EBA欧洲银行-GR_JEUVK5RWVJEN8W0C9M24_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Content

This document outlines the 2016 EU-wide Transparency Exercise results for Eurobank Ergasias SA, a Greek bank, covering own funds, capital ratios, risk exposure amounts, and profit and loss (P&L) data. The data is reported for two time periods: as of 31/12/2015 and as of 30/06/2016.

Own Funds

Transitional Period

Own Funds: Decreased from 6,785 million EUR to 6,658 million EUR.
CET1 Capital: Decreased from 6,623 million EUR to 6,514 million EUR.
- CET1 Capital Elements:
  - Capital instruments eligible as CET1: Remained at 8,708 million EUR.
  - Retained earnings: Decreased from -11,027 million EUR to -10,921 million EUR.
  - Accumulated other comprehensive income: Decreased from -295 million EUR to -312 million EUR.
  - Other Reserves: Remained at 8,081 million EUR.
  - Adjustments to CET1 due to prudential filters: Increased from 69 million EUR to 74 million EUR.
- Transitional adjustments: Decreased from 1,578 million EUR to 1,364 million EUR.
  - Grandfathered CET1 Capital instruments: Remained at 950 million EUR.
  - Additional minority interests: Decreased from 400 million EUR to 259 million EUR.
  - Other transitional adjustments: Decreased from 228 million EUR to 155 million EUR.

Tier 1 and Tier 2 Capital

Tier 1 Capital: Decreased from 6,623 million EUR to 6,514 million EUR.
Tier 2 Capital: Decreased from 162 million EUR to 144 million EUR.

Capital Ratios (Transitional Period)

Common Equity Tier 1 (CET1) Ratio: Decreased from 17.03% to 16.74%.
Tier 1 Capital Ratio: Decreased from 17.03% to 16.74%.
Total Capital Ratio: Decreased from 17.45% to 17.11%.

Risk Exposure Amounts

Total Risk Exposure Amount: Increased slightly from 38,888 million EUR to 38,919 million EUR.
- Credit Risk:
  - Credit risk exposure: Increased from 34,833 million EUR to 35,018 million EUR.
  - Securitisation and re-securitisations in the banking book: Decreased from 38 million EUR to 34 million EUR.
  - Exposures in default: Decreased from 3,982 million EUR to 3,634 million EUR.
  - Items associated with particularly high risk: Decreased from 2,361 million EUR to 2,143 million EUR.
  - Exposures secured by mortgages on immovable property: Decreased from 4,558 million EUR to 4,390 million EUR.
- Market Risk:
  - Position, foreign exchange and commodities: Increased from 1,152 million EUR to 997 million EUR.
  - Foreign exchange risk: Increased from 436 million EUR to 439 million EUR.
  - Other risk exposure amounts: Remained at 0 million EUR.

Profit and Loss (P&L)

Total Operating Income, Net: Decreased from 1,761 million EUR to 1,041 million EUR.
Interest Income: Decreased from 2,586 million EUR to 1,214 million EUR.
- Debt securities income: Decreased from 232 million EUR to 102 million EUR.
- Loans and advances income: Decreased from 2,045 million EUR to 955 million EUR.
Interest Expenses: Decreased from 1,123 million EUR to 443 million EUR.
- Deposits expenses: Decreased from 787 million EUR to 288 million EUR.
Net Fee and Commission Income: Decreased from 191 million EUR to 112 million EUR.
Gains or losses on financial assets and liabilities: Increased from 19 million EUR to 76 million EUR.
Gains or losses on financial assets and liabilities held for trading: Decreased from 14 million EUR to -13 million EUR.
Gains or losses from hedge accounting: Decreased from 7 million EUR to -3 million EUR.
Exchange differences: Decreased from 5 million EUR to 3 million EUR.
Net other operating income/(expenses): Increased from 60 million EUR to 94 million EUR.
Profit or loss before tax from continuing operations: Improved from -2,106 million EUR to 94 million EUR.
Profit or loss after tax from continuing operations: Improved from -1,070 million EUR to 107 million EUR.
Profit or loss from discontinued operations: Improved from -85 million EUR to 7 million EUR.
Profit or loss for the year: Improved from -1,155 million EUR to 114 million EUR.
- Attributable to owners of the parent: Improved from -1,181 million EUR to 106 million EUR.

