EBA欧洲银行-UK_G5GSEF7VJP5I7OUK5573_TR_2016_15页_1mb

报告摘要

Barclays Plc 2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Barclays Plc
LEI Code: G5GSEF7VJP5I7OUK5573
Country Code: UK
Exercise Period: 2016 EU-wide Transparency Exercise

Own Funds (Transitional Period)

As of 31/12/2015: 90,643 mEUR
As of 30/06/2016: 82,793 mEUR
Core Own Funds (C 0.00): 90,643 mEUR (31/12/2015) / 82,793 mEUR (30/06/2016)

CET1 Capital

As of 31/12/2015: 55,509 mEUR
As of 30/06/2016: 51,250 mEUR
CET1 Capital (C 0.00): 55,509 mEUR (31/12/2015) / 51,250 mEUR (30/06/2016)

CET1 Components

Component	31/12/2015 (mEUR)	30/06/2016 (mEUR)	COREP Code	Regulation
Capital instruments eligible as CET1 Capital	29,333	26,272	C 0.00 (030,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	41,419	36,164	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	1,294	5,705	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	1,037	913	C 0.00 (0200,010)	Articles 4(117) and 26(1) point (e) of CRR
Adjustments to CET1 due to prudential filters	-3,687	-6,431	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Minority interest given recognition in CET1 capital	1,295	1,817	C 0.00 (0230,010)	Article 84 of CRR
Intangible assets (including Goodwill)	-11,219	-10,348	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
DTAs that rely on future profitability	-1,165	-811	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-1,859	-1,784	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	-938	-247	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from ATI items over ATI Capital	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	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 (h) and 89 to 91 of CRR; Articles 36(1) point (i) (a), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Transitional adjustments	0	0	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Additional Tier 1 Capital	16,205	13,392	C 0.00 (0530,010)	Article 61 of CRR
Tier 1 Capital	71,713	64,641	C 0.00 (015,010)	Article 25 of CRR
Tier 2 Capital	18,930	18,151	C 0.00 (0750,010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Common Equity Tier 1 (CET1) Capital Ratio: 11.37% (31/12/2015) / 11.57% (30/06/2016)
Tier 1 Capital Ratio: 14.69% (31/12/2015) / 14.59% (30/06/2016)
Total Capital Ratio: 18.56% (31/12/2015) / 18.69% (30/06/2016)

Risk Exposure Amounts

Total Risk Exposure Amount: 488,297 mEUR (31/12/2015) / 442,946 mEUR (30/06/2016)

Breakdown of Risk Exposure Amounts

Risk Exposure Type	31/12/2015 (mEUR)	30/06/2016 (mEUR)
Credit risk	359,228	333,052
Securitisation and re-securitisations in the banking book	4,863	3,220
Contributions to the default fund of a CCP	1,488	1,589
Other credit risk	352,877	328,243
Market risk (position, foreign exchange, commodities)	35,797	31,770
Risk exposure amount for securitisation and re-securitisations in the trading book	1,671	1,136
Risk exposure amount for Credit Valuation Adjustment	15,356	9,497
Operational risk	77,199	68,554
Other risk exposure amounts	717	73

Profit and Loss (P&L)

Total Operating Income, Net: 33,333 mEUR (31/12/2015) / 13,003 mEUR (30/06/2016)
Profit or (Loss) Before Tax from Continuing Operations: 2,474 mEUR (31/12/2015) / 2,516 mEUR (30/06/2016)
Profit or (Loss) After Tax from Continuing Operations: 568 mEUR (31/12/2015) / 1,689 mEUR (30/06/2016)
Profit or (Loss) from Discontinued Operations: 0 mEUR (31/12/2015) / 343 mEUR (30/06/2016)
Profit or (Loss) for the Year: 568 mEUR (31/12/2015) / 2,033 mEUR (30/06/2016)
Of which attributable to owners of the parent: -293 mEUR (31/12/2015) / 1,641 mEUR (30/06/2016)

Market Risk

Traded Debt Instruments: 9,051 mEUR (31/12/2015) / 7,077 mEUR (30/06/2016)
Equities: 4,977 mEUR (31/12/2015) / 5,794 mEUR (30/06/2016)
Foreign Exchange Risk: 274 mEUR (31/12/2015) / 371 mEUR (30/06/2016)
Commodities Risk: 0 mEUR (31/12/2015) / 0 mEUR (30/06/2016)
Total Market Risk Exposure: 14,301 mEUR (31/12/2015) / 13,242 mEUR (30/06/2016)

Credit Risk - Standardised Approach

Standardised Total Risk Exposure Amount: 611,128 mEUR (31/12/2015) / 658,656 mEUR (30/06/2016)
Total Value Adjustments and Provisions: 734 mEUR (31/12/2015) / 688 mEUR (30/06/2016)

Breakdown of Credit Risk Exposure

Risk Exposure Type	31/12/2015 (mEUR)	30/06/2016 (mEUR)
Central governments or central banks	151,775	169,166
Regional governments or local authorities	1,313	2,952
Public sector entities	1,261	2,952
Multilateral Development Banks	5,697	0
International Organisations	3,281	0
Institutions	175,697	28,396
Corporates	16,760	16,935
Of which: SME	1,967	1,763
Retail	8,422	7,610
Of which: SME	808	795
Secured by mortgages on immovable property	10,385	8,264
Of which: SME	634	272
Exposures in default	896	778
Items associated with particularly high risk	1,370	810
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	165	83
Securitisation	0	0
Other exposures	2,411	3,755
Standardised Total	321,791	334,920

Key Points

The own funds and capital ratios of Barclays Plc decreased during the transitional period.
The risk exposure amounts also declined, indicating a reduction in overall risk exposure.
The P&L showed a significant decrease in net operating income and a change in profit after tax.
Market risk was dominated by traded debt instruments and equities, with a slight reduction in exposure.
Credit risk was the largest component, with a notable increase in standardised total risk exposure and value adjustments.
The standardised approach was used for credit risk calculations, and the data was reported before applying credit conversion factors or mitigation techniques.