EBA欧洲银行-AT_529900SXEWPJ1MRRX537_TR_2017_14页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary

Core Information

Bank Name: RAIFFEISEN-HOLDING NIEDERÖSTERREICH-WIEN registrierte Genossenschaft mit beschränkter Haftung
LEI Code: 529900SXEWPJ1MRRX537
Country Code: AT (Austria)

Capital Structure and Ratios (Transitional Period)

Own Funds

As of 31/12/2016: 2,706 mln EUR
As of 30/06/2017: 2,727 mln EUR

Common Equity Tier 1 (CET1) Capital

As of 31/12/2016: 1,887 mln EUR
As of 30/06/2017: 2,004 mln EUR
Transitional Adjustments: 57 mln EUR (31/12/2016) to 30 mln EUR (30/06/2017)

Additional Tier 1 (AT1) Capital

As of 31/12/2016: 112 mln EUR
As of 30/06/2017: 120 mln EUR

Tier 1 Capital

As of 31/12/2016: 1,998 mln EUR
As of 30/06/2017: 2,123 mln EUR

Tier 2 Capital

As of 31/12/2016: 708 mln EUR
As of 30/06/2017: 604 mln EUR

Capital Ratios (Transitional Period)

CET1 Ratio: 14.21% (31/12/2016) to 15.42% (30/06/2017)
Tier 1 Ratio: 15.05% (31/12/2016) to 16.34% (30/06/2017)
Total Capital Ratio: 20.38% (31/12/2016) to 20.98% (30/06/2017)

CET1 Capital (Fully Loaded)

As of 31/12/2016: 1,829 mln EUR
As of 30/06/2017: 1,974 mln EUR
CET1 Ratio (Fully Loaded): 13.78% (31/12/2016) to 15.19% (30/06/2017)

Risk Exposure Amounts

Total Risk Exposure Amount (As of 31/12/2016): 13,275 mln EUR
Total Risk Exposure Amount (As of 30/06/2017): 12,997 mln EUR

Breakdown of Risk Exposure Amounts

Credit Risk: 12,216 mln EUR (31/12/2016) to 11,856 mln EUR (30/06/2017)
Market Risk:
- Traded Debt Instruments: 307 mln EUR (31/12/2016) to 415 mln EUR (30/06/2017)
- Foreign Exchange Risk: 0 mln EUR
- Commodities Risk: 0 mln EUR

Profit and Loss (P&L)

Net Operating Income: 224 mln EUR (31/12/2016) to 81 mln EUR (30/06/2017)
Administrative Expenses: 215 mln EUR (31/12/2016) to 107 mln EUR (30/06/2017)
Depreciation: 11 mln EUR (31/12/2016) to 5 mln EUR (30/06/2017)
Provisions or Reversals of Provisions: -15 mln EUR (31/12/2016) to -6 mln EUR (30/06/2017)
Profit or Loss Before Tax from Continuing Operations: -19 mln EUR (31/12/2016) to 117 mln EUR (30/06/2017)
Profit or Loss After Tax from Continuing Operations: -22 mln EUR (31/12/2016) to 118 mln EUR (30/06/2017)
Profit or Loss for the Year: -22 mln EUR (31/12/2016) to 118 mln EUR (30/06/2017)
Of which: Attributable to owners of the parent: -8 mln EUR (31/12/2016) to 91 mln EUR (30/06/2017)

Market Risk (Standardised Approach)

Risk Exposure Amount (As of 31/12/2016): 307 mln EUR
Risk Exposure Amount (As of 30/06/2017): 415 mln EUR
Value Adjustments and Provisions (As of 31/12/2016): 681 mln EUR
Value Adjustments and Provisions (As of 30/06/2017): 674 mln EUR

Credit Risk - Standardised Approach

Total Risk Exposure Amount (As of 31/12/2016): 32,785 mln EUR

Total Risk Exposure Amount (As of 30/06/2017): 33,065 mln EUR

Breakdown of Credit Risk Exposure

Central Governments or Central Banks: 2,656 mln EUR (31/12/2016) to 4,213 mln EUR (30/06/2017)
Regional Governments or Local Authorities: 2,077 mln EUR (31/12/2016) to 2,154 mln EUR (30/06/2017)
Public Sector Entities: 1,290 mln EUR (31/12/2016) to 1,140 mln EUR (30/06/2017)
Corporates: 8,971 mln EUR (31/12/2016) to 8,672 mln EUR (30/06/2017)
SMEs: 3,657 mln EUR (31/12/2016) to 3,325 mln EUR (30/06/2017)
Retail: 1,223 mln EUR (31/12/2016) to 1,203 mln EUR (30/06/2017)
Secured by Mortgages on Immovable Property: 3,226 mln EUR (31/12/2016) to 3,304 mln EUR (30/06/2017)
Exposures in Default: 406 mln EUR (31/12/2016) to 365 mln EUR (30/06/2017)
Items Associated with Particularly High Risk: 51 mln EUR (31/12/2016) to 33 mln EUR (30/06/2017)
Covered Bonds: 140 mln EUR (31/12/2016) to 117 mln EUR (30/06/2017)
Equity: 3,618 mln EUR (31/12/2016) to 3,931 mln EUR (30/06/2017)
Other Exposures: 1,086 mln EUR (31/12/2016) to 1,127 mln EUR (30/06/2017)

Country-Specific Risk Exposure (Austria)

Total Risk Exposure Amount (As of 31/12/2016): 13,275 mln EUR
Total Risk Exposure Amount (As of 30/06/2017): 12,997 mln EUR

