EBA欧洲银行-AT_9ZHRYM6F437SQJ6OUG95_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Raiffeisen Bank International AG
- LEI Code: 9ZHRYM6F437SQJ6OUG95
- Country Code: AT (Austria)
- Transitional Period: Following the downstream merger of Raiffeisen Zentralbank Österreich AG (RZB) into Raiffeisen Bank International AG (RBI) on 18/03/2017, RBI became the new parent company of the supervised group.
Capital Structure (Transitional Period)
Own Funds
| Category | As of 31/12/2016 (min EUR) | As of 30/06/2017 (min EUR) | COREP CODE | Regulation |
|---|---|---|---|---|
| A | 12,100 | 12,100 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | 8,936 | 8,936 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | 5,964 | 5,964 | 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 | 5,932 | 5,932 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | -2,468 | -2,468 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | -138 | -138 | C 0.00 (0200,010) | 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 | 374 | 374 | C 0.00 (020,010) | Article 84 of CRR |
| A.1.7 | -41 | -41 | C 0.00 (0250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -697 | -697 | 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 | -5 | -5 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -60 | -60 | 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 | -34 | -34 | C 0.00 (0440,010) | Articles 36(1) point (j) of CRR |
| A.1.14 | -21 | -21 | 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 | -21 | -21 | 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 | 0 | 0 | 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 | 0 | 0 | C 0.00 (0529,010) | - |
| A.1.21 | 130 | 130 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C 0.00 (0220,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | -15 | -15 | C 0.00 (0240,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 144 | 144 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 Capital Ratio: 12.95%
- Tier 1 Capital Ratio: 12.95%
- Total Capital Ratio: 17.53%
CET1 Capital Fully Loaded
- CET1 Capital: 8,840 mln EUR
- CET1 Capital Ratio: 12.81%
Leverage Ratio
| Category | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP CODE | Regulation |
|---|---|---|---|---|
| Tier 1 Capital - Transitional Definition | 8,936 | 8,936 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital - Fully Phased-in Definition | 8,862 | 8,862 | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures - Transitional | 157,895 | 157,895 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures - Fully Phased-in | 157,885 | 157,885 | C 47.00 (r290,c010) | - |
| Leverage Ratio - Transitional | - | 5.7% | C 47.00 (r340,c010) | - |
| Leverage Ratio - Fully Phased-in | - | 5.6% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Type | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Credit Risk | - | 55,878 |
| Securitisation and Re-securitisations in Banking Book | - | 283 |
| Contributions to the Default Fund of a CCP | - | 0 |
| Other Credit Risk | - | 55,595 |
| Market Risk (Position, Foreign Exchange, Commodities) | - | 3,627 |
| Credit Valuation Adjustment | - | 409 |
| Operational Risk | - | 9,098 |
| Other Risk Exposure Amounts | - | 10 |
| Total Risk Exposure Amount | - | 69,021 |
Market Risk Breakdown
| Risk Type | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Traded Debt Instruments | 1,548 | 1,548 |
| Of which: General Risk | 473 | 473 |
| Of which: Specific Risk | 1,075 | 1,075 |
| Equities | 313 | 313 |
| Of which: General Risk | 92 | 92 |
| Of which: Specific Risk | 160 | 160 |
| Foreign Exchange Risk | 357 | 23 |
| Commodities Risk | 12 | 0 |
| Total Market Risk | 2,230 | 28 |
Credit Risk - Standardised Approach
Consolidated Data
| Counterparty Type | As of 31/12/2016 | As of 30/06/2017 | Risk Exposure Amount |
|---|---|---|---|
| Central Governments or Central Banks | 30,737 | 32,403 | 1,565 |
| Regional Governments or Local Authorities | 259 | 239 | 118 |
| Public Sector Entities | 108 | 102 | 44 |
| Multilateral Development Banks | 1,511 | 2,056 | 0 |
| International Organisations | 776 | 775 | 0 |
| Institutions | 2,904 | 2,895 | 329 |
| Corporates | 11,164 | 7,646 | 7,290 |
| Of which: SME | 4,469 | 2,968 | 2,661 |
| Retail | 10,416 | 8,210 | 5,951 |
| Of which: SME | 1,457 | 1,143 | 651 |
| Secured by Mortgages on Immovable Property | 12,982 | 12,768 | 5,060 |
