EBA欧洲银行-SE_F3JS33DEI6XQ4ZBPTN86_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - Skandinaviska Enskilda Banken - Group
Core Information
- Bank Name: Skandinaviska Enskilda Banken - group
- LEI Code: F3JS33DEI6XQ4ZBPTN86
- Country Code: SE (Sweden)
Capital Structure (Transitional Period)
Own Funds
- As of 31/12/2016: 15,859 mln EUR
- As of 30/06/2017: 16,442 mln EUR
CET1 Capital
- As of 31/12/2016: 11,978 mln EUR
- As of 30/06/2017: 12,118 mln EUR
CET1 Components
- A.1.1: Capital instruments eligible as CET1 (including share premium and net own capital instruments)
- 2016: 2,088 mln EUR
- 2017: 2,032 mln EUR
- A.1.2: Retained earnings
- 2016: 6,598 mln EUR
- 2017: 6,541 mln EUR
- A.1.3: Accumulated other comprehensive income
- 2016: 620 mln EUR
- 2017: 688 mln EUR
- A.1.4: Other Reserves
- 2016: 3,954 mln EUR
- 2017: 4,187 mln EUR
- A.1.7: Adjustments to CET1 due to prudential filters
- 2016: -386 mln EUR
- 2017: -250 mln EUR
- A.1.8: Intangible assets (including goodwill)
- 2016: -716 mln EUR
- 2017: -720 mln EUR
- A.1.9: Deductible DTAs that rely on future profitability
- 2016: -22 mln EUR
- 2017: -17 mln EUR
- A.1.10: IRB shortfall of credit risk adjustments
- 2016: -40 mln EUR
- 2017: -76 mln EUR
- A.1.11: Defined benefit pension fund assets
- 2016: -96 mln EUR
- 2017: -244 mln EUR
- A.1.14: Deductions related to assets with alternative risk weights
- 2016: -4 mln EUR
- 2017: -3 mln EUR
Additional Tier 1 Capital
- As of 31/12/2016: 1,543 mln EUR
- As of 30/06/2017: 1,985 mln EUR
Tier 1 Capital
- As of 31/12/2016: 13,521 mln EUR
- As of 30/06/2017: 14,103 mln EUR
Tier 2 Capital
- As of 31/12/2016: 2,338 mln EUR
- As of 30/06/2017: 2,339 mln EUR
Capital Ratios (Transitional Period)
- Common Equity Tier 1 Ratio:
- 2016: 18.76%
- 2017: 18.95%
- Tier 1 Ratio:
- 2016: 21.17%
- 2017: 22.05%
- Total Capital Ratio:
- 2016: 24.84%
- 2017: 25.71%
Leverage Ratio
- Tier 1 Capital (Transitional Definition):
- 2016: 13,521 mln EUR
- 2017: 14,103 mln EUR
- Total Leverage Ratio Exposures (Transitional Definition):
- 2016: 266,857 mln EUR
- 2017: 284,543 mln EUR
- Leverage Ratio (Transitional Definition):
- 2016: 5.1%
- 2017: 5.0%
- Leverage Ratio (Fully Phased-in Definition):
- 2016: 4.9%
- 2017: 4.8%
Risk Exposure Amounts
- Total Risk Exposure Amount (As of 31/12/2016): 63,853 mln EUR
- Total Risk Exposure Amount (As of 30/06/2017): 63,956 mln EUR
Breakdown of Risk Exposure Amounts
- Credit Risk:
- 2016: 51,953 mln EUR
- 2017: 52,155 mln EUR
- Securitisation and Re-securitisation (Banking Book):
- 2016: 344 mln EUR
- 2017: 213 mln EUR
- Contributions to CCP Default Fund:
- 2016: 7 mln EUR
- 2017: 11 mln EUR
- Other Credit Risk:
- 2016: 51,602 mln EUR
- 2017: 51,931 mln EUR
- Market Risk (Position, FX, Commodities):
- 2016: 4,524 mln EUR
- 2017: 4,622 mln EUR
Profit and Loss (P&L)
- Total Operating Income (Net):
- 2016: 4,364 mln EUR
- 2017: 2,252 mln EUR
- Profit or Loss Before Tax from Continuing Operations:
- 2016: 1,641 mln EUR
- 2017: 1,178 mln EUR
- Profit or Loss After Tax from Continuing Operations:
- 2016: 1,218 mln EUR
- 2017: 938 mln EUR
- Profit or Loss for the Year:
- 2016: 1,218 mln EUR
- 2017: 938 mln EUR
Market Risk Details
- Total Risk Exposure Amount (2016): 1,379 mln EUR
- Total Risk Exposure Amount (2017): 1,869 mln EUR
- VaR (Value at Risk):
- 2016: 36 mln EUR
- 2017: 27 mln EUR
- Stressed VaR:
- 2016: 215 mln EUR
- 2017: 190 mln EUR
- Incremental Default and Migration Risk Capital Charge:
- 2016: 7,941 mln EUR
- 2017: 7,528 mln EUR
Credit Risk - Standardised Approach
- Standardised Total (2016): 46,726 mln EUR
- Standardised Total (2017): 47,430 mln EUR
Breakdown by Counterparty Type
- Central Governments or Central Banks:
- 2016: 26,928 mln EUR
- 2017: 29,300 mln EUR
- Regional Governments or Local Authorities:
- 2016: 7,195 mln EUR
- 2017: 9,484 mln EUR
- Public Sector Entities:
- 2016: 232 mln EUR
- 2017: 1,484 mln EUR
- Corporates:
- 2016: 2,853 mln EUR
- 2017: 2,538 mln EUR
- Retail:
- 2016: 3,364 mln EUR
- 2017: 2,697 mln EUR
- SMEs (Small and Medium Enterprises):
- 2016: 1,120 mln EUR
- 2017: 1,005 mln EUR
- Secured by Mortgages on Immovable Property:
- 2016: 1,238 mln EUR
- 2017: 1,205 mln EUR
- Exposures in Default:
- 2016: 42 mln EUR
- 2017: 30 mln EUR
- Items Associated with Particularly High Risk:
- 2016: 103 mln EUR
- 2017: 90 mln EUR
Country-Specific Risk Exposure (Sweden)
- Total Risk Exposure Amount (2016): 63,853 mln EUR
- Total Risk Exposure Amount (2017): 63,956 mln EUR
Country-Specific Risk Exposure (Germany)
- Total Risk Exposure Amount (2016): 46,726 mln EUR
- Total Risk Exposure Amount (2017): 47,430 mln EUR
Country-Specific Risk Exposure (United States)
- Total Risk Exposure Amount (2016): 51,953 mln EUR
- Total Risk Exposure Amount (2017): 52,155 mln EUR
Key Notes
- Original Exposure is reported before credit conversion factors or risk mitigation techniques are applied.
- Value adjustments and provisions are included in the risk exposure amount but exclude securitisation exposures.
- The CET1 Capital Fully Loaded is calculated using the formula:
$$
\text{CET1 (Fully loaded)} = [A.1 - A.1.1.3 - A.1.3 - A.2.2 - A.2.2 + MIN(A.4 + A.2.2 - A.4.3, 0)]
$$
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