Market Risk

Traded Debt Instruments:
- Risk exposure amount: Decreased from 468 million EUR to 465 million EUR.
- Value adjustments and provisions: Decreased from 2,409 million EUR to 2,379 million EUR.
Equities:
- Risk exposure amount: Decreased from 2 million EUR to 1 million EUR.
- Value adjustments and provisions: Decreased from 973 million EUR to 927 million EUR.
Foreign Exchange Risk:
- Risk exposure amount: Decreased from 436 million EUR to 439 million EUR.
- Value adjustments and provisions: Decreased from 1,025 million EUR to 977 million EUR.
Commodities Risk: Remained at 0 million EUR.
Total Risk Exposure Amount: Increased slightly from 38,888 million EUR to 38,919 million EUR.

Credit Risk - Standardised Approach

Consolidated Data (as of 31/12/2015 and 30/06/2016)

Original Exposure: Decreased from 59,570 million EUR to 61,182 million EUR.
Exposure Value: Decreased from 44,518 million EUR to 45,379 million EUR.
Risk Exposure Amount: Decreased from 19,180 million EUR to 19,544 million EUR.
Value adjustments and provisions: Decreased from 2,409 million EUR to 2,379 million EUR.

Greece

Central governments or central banks: Increased from 9,891 million EUR to 10,166 million EUR.
Regional governments or local authorities: Decreased from 80 million EUR to 75 million EUR.
Public sector entities: Decreased from 31 million EUR to 28 million EUR.
Multilateral Development Banks: Remained at 0 million EUR.
Institutions: Increased from 250 million EUR to 247 million EUR.
Corporates: Decreased from 742 million EUR to 662 million EUR.
Exposures in default: Decreased from 2,294 million EUR to 2,143 million EUR.
Items associated with particularly high risk: Decreased from 1,658 million EUR to 1,762 million EUR.
Secured by mortgages on immovable property: Decreased from 2,912 million EUR to 2,777 million EUR.
Covered bonds: Decreased from 29 million EUR to 1 million EUR.
Equity: Decreased from 408 million EUR to 391 million EUR.
Other exposures: Decreased from 3,038 million EUR to 2,936 million EUR.

Other Countries

Central governments or central banks: Increased from 6,892 million EUR to 7,947 million EUR.
Regional governments or local authorities: Remained at 0 million EUR.
Public sector entities: Remained at 0 million EUR.
Multilateral Development Banks: Decreased from 381 million EUR to 67 million EUR.
Institutions: Increased from 721 million EUR to 2,680 million EUR.
Corporates: Increased from 1,898 million EUR to 1,902 million EUR.
Exposures in default: Decreased from 505 million EUR to 507 million EUR.
Items associated with particularly high risk: Decreased from 299 million EUR to 280 million EUR.
Secured by mortgages on immovable property: Decreased from 108 million EUR to 124 million EUR.
Covered bonds: Decreased from 188 million EUR to 186 million EUR.
Other exposures: Increased from 108 million EUR to 124 million EUR.

Key Information

The bank's own funds and capital ratios showed a slight decline during the transitional period.
Risk exposure amounts for credit and market risk remained relatively stable, with some minor changes.
P&L showed a significant improvement in net profit, with a shift from a loss to a profit for the year.
Market risk data includes VaR, stressed VaR, and capital charges.
The Standardised Approach for credit risk is used, with detailed breakdowns for different types of exposures.
Value adjustments and provisions are reported separately for different categories and countries.