EBA欧洲银行-AT_15DYKVGPQCMYBH2DZ583_TR_2017_14页_1mb

报告摘要

Key Points:

The Total Risk Exposure Amount decreased from 6,993 mln EUR as of 31/12/2016 to 6,426 mln EUR as of 30/06/2017.
The CET1 capital decreased from 1,340 mln EUR to 1,170 mln EUR during the transitional period.
Tier 1 Capital remained stable at 914 mln EUR for both periods.
Tier 2 Capital decreased from 427 mln EUR to 256 mln EUR.

Capital Ratios (Transitional Period):

Common Equity Tier 1 (CET1) Ratio: 13.06% (31/12/2016) to 14.20% (30/06/2017)
Tier 1 Ratio: 13.06% (31/12/2016) to 14.22% (30/06/2017)
Total Capital Ratio: 19.16% (31/12/2016) to 18.21% (30/06/2017)

Transitional Adjustments:

The CET1 transitional adjustments decreased from 4 mln EUR to 3 mln EUR.
The Additional Tier 1 transitional adjustments remained at 0 mln EUR for both periods.

Item	As of 31/12/2016	As of 30/06/2017
Tier 1 Capital (Transitional Definition)	914	914
Tier 1 Capital (Fully Phased-in Definition)	910	911
Leverage Ratio (Transitional Definition)	11.2%	10.9%
Leverage Ratio (Fully Phased-in Definition)	11.1%	10.9%

Key Points:

The leverage ratio decreased slightly from 11.2% to 10.9% using the transitional definition.
The fully phased-in leverage ratio decreased from 11.1% to 10.9%.

Key Points:

The Total Risk Exposure Amount decreased from 6,993 mln EUR to 6,426 mln EUR.
Credit Risk decreased from 6,244 mln EUR to 5,772 mln EUR.
Market Risk decreased from 163 mln EUR to 125 mln EUR.
Operational Risk decreased from 561 mln EUR to 504 mln EUR.

Item	As of 31/12/2016	As of 30/06/2017
Interest Income	320	182
Net Fee and Commission Income	5	8
Gains or (-) Losses on Financial Assets	39	16
Exchange Differences	7	24
Net Other Operating Income/(Expenses)	2	41
Total Operating Income, Net	239	200
Profit or (-) Loss Before Tax	102	116
Profit or (-) Loss After Tax	76	81
Profit or (-) Loss for the Year	76	81

Key Points:

Total Operating Income, Net decreased from 239 mln EUR to 200 mln EUR.
Profit or (-) Loss Before Tax increased from 102 mln EUR to 116 mln EUR.
Profit or (-) Loss After Tax increased from 76 mln EUR to 81 mln EUR.

Key Points:

Total Market Risk Exposure decreased from 163 mln EUR to 155 mln EUR.
Equities and Commodities Risk showed minor changes.
Foreign Exchange Risk is included in the market risk exposure.

Counterparty Type	As of 31/12/2016	As of 30/06/2017
Central Governments or Central Banks	1,539	1,871
Regional Governments or Local Authorities	483	448
Public Sector Entities	40	40
Multilateral Development Banks	50	50
Corporates	5,298	4,936
Exposures in Default	669	562
Standardised Total	8,929	8,745

Key Points:

Standardised Total decreased from 8,929 mln EUR to 8,745 mln EUR.
Corporates risk exposure decreased from 5,298 mln EUR to 4,936 mln EUR.
Exposures in Default decreased from 669 mln EUR to 562 mln EUR.

Standardised Total: 0 mln EUR (As of 31/12/2016) to 0 mln EUR (As of 30/06/2017)

Standardised Total: 78 mln EUR (As of 31/12/2016) to 30 mln EUR (As of 30/06/2017)

Standardised Total: 0 mln EUR (As of 31/12/2016) to 0 mln EUR (As of 30/06/2017)

Key Points:

Germany and Cyprus have no significant credit risk exposure under the Standardised Approach.
The Russian Federation's credit risk exposure decreased significantly from 78 mln EUR to 30 mln EUR.

Capital Adequacy: CET1 capital decreased, but Tier 1 capital remained stable.
Risk Exposure: Total risk exposure decreased from 6,993 mln EUR to 6,426 mln EUR.
Leverage Ratio: Slight decrease from 11.2% to 10.9%.
Profitability: Net operating income decreased, but profit before and after tax increased slightly.
Market Risk: Total market risk exposure decreased from 163 mln EUR to 155 mln EUR.
Credit Risk: Standardised credit risk exposure decreased from 8,929 mln EUR to 8,745 mln EUR, with significant reduction in Russian Federation exposure.