Securitisation and Re-securitisations in Banking Book
15,672
16,039
Contributions to the Default Fund of a CCP
933
769
Other Credit Risk
225,414
231,500
Market Risk (Position, FX, Commodities)
49,102
44,051
Total Risk Exposure Amount
397,382
402,677
P&L Summary
P&L Component
As of 31/12/2015 (EUR)
As of 30/06/2016 (EUR)
Interest Income
23,062
11,829
Net Fee and Commission Income
12,731
5,748
Gains or (-) Losses on Derecognition
601
376
Gains or (-) Losses on Financial Assets Held for Trading
4,151
1,305
Gains or (-) Losses on Financial Assets Designated at FVTPL
139
1,243
Gains or (-) Losses from Hedge Accounting
-902
-281
Net Operating Income
32,022
15,372
Profit or (-) Loss Before Tax from Continuing Operations
-5,210
1,211
Profit or (-) Loss After Tax from Continuing Operations
-5,910
430
Profit or (-) Loss for the Year
-5,910
430
Market Risk Details
Risk Exposure Type
As of 31/12/2015 (EUR)
As of 30/06/2016 (EUR)
Traded Debt Instruments
10,135
7,697
Equities
822
715
Foreign Exchange Risk
83
142
Commodities Risk
0
0
Total Risk Exposure Amount
11,039
8,554
Credit Risk - Standardised Approach
Risk Exposure Type
As of 31/12/2015 (EUR)
As of 30/06/2016 (EUR)
Central Governments or Central Banks
202,927
172,139
Regional Governments or Local Authorities
18,926
18,644
Public Sector Entities
12,408
11,771
Multilateral Development Banks
7,111
7,912
International Organisations
3,609
3,393
Institutions
27,899
31,782
Corporates
20,744
19,089
Securitisation
2,800
2,618
Other Exposures
884
3,778
Standardised Total
202,927
172,139
Country-Specific Credit Risk Exposure
Germany
Risk Exposure Type
As of 31/12/2015 (EUR)
As of 30/06/2016 (EUR)
Central Governments or Central Banks
27,663
43,790
Regional Governments or Local Authorities
18,604
18,298
Public Sector Entities
11,655
11,201
Institutions
4,829
3,047
Corporates
4,137
3,957
Secured by Mortgages on Immovable Property
293
259
Exposures in Default
1,329
1,111
Standardised Total
93
1,785
United States
Risk Exposure Type
As of 31/12/2015 (EUR)
As of 30/06/2016 (EUR)
Central Governments or Central Banks
0
0
Regional Governments or Local Authorities
0
0
Public Sector Entities
0
17
Institutions
11,381
12,983
Corporates
2,165
2,458
Secured by Mortgages on Immovable Property
99
2
Exposures in Default
1,837
1,819
Standardised Total
0
0
United Kingdom
Risk Exposure Type
As of 31/12/2015 (EUR)
As of 30/06/2016 (EUR)
Central Governments or Central Banks
10,184
14,244
Regional Governments or Local Authorities
2
0
Public Sector Entities
608
407
Institutions
7,228
10,766
Corporates
321
267
Secured by Mortgages on Immovable Property
6
5
Exposures in Default
141
43
Standardised Total
0
0
Key Observations
Capital Trends: Own Funds decreased from 64,522 EUR to 63,071 EUR during the transitional period. CET1 capital also declined from 52,429 EUR to 48,977 EUR, indicating a reduction in the bank's core capital.
Capital Ratios: The CET1 capital ratio fell from 13.19% to 12.16%, and the Tier 1 and Total capital ratios also decreased, suggesting a decline in capital adequacy during the period.
Risk Exposure: The total risk exposure increased from 397,382 EUR to 402,677 EUR, with an increase in credit risk and market risk. This indicates higher exposure to various risk types.
Profit and Loss: The bank reported a significant net loss from continuing operations in 2015, which turned into a profit in 2016, suggesting improved financial performance.
Market Risk Components: Market risk exposure decreased from 49,102 EUR to 44,051 EUR, primarily due to a reduction in foreign exchange risk. The bank also reported VaR and Stressed VaR values, which are key metrics for assessing market risk.
Credit Risk by Sector: The largest credit risk exposure was from central governments and central banks, with significant exposure from corporates and institutions. The risk exposure amounts for these categories decreased slightly from 2015 to 2016.
