EBA欧洲银行-DE_529900Z3J0N6S0F7CT25_TR_2016_13页_1mb

报告摘要

A.1.1: Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments) – 135 (2015) / 135 (2016)
A.1.2: Retained earnings – 3,046 (2015) / 3,444 (2016)
A.1.3: Accumulated other comprehensive income – 112 (2015) / 62 (2016)
A.1.5: Funds for general banking risk – 0 (2015) / 0 (2016)
A.1.7: Adjustments to CET1 due to prudential filters – -28 (2015) / -123 (2016)
A.1.8: Intangible assets (including Goodwill) – -18 (2015) / -14 (2016)
A.1.21.3: Other transitional adjustments to CET1 Capital – -57 (2015) / -19 (2016)

Risk Type	As of 31/12/2015 (mEUR)	As of 30/06/2016 (mEUR)
Credit risk	13,674	13,577
Securitisation and re-securitisations (banking book)	0	0
Contributions to the default fund of a CCP	0	0
Other credit risk	13,674	13,577
Credit Valuation Adjustment	904	857
Operational risk	1,173	917

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest Income	3,795	1,799
Interest Expenses	3,485	1,642
Net Operating Income	515	7
Profit or (Loss) Before Tax from Continuing Operations	446	-30
Profit or (Loss) After Tax from Continuing Operations	443	-31

Market Risk Exposure: 0 (2015) / 0 (2016)
VaR (Memorandum item): 0 (2015) / 0 (2016)
Stressed VaR (Memorandum item): 0 (2015) / 0 (2016)
Incremental Default and Migration Risk Capital Charge: 0 (2015) / 0 (2016)
All Price Risks Capital Charge for CTP: 0 (2015) / 0 (2016)

Risk Type	Original Exposure (mEUR)	Exposure Value (mEUR)	Risk Exposure Amount (mEUR)
Central governments or central banks	274	274	0
Regional governments or local authorities	6,539	6,588	0
Public sector entities	16,387	16,327	0
Institutions	40,942	39,835	9,909
Corporates	4	4	4
Covered bonds	3,176	3,176	371
Equity	119	119	119
Standardised Total	89,035	88,592	13,674

Risk Type	Original Exposure (mEUR)	Exposure Value (mEUR)	Risk Exposure Amount (mEUR)
Central governments or central banks	0	0	0
Regional governments or local authorities	0	0	0
Public sector entities	0	0	0
Institutions	1,294	971	316
Corporates	0	0	0
Covered bonds	2,436	2,436	244
Equity	0	0	0
Standardised Total	0	0	0

Risk Type	Original Exposure (mEUR)	Exposure Value (mEUR)	Risk Exposure Amount (mEUR)
Central governments or central banks	0	31	0
Regional governments or local authorities	0	0	0
Public sector entities	0	0	0
Institutions	1,462	716	246
Corporates	0	0	0
Covered bonds	653	653	65
Equity	0	0	0
Standardised Total	0	0	0

Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions per country do not include securitisation exposures.
The bank did not report any significant market risk or securitisation risk exposure.
The CET1 capital increased from 3,179 (2015) to 3,476 (2016), with a corresponding increase in the CET1 capital ratio from 20.18% to 22.65%.
The Total Capital Ratio also increased from 23.20% to 25.71% during the same period.
The P&L showed a significant decline in net operating income and profit, from 515 mEUR to 7 mEUR, with a corresponding drop in profit after tax from 443 mEUR to -31 mEUR.