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2018 EU-wide Transparency Exercise Summary for Banco BPM Gruppo Bancario

Core Content

The document presents the results of the 2018 EU-wide Transparency Exercise for Banco BPM Gruppo Bancario, including key financial and risk-related metrics for the years 2017 and 2018. The data is reported in accordance with the Capital Requirements Regulation (CRR) and is structured around several categories such as own funds, leverage ratio, risk exposure amounts, P&L, market risk, and credit risk.

Main Points

Own Funds

• As of 31/12/2017: Own Funds amounted to 11,544 mln EUR.
• As of 30/06/2018: Own Funds decreased to 11,544 mln EUR.
• CET1 Capital (Transitional):
  • 2017: 9,379 mln EUR
  • 2018: 9,379 mln EUR
• Additional Tier 1 Capital (Transitional):
  • 2017: 230 mln EUR
  • 2018: 230 mln EUR

Leverage Ratio

• Tier 1 Capital (Transitional):
  • 2017: 9,608 mln EUR
  • 2018: 8,835 mln EUR
• Tier 1 Capital (Fully Phased-in):
  • 2017: 9,036 mln EUR
  • 2018: 7,216 mln EUR
• Total Leverage Ratio Exposures (Transitional):
  • 2017: 171,887 mln EUR
  • 2018: 178,580 mln EUR
• Total Leverage Ratio Exposures (Fully Phased-in):
  • 2017: 171,625 mln EUR
  • 2018: 177,092 mln EUR
• Leverage Ratio (Transitional):
  • 2017: 5.6%
  • 2018: 4.9%
• Leverage Ratio (Fully Phased-in):
  • 2017: 5.3%
  • 2018: 4.1%

Risk Exposure Amounts

• Credit Risk:
  • 2017: 67,382 mln EUR
  • 2018: 58,577 mln EUR
• Securitisation and Re-securitisation (Banking Book):
  • 2017: 83 mln EUR
  • 2018: 1,160 mln EUR
• Contributions to Default Fund of a CCP:
  • 2017: 7 mln EUR
  • 2018: 9 mln EUR
• Other Credit Risk:
  • 2017: 67,292 mln EUR
  • 2018: 57,408 mln EUR
• Market Risk (Position, FX, Commodities):
  • 2017: 2,573 mln EUR
  • 2018: 2,569 mln EUR
• Operational Risk:
  • 2017: 5,601 mln EUR
  • 2018: 5,943 mln EUR
• Total Risk Exposure Amount:
  • 2017: 75,896 mln EUR
  • 2018: 67,288 mln EUR

Profit and Loss (P&L)

• Total Operating Income, Net:
  • 2017: 4,208 mln EUR
  • 2018: 2,240 mln EUR
• Profit or Loss After Tax from Continuing Operations:
  • 2017: 1,844 mln EUR
  • 2018: 341 mln EUR
• Profit or Loss for the Year:
  • 2017: 2,606 mln EUR
  • 2018: 341 mln EUR

Key Information

Capital Composition

• Common Equity Tier 1 (CET1) Capital includes:
  • Capital instruments eligible as CET1: 7,086 mln EUR
  • Retained earnings: 2,615 mln EUR
  • Accumulated other comprehensive income: 243 mln EUR
  • Other reserves: 1,903 mln EUR
  • Adjustments to CET1 due to prudential filters: -16 mln EUR (2017), -42 mln EUR (2018)
  • Intangible assets (including goodwill): -1,001 mln EUR (2017), -1,001 mln EUR (2018)
  • Deductions related to DTAs: -810 mln EUR (2017), -810 mln EUR (2018)
  • IRB shortfall: -45 mln EUR (2017), -45 mln EUR (2018)
  • Minority interest given recognition in CET1 capital: 22 mln EUR (2017), 22 mln EUR (2018)
  • Transitional adjustments: 347 mln EUR (2017), 344 mln EUR (2018)

Regulatory References

• The data is based on **Articles 4(118), 72, 50, 26, 36, 37, 38, 40, 41, 42, 43, 44, 47, 48, 61, 84, 153, 155, 159, 243, 244, 258, 259, 260, 261, 262, 263, 264, 265, 266, 267, 268, 269, 270, 271, 272, 273, 274, 275, 276, 277, 278, 279, 280, 281, 282, 283, 284, 285, 286, 287, 288, 289, 290, 291, 292, 293, 294, 295, 296, 297, 298, 299, 300, 395, 396, 405, 406, 407, 408, 409, 410, 411, 412, 413, 414, 415, 416, 417, 418, 419, 420, 421, 422, 423, 424, 425, 426, 427, 428, 429, 430, 431, 432, 433, 434, 435, 436, 437, 438, 439, 440, 441, 442, 443, 444, 445, 446, 447, 448, 449, 450, 451, 452, 453, 454, 455, 456, 457, 458, 459, 460, 461, 462, 463, 464, 465, 466, 467, 468, 469, 470, 471, 472, 473, 474, 475, 476, 477, 478, 479, 482, 483, 484, 485, 486, 487, 488, 489, 490, 491, 492, 493, 494, 495, 496, 497, 498, 535, 536, 537, 538, 539, 542, 543, 544, 545, 546, 547, 548, 549, 552, 553, 554, 555, 556, 557, 558, 559, 562, 563, 564, 565, 566, 567, 568, 569, 572, 573, 574, 575, 576, 577, 578, 579, 582, 583, 584, 585, 586, 587, 588, 589, 592, 593, 594, 595, 596, 597, 598, 599, 635, 636, 637, 638, 639, 642, 643, 644, 645, 646, 647, 648, 649, 652, 653, 654, 655, 656, 657, 658, 659, 662, 663, 664, 665, 666, 667, 668, 669, 672, 673, 674, 675, 676, 677, 678, 679, 682, 683, 684, 685, 686, 687, 688, 689, 692, 693, 694, 695, 696, 697, 698, 699, 727, 728, 729, 732, 733, 734, 735, 736, 737, 738, 739, 742, 743, 744, 745, 746, 747, 748, 749, 752, 753, 754, 755, 756, 757, 758, 759, 762, 763, 764, 765, 766, 767, 768, 769, 772, 773, 774, 775, 776, 777, 778, 779, 782, 783, 784, 785, 786, 787, 788, 789, 792, 793, 794, 795, 796, 797, 798, 799, 823, 824, 825, 826, 827, 828, 829, 830, 831, 832, 833, 834, 835, 836, 837, 838, 839, 840, 841, 842, 843, 844, 845, 846, 847, 848, 849, 850, 851, 852, 853, 854, 855, 856, 857, 858, 859, 860, 861, 862, 863, 864, 865, 866, 867, 868, 869, 870, 871, 872, 873, 874, 875, 876, 877, 878, 879, 880, 881, 882, 883, 884, 885, 886, 887, 888, 889, 890, 891, 892, 893, 894, 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