EBA欧洲银行-IT_F1T87K3OQ2OV1UORLH26_TR_2016_11页_718kb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Banca Carige SpA - Cassa di Risparmio di Genova e Imperia
LEI Code: F1T87K3OQ2OV1UORLH26
Country Code: IT

Capital Structure (Transitional Period)

Item	As of 31/12/2015	As of 30/06/2016	COREP CODE	REGULATION
OWN FUNDS	2,970	2,578	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL	2,435	2,205	C 0.00 (020,010)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	3,588	2,952	C 0.00 (030,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	-986	-600	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	-199	-151	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	53	52	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1 capital	12	12	C 0.00 (020,010)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	97	75	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-78	-55	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
DTAs that rely on future profitability	-140	-272	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from ATI items over ATI Capital	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
Deductions related to assets with 1.250% risk weight	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 (ii), 243(1) point (iii), 244(1) point (iv) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	13	8	C 0.00 (0240,010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	87	195	C 0.00 (0529,010)	Articles 469 to 472, 478 and 481 of CRR
Additional Tier 1 Capital	113	15	C 0.00 (0530,010)	Article 61 of CRR
Additional Tier 1 Capital instruments	0	0	C 0.00 (0540,010) + C 0.00 (0670,010)	-
Additional Tier 1 deductions	0	0	C 0.00 (0720,010)	-
Additional Tier 1 other components and deductions	0	0	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010)	-
Additional Tier 1 transitional adjustments	113	15	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-
Tier 1 Capital	2,548	2,220	C 0.00 (015,010)	Article 25 of CRR
Tier 2 Capital	422	358	C 0.00 (0750,010)	Article 71 of CRR
Tier 2 Capital instruments	343	293	C 0.00 (0760,010) + C 0.00 (0890,010)	-
Other Tier 2 Capital components and deductions	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)	-
Tier 2 transitional adjustments	79	65	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-

Capital Ratios (Transitional Period)

Item	As of 31/12/2015	As of 30/06/2016	COREP CODE	Regulation
COMMON EQUITY TIER 1 CAPITAL RATIO	12.27%	12.22%	C33 (1)	-
TIER 1 CAPITAL RATIO	12.84%	12.31%	C33 (3)	-
TOTAL CAPITAL RATIO	14.97%	14.30%	C33 (5)	-

Fully Loaded CET1 Capital

Item	As of 31/12/2015	As of 30/06/2016	COREP CODE	Regulation
COMMON EQUITY TIER 1 CAPITAL (fully loaded)	2,335	2,002	[C.A.1-A.C.1-3.1.1+3.1.21+MIN(A2+A.1.3- A2.2-A2.4+MIN(A4+A.2.2- A4.3,0)]	-
COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded)	11.77%	11.10%	[D.1]/[B.8-1]	-

Risk Exposure Amounts

Item	As of 31/12/2015	As of 30/06/2016
Total Risk Exposure Amount	19,846	18,036
Risk exposure amount for credit risk	18,629	16,820
Risk exposure amount for securitisation and re-securitisations in the banking book	2	2
Risk exposure amount for contributions to the default fund of a CCP	0	0
Risk exposure amount Other credit risk	18,627	16,818
Risk exposure amount for position, foreign exchange and commodities (Market risk)	11	4
Risk exposure amount for Credit Valuation Adjustment	7	13
Risk exposure amount for operational risk	1,199	1,199
Other risk exposure amounts	0	0

P&L Summary

Item	As of 31/12/2015	As of 30/06/2016
Interest income	682	302
Of which debt securities income	16	5
Of which loans and advances income	655	295
Interest expenses	354	141
Of which deposits expenses	96	28
Of which debt securities issued expenses	244	88
Net Fee and commission income	270	126
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	80	31
Gains or (-) losses on financial assets and liabilities held for trading, net	-22	-6
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	7	0
Gains or (-) losses from hedge accounting, net	-5	0
Exchange differences [gain or (-) loss], net	12	6
Net other operating income /(expenses)	109	65
TOTAL OPERATING INCOME, NET	793	396
Administrative expenses	666	309
Depreciation	48	23
Provisions or (-) reversal of provisions	-6	-5
Commitments and guarantees given	-16	-5
Other provisions	10	0
Of which pending legal issues and tax litigation	5	-
Of which restructuring	13	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	288	345
Loans and receivables	286	344
Held to maturity investments, AFS assets and financial assets measured at cost	2	1
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	0	0
Profit or (-) loss after tax from discontinued operations	0	0
Profit or (-) loss for the year	-104	-208
Of which attributable to owners of the parent	-102	-206

Market Risk

Item	As of 31/12/2015	As of 30/06/2016
Traded Debt Instruments	11	4
Of which: General risk	10	3
Of which: Specific risk	0	0
Equities	0	0
Foreign exchange risk	0	0
Commodities risk	0	0
Total	11	4

Credit Risk - Standardised Approach

Item	As of 31/12/2015	As of 30/06/2016
Original Exposure	41,369	38,867
Exposure Value	32,473	29,903
Risk exposure amount	18,629	16,820
Value adjustments and provisions	3,074	3,348

Credit Risk - IRB Approach

Item	As of 31/12/2015	As of 30/06/2016
Original Exposure	0	0
Exposure Value	0	0
Risk exposure amount	0	0
Value adjustments and provisions	0	0
IRB Total	0	0

Sovereign Exposure

Item	As of 31/12/2015	As of 30/06/2016
Financial assets: Carrying Amount (Total - All Countries)	4,352.5	3,526.8
Of which: Loans and advances	902.2	854.9
Of which: Debt securities	3,450.3	2,672.0
Memo: breakdown by accounting portfolio	-	-

Performing and Non-performing Exposures

Item	As of 31/12/2015	As of 30/06/2016
Debt securities (including at amortised cost and fair value)	3,469	2,677
Of which: performing but past due >30 days and <=90 days	1	1
Of which: non-performing	0	0
On performing exposures	1	1
On non-performing exposures	0	0
Collateral and financial guarantees received on non-performing exposures	0	0

Key Observations

Capital Decline: The bank's own funds decreased from 2,970 to 2,578 million EUR during the transitional period.
CET1 Capital: CET1 capital decreased from 2,435 to 2,205 million EUR, with significant deductions from retained earnings and other reserves.
Capital Ratios: The common equity tier 1 capital ratio decreased slightly from 12.27% to 12.22%, while the total capital ratio decreased from 14.97% to 14.30%.
Fully Loaded CET1: The fully loaded CET1 capital decreased from 2,335 to 2,002 million EUR, with a corresponding drop in the CET1 capital ratio from 11.77% to 11.10%.
Risk Exposure: The total risk exposure amount dropped from 19,846 to 18,036 million EUR, primarily due to a decrease in credit risk exposure.
P&L Decline: The total operating income, net, decreased significantly from 793 to 396 million EUR, with a decline in interest income and an increase in losses.
Market Risk: The market risk exposure was minimal, with only 11 million EUR as of 31/12/2015 and 4 million EUR as of 30/06/2016.
Sovereign Exposure: The bank's sovereign exposure decreased from 4,352.5 to 3,526.8 million EUR, reflecting a reduction in financial assets.
Non-performing Exposures: The bank reported minimal non-performing exposures, with only 1 million EUR in gross carrying amount as of 31/12/2015 and 1 million EUR as of 30/06/2016.