Breakdown of Risk Exposure (Austria)

Central Governments or Central Banks: 1,288 mln EUR (31/12/2016) to 2,760 mln EUR (30/06/2017)
Regional Governments or Local Authorities: 1,984 mln EUR (31/12/2016) to 2,063 mln EUR (30/06/2017)
Public Sector Entities: 1,276 mln EUR (31/12/2016) to 1,134 mln EUR (30/06/2017)
Corporates: 7,581 mln EUR (31/12/2016) to 7,417 mln EUR (30/06/2017)
SMEs: 3,644 mln EUR (31/12/2016) to 3,820 mln EUR (30/06/2017)
Retail: 1,208 mln EUR (31/12/2016) to 1,185 mln EUR (30/06/2017)
Secured by Mortgages on Immovable Property: 2,959 mln EUR (31/12/2016) to 2,974 mln EUR (30/06/2017)
Exposures in Default: 357 mln EUR (31/12/2016) to 313 mln EUR (30/06/2017)
Items Associated with Particularly High Risk: 3 mln EUR (31/12/2016) to 3 mln EUR (30/06/2017)
Covered Bonds: 104 mln EUR (31/12/2016) to 94 mln EUR (30/06/2017)
Equity: 3,582 mln EUR (31/12/2016) to 3,901 mln EUR (30/06/2017)
Other Exposures: 1,086 mln EUR (31/12/2016) to 1,127 mln EUR (30/06/2017)
Total Value Adjustments and Provisions: 654 mln EUR (31/12/2016) to 625 mln EUR (30/06/2017)

Country-Specific Risk Exposure (Germany)

Total Risk Exposure Amount (As of 31/12/2016): 1 mln EUR
Total Risk Exposure Amount (As of 30/06/2017): 3 mln EUR

Breakdown of Risk Exposure (Germany)

Central Governments or Central Banks: 526 mln EUR (31/12/2016) to 467 mln EUR (30/06/2017)
Regional Governments or Local Authorities: 93 mln EUR (31/12/2016) to 91 mln EUR (30/06/2017)
Public Sector Entities: 15 mln EUR (31/12/2016) to 6 mln EUR (30/06/2017)
Corporates: 304 mln EUR (31/12/2016) to 356 mln EUR (30/06/2017)
Retail: 2 mln EUR (31/12/2016) to 5 mln EUR (30/06/2017)
Secured by Mortgages on Immovable Property: 10 mln EUR (31/12/2016) to 37 mln EUR (30/06/2017)
Exposures in Default: 10 mln EUR (31/12/2016) to 9 mln EUR (30/06/2017)
Other Exposures: 0 mln EUR (31/12/2016) to 0 mln EUR (30/06/2017)

Country-Specific Risk Exposure (Luxembourg)

Total Risk Exposure Amount (As of 31/12/2016): 307 mln EUR
Total Risk Exposure Amount (As of 30/06/2017): 415 mln EUR

Breakdown of Risk Exposure (Luxembourg)

Central Governments or Central Banks: 14 mln EUR (31/12/2016) to 21 mln EUR (30/06/2017)
Regional Governments or Local Authorities: 0 mln EUR
Public Sector Entities: 0 mln EUR
Corporates: 119 mln EUR (31/12/2016) to 103 mln EUR (30/06/2017)
Retail: 1 mln EUR (31/12/2016) to 1 mln EUR (30/06/2017)
Secured by Mortgages on Immovable Property: 10 mln EUR (31/12/2016) to 37 mln EUR (30/06/2017)
Exposures in Default: 10 mln EUR (31/12/2016) to 9 mln EUR (30/06/2017)
Other Exposures: 0 mln EUR

Key Information

Regulatory References:
- Capital ratios and CET1 are calculated under Articles 4(118), 72, 50, 26, 32–35, 36, 42, 48, 61, 71, 79, 89–91, 153, 155, 159, 243, 258, 259, 338, 379, 404–407, 480, 484–487, 489–491 of the CRR (Capital Requirements Regulation).
Transitional Adjustments: Used for CET1, AT1, and Tier 2 capital to align with regulatory requirements.
Market Risk: Includes VaR and Stressed VaR, with no significant exposure to securitisation or foreign exchange in the standardised approach.
Credit Risk: The bank's exposure is largely concentrated in corporates and secured assets, with a notable decrease in risk exposure from 2016 to 2017.

Summary of Key Trends

Capital Increase: The bank's CET1 capital increased from 1,887 mln EUR to 2,004 mln EUR, and Tier 1 capital increased from 1,998 mln EUR to 2,123 mln EUR during the transitional period.
Risk Exposure Decrease: Total risk exposure decreased from 13,275 mln EUR in 2016 to 12,997 mln EUR in 2017, primarily due to a reduction in credit risk.
Profitability: The P&L showed a significant improvement in 2017, with a profit of 118 mln EUR compared to a loss of 22 mln EUR in 2016.
Market Risk: Increased in 2017, reflecting higher traded debt instruments and market-related exposures.

Conclusion

The 2017 EU-wide Transparency Exercise highlights the bank's capital structure and risk profile under the transitional period of the Capital Requirements Regulation (CRR). The bank experienced a capital increase, a reduction in total risk exposure, and a significant improvement in profitability. Market risk increased, while credit risk decreased, indicating a shift in the bank's risk composition. The data also shows that the bank has a substantial exposure to corporates and secured assets, with minimal exposure to securitisation and foreign exchange.

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