Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k), 74(3) point (l), 34(1) point (j) and 258 of CRR; Articles 36(1) point (l) and 153(8) of CRR and Articles 36(1) point (k) and 155(4) of CRR
Transitional Adjustments
As of 31/12/2017: 265 mln EUR
As of 30/06/2018: 1 mln EUR
Component
31/12/2017 (mln EUR)
30/06/2018 (mln EUR)
COREP Code
Regulation
Grandfathered CET1 Instruments
0
0
C:0.00 (226,c010)
Articles 48(1) to (3), and 484 to 487 of CRR
Additional Minority Interest
37
0
C:0.00 (240,c010)
Articles 479 and 480 of CRR
Other Transitional Adjustments
227
1
C:0.00 (528,c010)
Articles 469 to 472, 478 and 481 of CRR
Capital Ratios (Transitional Period)
As of 31/12/2017:
CET1 Capital Ratio: 13.37%
Tier 1 Capital Ratio: 13.97%
Total Capital Ratio: 18.46%
As of 30/06/2018:
CET1 Capital Ratio: 12.63%
Tier 1 Capital Ratio: 13.48%
Total Capital Ratio: 17.43%
CET1 Capital (Fully Loaded)
As of 31/12/2017: 14,448 mln EUR
As of 30/06/2018: 14,681 mln EUR
CET1 Capital Ratio (Fully Loaded)
As of 31/12/2017: 13.13%
As of 30/06/2018: 12.63%
Leverage Ratio
Item
31/12/2017 (mln EUR)
30/06/2018 (mln EUR)
COREP Code
Regulation
Tier 1 Capital (Transitional)
15,368
15,673
C 47.00 (r320,c010)
Article 429 of the CRR; Delegated Regulation (EU) 2015/62
Tier 1 Capital (Fully Phased-in)
15,440
15,672
C 47.00 (r310,c010)
-
Total Leverage Ratio Exposures (Transitional)
234,481
244,273
C 47.00 (r300,c010)
-
Total Leverage Ratio Exposures (Fully Phased-in)
234,606
244,273
C 47.00 (r290,c010)
-
Leverage Ratio (Transitional)
6.6%
6.4%
C 47.00 (r340,c010)
-
Leverage Ratio (Fully Phased-in)
6.6%
6.4%
C 47.00 (r330,c010)
-
Risk Exposure Amounts
Risk Type
31/12/2017 (mln EUR)
30/06/2018 (mln EUR)
Credit Risk
86,162
91,653
Securitisation and Re-securitisation (Banking Book)
101
34
Contributions to CCP Default Fund
0
0
Other Credit Risk
86,061
91,619
Market Risk (FX and Commodities)
2,914
3,618
Credit Valuation Adjustment
622
718
Operational Risk
17,911
17,844
Other Risk Exposure
2,420
2,419
Total Risk Exposure Amount
110,028
116,253
Credit Risk - Standardised Approach
Exposure Type
31/12/2017 (mln EUR)
30/06/2018 (mln EUR)
Risk Exposure Amount
Value Adjustments & Provisions
Central Governments
50,913
46,707
1,184
1,200
Regional Governments
5,047
5,085
374
382
Public Sector Entities
3,416
3,480
1,208
1,291
Multilateral Development Banks
307
265
3
4
International Organisations
348
317
0
0
Institutions
1,856
1,836
1,764
1,675
Corporates
11,453
11,483
8,145
8,466
SME Corporates
4,508
4,746
2,858
3,012
Retail
5,602
5,838
4,158
4,307
SME Retail
1,128
1,218
918
991
Secured by Mortgages
3,333
3,833
3,295
3,793
SME Secured by Mortgages
633
745
607
718
Exposures in Default
1,373
1,192
412
362
Items with High Risk
110
88
104
77
Covered Bonds
18
23
18
23
Equity
467
178
467
178
Securitisation
0
0
0
0
Other Exposures
2,956
3,081
2,987
3,103
Standardised Total
87,321
83,528
15,640
15,783
Key Observations
The bank's own funds decreased slightly from 20,309 mln EUR to 20,258 mln EUR over the period.
CET1 Capital also decreased slightly, from 14,712 mln EUR to 14,681 mln EUR.
Transitional adjustments to CET1 Capital were significant, with a decrease from 265 mln EUR to 1 mln EUR.
The leverage ratio remained stable at 6.6% for both periods, with a slight decline to 6.4% in 2018.
Total risk exposure amount increased from 110,028 mln EUR to 116,253 mln EUR, primarily driven by credit risk.
The standardised approach for credit risk showed a decrease in total risk exposure from 87,321 mln EUR to 83,528 mln EUR.
