EBA欧洲银行-PT_5493009W2E2YDCXY6S81_TR_2017_16页_1mb
报告摘要
2017 EU-wide Transparency Exercise Summary - Novo Banco
Core Information
- Bank Name: Novo Banco
- LEI Code: 5493009W2E2YDCXY6S81
- Country Code: PT (Portugal)
- Exercise Period: 2017 EU-wide Transparency Exercise
Own Funds - Transitional Period
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 4,051 | 3,537 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | 4,051 | 3,477 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | 4,900 | 4,900 | C 0.00 (030,010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | -2,602 | -2,818 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 121 | 206 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 3,053 | 2,954 | C 0.00 (200,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C 0.00 (010,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 15 | 27 | C 0.00 (020,010) | Article 84 of CRR |
| A.1.7 | -46 | -30 | C 0.00 (0250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -62 | -56 | C 0.00 (0300,010) + C 0.00 (0340,010) | Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR |
| A.1.9 | -910 | -910 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -62 | -69 | C 0.00 (0380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | -396 | -368 | C 0.00 (0390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | 0 | 0 | C 0.00 (0430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | -67 | -44 | C 0.00 (0440,010) | Article 36(1) point (j) of CRR |
| A.1.14 | 0 | 0 | C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010) | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| A.1.15 | 0 | 0 | C 0.00 (0460,010) | Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.16 | -350 | -339 | C 0.00 (0490,010) | Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | -79 | -147 | C 0.00 (0500,010) | Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR |
| A.1.18 | -312 | -311 | C 0.00 (0510,010) | Article 48 of CRR |
| A.1.19 | 0 | 0 | C 0.00 (0524,010) | Article 3 of CRR |
| A.1.20 | 0 | 0 | C 0.00 (0529,010) | - |
| A.1.21 | 847 | 482 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C 0.00 (0220,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 16 | 5 | C 0.00 (0240,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 831 | 477 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | 0 | 0 | C 0.00 (0530,010) | Article 61 of CRR |
| A.2.1 | 3 | 1 | C 0.00 (0540,010) + C 0.00 (0670,010) | - |
| A.2.2 | 0 | 0 | C 0.00 (0720,010) | - |
| A.2.3 | 67 | 44 | C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0740,010) + C 0.00 (0744,010) + C 0.00 (0748,010) | - |
| A.2.4 | -70 | -45 | C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010) | - |
| A.3 | 4,051 | 3,477 | C 0.00 (015,010) | Article 25 of CRR |
| A.4 | 1 | 60 | C 0.00 (0750,010) | Article 71 of CRR |
| A.4.1 | 4 | 5 | C 0.00 (0760,010) + C 0.00 (0890,010) | - |
| A.4.2 | 111 | 125 | C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010) | - |
| A.4.3 | -115 | -70 | C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010) | - |
| OWN FUNDS REQUIREMENTS | 33,627 | 31,968 | C 0.00 (010,010) | Articles 92(3), 95, 96 and 98 of CRR |
| B.1 | 392 | 346 | C 05.01 (010:040) | - |
| CAPITAL RATIOS (%) (Transitional period) | 12.05% | 10.88% | C A3 (1) | - |
| C.1 | 12.05% | 10.88% | C A3 (3) | - |
| C.2 | 12.05% | 10.88% | C A3 (5) | - |
| CET1 Capital Fully loaded | 3,271 | 3,038 | [C.A.1-A.C.1-3.1.21+MIN(A2+A.1.3-2.2.2+MIN(A4+A.2.2+MIN(A4+A.2.4,3.0))] | - |
| E | 9.84% | 9.61% | [D.1]/[B.8.1] | - |
Leverage Ratio
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A.1 | 4,051 | 3,477 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 | 3,274 | 3,039 | C 47.00 (r310,c010) | - |
| B.1 | 49,902 | 46,840 | C 47.00 (r300,c010) | - |
| B.2 | 49,063 | 46,199 | C 47.00 (r290,c010) | - |
| C.1 | 8.1% | 7.4% | C 47.00 (r340,c010) | - |
| C.2 | 6.7% | 6.6% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Exposure | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Credit Risk | 31,132 | 29,731 |
| Securitisation and re-securitisation in the banking book | 1,180 | 1,172 |
