interest Expenses:
  • 31/12/2015: 452 mln EUR
  • 30/06/2016: 190 mln EUR
• Net Fee and Commission Income:
  • 31/12/2015: 359 mln EUR
  • 30/06/2016: 181 mln EUR
• Gains or Losses on Financial Assets:
  • 31/12/2015: 53 mln EUR
  • 30/06/2016: 40 mln EUR
• Profit or Loss Before Tax from Continuing Operations:
  • 31/12/2015: 487 mln EUR
  • 30/06/2016: 390 mln EUR
• Profit or Loss After Tax from Continuing Operations:
  • 31/12/2015: 376 mln EUR
  • 30/06/2016: 286 mln EUR

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount: Decreased from 48,995 mln EUR to 31,760 mln EUR
• Risk exposure amount: Decreased from 19,437 mln EUR to 20,982 mln EUR
• Value adjustments and provisions: Decreased from 583 mln EUR to 925 mln EUR

Credit Risk - IRB Approach

• IRB Total Risk Exposure Amount: Increased from 5,613 mln EUR to 6,719 mln EUR
• Risk exposure amount: Increased from 5,613 mln EUR to 6,719 mln EUR
• Value adjustments and provisions: Not reported in detail, but the breakdown by asset types is provided.

Sovereign Exposure

• Total Sovereign Exposure (all countries):
  • Carrying amount: Increased from 8,121.4 mln EUR to 8,656.4 mln EUR
  • Debt securities (including amortised cost and fair value): Increased from 5,412 mln EUR to 5,919 mln EUR
  • General governments: Increased from 4,334 mln EUR to 4,921 mln EUR
  • Credit institutions: Decreased from 519 mln EUR to 414 mln EUR
  • Other financial corporations: Decreased from 133 mln EUR to 133 mln EUR

Key Information and Notes

• LEI Code: VWMYAEQSTOPNV0SUGU82
• Country Code: ES (Spain)
• Regulations and COREP Codes are referenced to explain the calculations for each capital component.
• The fully loaded CET1 capital ratio is calculated using the formula: [D.1]/[B.8-1]
• The risk exposure amounts include data on credit, market, and operational risk, with specific breakdowns by asset types.
• Sovereign exposure includes financial assets held by general governments, central banks, and other public entities.
• Transitional adjustments are applied to CET1 capital and are based on specific regulations and guidelines.
• P&L data is reported in mln EUR and includes both income and expenses related to interest, fees, and financial assets.