EBA欧洲银行-AT_529900XSTAE561178282_TR_2017_14页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Raiffeisenbankengruppe OÖ Verbund eGen

Core Information

Bank Name: Raiffeisenbankengruppe OÖ Verbund eGen
LEI Code: 529900XSTAE561178282
Country Code: AT (Austria)

Capital Structure (Transitional Period)

Item	As of 31/12/2016 (mIn EUR)	As of 30/06/2017 (mIn EUR)	COREP Code	Regulation
A.1.1	1,033	1,033	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	2,629	2,626	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-43	-47	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	0	0	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	44	45	C 0.00 (020,010)	Article 84 of CRR
A.1.7	-76	-75	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-57	-58	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	-2	-2	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	-21	-16	C 0.00 (0440,010)	Article 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 (b) and 89 to 91 of CRR; Articles 36(1) point (i) (a), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (k) (v) 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	-21	-45	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 CRR
A.1.20	-34	-151	C 0.00 (0529,010)	-
A.1.21	-50	-15	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	14	6	C 0.00 (0540,010)	Articles 479 and 480 of CRR
A.1.21.3	-64	-22	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	9	10	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	0	0	C 0.00 (0720,010)	-
A.2.3	21	8	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) + C 0.00 (0750,010)	-
A.2.4	-31	-17	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
A.3	3,402	3,295	C 0.00 (015,010)	Article 25 of CRR
A.4	562	542	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	447	484	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	115	58	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-
OWN FUNDS REQUIREMENTS	23,276	23,745	C 0.00 (010,010)	Articles 92(3), 95, 96 and 98 of CRR
CAPITAL RATIOS (%) (Transitional period)	-	-	-	-
C.1	14.62%	13.87%	C A3 (1)	-
C.2	14.62%	13.87%	C A3 (3)	-
C.3	17.03%	16.16%	C A3 (5)	-
CET1 Capital Fully loaded	3,473	3,326	-	-
E.1	14.92%	14.01%	D.1/[B.8.1]	-

Leverage Ratio

Item	As of 31/12/2016	As of 30/06/2017	COREP Code	Regulation
A.1	3,402	3,295	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	3,483	3,327	C 47.00 (r310,c010)	-
B.1	39,044	39,667	C 47.00 (r300,c010)	-
B.2	39,135	39,704	C 47.00 (r290,c010)	-
C.1	8.7%	8.3%	C 47.00 (r340,c010)	-
C.2	8.9%	8.4%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Exposure	As of 31/12/2016 (mIn EUR)	As of 30/06/2017 (mIn EUR)
Credit risk	21,690	22,306
Securitisation and re-securitisations in the banking book	0	0
Contributions to the default fund of a CCP	0	0
Other credit risk	21,690	22,306
Market risk (position, foreign exchange and commodities)	229	122
Credit Valuation Adjustment	131	91
Operational risk	1,227	1,227
Other risk exposure amounts	0	0
Total Risk Exposure Amount	23,276	23,745

P&L Summary

Item	As of 31/12/2016 (mIn EUR)	As of 30/06/2017 (mIn EUR)
Interest income	761	333
Of which debt securities income	101	47
Of which loans and advances income	489	208
Interest expenses	416	186
Of which deposits expenses	200	80
Of which debt securities issued expenses	208	97
Dividend income	15	4
Net Fee and commission income	132	67
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	20	11
Gains or (-) losses on financial assets and liabilities held for trading, net	-71	-48
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	52	64
Gains or (-) losses from hedge accounting, net	-1	-6
Exchange differences [gain or (-) loss], net	5	0
Net other operating income/(expenses)	8	5
TOTAL OPERATING INCOME, NET	505	244

Market Risk

Item	As of 31/12/2016 (mIn EUR)	As of 30/06/2017 (mIn EUR)
Traded Debt Instruments	120	115
Of which: General risk	105	102
Of which: Specific risk	14	10
Equities	5	7
Of which: General risk	3	3
Of which: Specific risk	3	3
Foreign exchange risk	103	0
Commodities risk	0	0
Total Risk Exposure Amount	229	122

Credit Risk - Standardised Approach

Item	As of 31/12/2016 (mIn EUR)	As of 30/06/2017 (mIn EUR)
Central governments or central banks	3,559	2,952
Regional governments or local authorities	1,113	1,098
Public sector entities	1,119	1,270
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	7,231	7,331
Corporates	15,989	17,098
Of which: SME	7,415	6,886
Retail	3,377	3,432
Of which: SME	2,392	2,466
Secured by mortgages on immovable property	4,449	4,478
Of which: SME	2,792	1,853
Exposures in default	1,249	804
Items associated with particularly high risk	3	3
Covered bonds	667	672
Collective investments undertakings (CIU)	1,321	1,295
Equity	2,834	2,671
Other exposures	1,021	820
Standardised Total	44,289	44,936

Key Observations

Capital Ratios: The CET1 capital ratio decreased from 14.62% to 13.87% during the transitional period, while the total capital ratio also declined from 17.03% to 16.16%.
Leverage Ratio: The leverage ratio dropped from 8.7% to 8.3% during the transitional period, and slightly decreased to 8.4% using the fully phased-in definition.
Risk Exposure: The total risk exposure amount increased from 23,276 mIn EUR to 23,745 mIn EUR, primarily driven by credit risk exposure.
P&L: Operating income declined from 505 mIn EUR to 244 mIn EUR, with significant drops in interest income and expenses.
Market Risk: The market risk exposure decreased from 229 mIn EUR to 122 mIn EUR, with a notable drop in foreign exchange risk.
Credit Risk: The credit risk exposure increased from 21,690 mIn EUR to 22,306 mIn EUR, with the largest exposure being in corporates.

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