| Contributions to the default fund of a CCP | 0 | 0 |
| Other credit risk | 29,952 | 28,559 |
| Market risk (position, foreign exchange and commodities) | 330 | 255 |
| Credit Valuation Adjustment | 893 | 710 |
| Operational risk | 1,272 | 1,272 |
| Other risk exposure | 0 | 0 |
| Total Risk Exposure Amount | 33,627 | 31,968 |
P&L (Profit and Loss)
| Item | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Interest income | 1,111 | 470 |
| Of which debt securities income | 78 | 42 |
| Of which loans and advances income | 991 | 412 |
| Interest expenses | 582 | 262 |
| Of which deposits expenses | 264 | 115 |
| Of which debt securities issued expenses | 280 | 127 |
| Dividend income | 20 | 5 |
| Net Fee and commission income | 284 | 158 |
| Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net | 1 | -7 |
| Gains or (-) losses on financial assets and liabilities held for trading, net | 26 | 31 |
| Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net | 56 | -19 |
| Gains or (-) losses from hedge accounting, net | 15 | -4 |
| Exchange differences [gain or (-) loss], net | 5 | 10 |
| Net other operating income/(expenses) | 30 | -54 |
| TOTAL OPERATING INCOME, NET | 967 | 328 |
| Administrative expenses | 536 | 243 |
| Depreciation | 56 | 21 |
| Provisions or (-) reversal of provisions | 56 | 39 |
| Commitments and guarantees given | 5 | -6 |
| Other provisions | 51 | 44 |
| Of which pending legal issues and tax litigation | 2 | - |
| Of which restructuring | 97 | - |
| Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss | 1,051 | 308 |
| Of which loans and receivables | 721 | 258 |
| Of which held to maturity investments, AFS assets and financial assets measured at cost | 329 | 50 |
| Of which investments in subsidiaries, joint ventures and associates and on non-financial assets | 239 | 70 |
| Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates | -45 | 4 |
| Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations | -19 | 0 |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | -1,035 | -349 |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | -836 | -366 |
| Profit or (-) loss after tax from discontinued operations | 0 | 73 |
| PROFIT OR (-) LOSS FOR THE YEAR | -836 | -293 |
| Of which attributable to owners of the parent | -838 | -292 |
Credit Risk - Standardised Approach
| Risk Exposure | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Credit Risk | 31,132 | 29,731 |
| Securitisation and re-securitisation in the banking book | 1,180 | 1,172 |
| Contributions to the default fund of a CCP | 0 | 0 |
| Other credit risk | 29,952 | 28,559 |
| Market risk (position, foreign exchange and commodities) | 330 | 255 |
| Credit Valuation Adjustment | 893 | 710 |
| Operational risk | 1,272 | 1,272 |
| Other risk exposure | 0 | 0 |
| Total Risk Exposure Amount | 33,627 | 31,968 |
Market Risk
| Risk Exposure | As of 31/12/2016 (mln EUR) | As of 30/06/2017 (mln EUR) |
|---|---|---|
| Traded Debt Instruments | 149 | 108 |
| Of which: General risk | 146 | 100 |
| Of which: Specific risk | 3 | 8 |
| Equities | 80 | 23 |
| Of which: General risk | 67 | 5 |
| Of which: Specific risk | 1 | 3 |
| Foreign exchange risk | 100 | 123 |
| Commodities risk | 1 | 2 |
| Total Risk Exposure Amount | 330 | 255 |
Summary of Key Points
- Own Funds: Novo Banco's own funds decreased from 4,051 mln EUR in 2016 to 3,537 mln EUR in 2017, reflecting the impact of various deductions and transitional adjustments.
- Capital Ratios: The CET1 capital ratio decreased from 12.05% to 10.88%, and the leverage ratio dropped from 8.1% to 7.4% using the transitional definition.
- Risk Exposure: The total risk exposure amount decreased from 33,627 mln EUR to 31,968 mln EUR, with significant reductions in credit and market risk.
- P&L: The bank reported a substantial net loss for the year, with the profit or loss before tax from continuing operations decreasing from -1,035 mln EUR to -349 mln EUR, and after tax from continuing operations decreasing from -836 mln EUR to -366 mln EUR.
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