| Of which: SME | 1,705 | 1,643 | 728 |
| Exposures in Default | 2,703 | 840 | 920 |
| Other Exposures | 13,289 | 13,264 | 2,725 |
| Standardised Total | 88,324 | 82,675 | 26,079 |
Austria
| Counterparty Type | As of 31/12/2016 | As of 30/06/2017 | Risk Exposure Amount |
|---|---|---|---|
| Central Governments or Central Banks | 8,974 | 10,226 | 0 |
| Regional Governments or Local Authorities | 0 | 0 | 0 |
| Public Sector Entities | 0 | 0 | 0 |
| Multilateral Development Banks | 0 | 0 | 0 |
| International Organisations | 0 | 0 | 0 |
| Institutions | 1,716 | 1,724 | 100 |
| Corporates | 984 | 799 | 779 |
| Of which: SME | 254 | 197 | 193 |
| Retail | 837 | 472 | 354 |
| Of which: SME | 0 | 0 | 0 |
| Secured by Mortgages on Immovable Property | 5,886 | 5,767 | 2,040 |
| Of which: SME | 455 | 442 | 140 |
| Exposures in Default | 64 | 32 | 34 |
| Other Exposures | 8,836 | 8,836 | 722 |
| Standardised Total | - | - | - |
Czech Republic
| Counterparty Type | As of 31/12/2016 | As of 30/06/2017 | Risk Exposure Amount |
|---|---|---|---|
| Central Governments or Central Banks | 6,159 | 6,303 | 0 |
| Regional Governments or Local Authorities | 1 | 1 | 1 |
| Public Sector Entities | 0 | 0 | 0 |
| Multilateral Development Banks | 0 | 0 | 0 |
| International Organisations | 0 | 0 | 0 |
| Institutions | 26 | 47 | 16 |
| Corporates | 602 | 434 | 415 |
| Of which: SME | 214 | 195 | 176 |
| Retail | 1,117 | 852 | 598 |
| Of which: SME | 276 | 234 | 134 |
| Secured by Mortgages on Immovable Property | 734 | 727 | 295 |
| Of which: SME | 33 | 33 | 14 |
| Exposures in Default | 59 | 17 | 19 |
| Other Exposures | 370 | 369 | 163 |
| Standardised Total | - | - | - |
Russian Federation
| Counterparty Type | As of 31/12/2016 | As of 30/06/2017 | Risk Exposure Amount |
|---|---|---|---|
| Central Governments or Central Banks | 1 | 1 | 0 |
| Regional Governments or Local Authorities | 7 | 6 | 6 |
| Public Sector Entities | 0 | 0 | 0 |
| Multilateral Development Banks | 0 | 0 | 0 |
| International Organisations | 0 | 0 | 0 |
| Institutions | 28 | 24 | 15 |
| Corporates | 259 | 205 | 188 |
| Of which: SME | 127 | 89 | 71 |
| Retail | 2,580 | 2,043 | 1,529 |
| Of which: SME | 19 | 17 | 10 |
| Secured by Mortgages on Immovable Property | 1,010 | 1,007 | 374 |
| Of which: SME | 118 | 116 | 50 |
| Exposures in Default | 261 | 54 | 57 |
| Other Exposures | - | - | - |
| Standardised Total | - | - | - |
Profit and Loss (P&L)
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Interest Income | - | 2,180 |
| Of which: Debt Securities Income | - | 162 |
| Of which: Loans and Advances Income | - | 1,907 |
| Interest Expenses | - | 649 |
| Of which: Deposits Expenses | - | 408 |
| Of which: Debt Securities Issued Expenses | - | 184 |
| Dividend Income | - | 84 |
| Net Fee and Commission Income | - | 832 |
| Gains or (-) Losses on Derecognition | - | -26 |
| Gains or (-) Losses on Trading Financial Assets | - | 94 |
| Gains or (-) Losses on Fair Value through Profit or Loss | - | -32 |
| Gains or (-) Losses from Hedge Accounting | - | 4 |
| Exchange Differences | - | 25 |
| Net Other Operating Income/(Expenses) | - | -52 |
| Total Operating Income, Net | - | 2,461 |
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Administrative Expenses | - | 1,416 |
| Depreciation | - | 145 |
| Provisions or (-) Reversal of Provisions | - | -16 |
| Commitments and Guarantees Given | - | -10 |
| Other Provisions | - | -7 |
| Profit or (-) Loss Before Tax from Continuing Operations | - | 870 |
| Profit or (-) Loss After Tax from Continuing Operations | - | 678 |
| Profit or (-) Loss from Discontinued Operations | - | 0 |
| Profit or (-) Loss for the Year | - | 678 |
| Of which: Attributable to Owners of the Parent | - | 611 |
Key Information
- The data reflects the transitional period following the merger of RZB into RBI.
- Only June 2017 data is presented for consistency.
- The capital structure is detailed with various components and deductions as per CRR regulations.
- Leverage ratios and total risk exposure amounts are calculated based on the transitional and fully phased-in definitions of Tier 1 capital.
- Market risk and credit risk data are broken down by different categories and risk types.
- The P&L statement includes income, expenses, and net profit for the year, with a focus on operating income and provisions.
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