EBA欧洲银行-CY_253400EBCBBVB9TUHN50_TR_2017_9页_925kb
报告摘要
2017 EU-wide Transparency Exercise Summary - RCB Bank Ltd
Core Information
- Bank Name: RCB Bank Ltd
- LEI Code: 253400EBCBBVB9TUHN50
- Country Code: CY (Cyprus)
Capital Structure and Requirements (Transitional Period)
- The bank does not report FINREP data on a consolidated level and only publishes COREP templates.
Own Funds
| Code | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP Code | Regulation Reference |
|---|---|---|---|---|---|
| A | Own Funds | 559 | 499 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | Common Equity Tier 1 Capital (net of deductions and after transitional adjustments) | 503 | 465 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital (including share premium) | 139 | 139 | 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 | Retained earnings | 268 | 268 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | 98 | 59 | C 0.00 (0180,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 0 | 0 | C 0.00 (020,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C 0.00 (010,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 0 | 0 | C 0.00 (020,010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential filters | 0 | 0 | C 0.00 (0250,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -2 | -2 | 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 | DTAs that rely on future profitability and do not arise from temporary differences net of DTLs | 0 | 0 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | 0 | 0 | C 0.00 (0380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | 0 | 0 | C 0.00 (0390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C 0.00 (0430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess deduction from ATI items over ATI Capital | 0 | 0 | C 0.00 (0440,010) | Article 36(1) point (j) of CRR |
| A.1.14 | 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 (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.1.14.1 | Of which: from securitisation positions (-) | 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.1.15 | Holdings of CET1 capital instruments of financial sector entities (no significant investment) | 0 | 0 | C 0.00 (0480,010) | Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | Deductible DTAs that rely on future profitability and arise from temporary differences | 0 | 0 | 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 | Holdings of CET1 capital instruments of financial sector entities (significant investment) | 0 | 0 | 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 | Amount exceeding the 17.65% threshold | 0 | 0 | C 0.00 (0510,010) | Article 48 of CRR |
| A.1.19 | Additional deductions of CET1 Capital due to Article 3 CRR | 0 | 0 | C 0.00 (0524,010) | Article 3 CRR |
| A.1.20 | CET1 capital elements or deductions - other | 0 | 0 | C 0.00 (0529,010) | - |
| A.1.21 | Transitional adjustments | 0 | 0 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C 0.00 (0220,010) | Articles 483(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 0 | 0 | C 0.00 (0240,010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | 0 | 0 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital (net of deductions and after transitional adjustments) | 0 | 0 | C 0.00 (0530,010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital instruments | 0 | 0 | C 0.00 (0540,010) + C 0.00 (0670,010) | - |
| A.2.2 | Excess deduction from T2 items over T2 capital | 0 | 0 | C 0.00 (0720,010) | - |
| A.2.3 | Other Additional Tier 1 Capital components and deductions | 0 | 0 | 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 | Additional Tier 1 transitional adjustments | 0 | 0 | C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010) | - |
| A.3 | Tier 1 Capital (net of deductions and after transitional adjustments) | 503 | 465 | C 0.00 (015,010) | Article 25 of CRR |
| A.4 | Tier 2 Capital (net of deductions and after transitional adjustments) | 56 | 34 | C 0.00 (0750,010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 46 | 34 | C 0.00 (0760,010) + C 0.00 (0890,010) | - |
| A.4.2 | Other Tier 2 Capital components and deductions | 10 | 0 | 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 | Tier 2 transitional adjustments | 0 | 0 | C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010) | - |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 Capital Ratio: 20.79% (31/12/2016) to 19.33% (30/06/2017)
- Tier 1 Capital Ratio: 20.79% (31/12/2016) to 19.33% (30/06/2017)
- Total Capital Ratio: 23.10% (31/12/2016) to 20.74% (30/06/2017)
CET1 Capital Fully Loaded
- CET1 Capital (Fully loaded): 503 mln EUR (31/12/2016) to 465 mln EUR (30/06/2017)
- CET1 Capital Ratio (Fully loaded): 20.79% (31/12/2016) to 19.33% (30/06/2017)
Leverage Ratio
- Tier 1 Capital - Transitional Definition: 503 mln EUR (31/12/2016) to 465 mln EUR (30/06/2017)
- Tier 1 Capital - Fully Phased-in Definition: 503 mln EUR (31/12/2016) to 465 mln EUR (30/06/2017)
- Total Leverage Ratio Exposures (Transitional Definition): 8,845 mln EUR (31/12/2016) to 9,290 mln EUR (30/06/2017)
- Total Leverage Ratio Exposures (Fully Phased-in Definition): 8,845 mln EUR (31/12/2016) to 9,290 mln EUR (30/06/2017)
- Leverage Ratio (Transitional Definition): 5.7% (31/12/2016) to 5.0% (30/06/2017)
- Leverage Ratio (Fully Phased-in Definition): 5.7% (31/12/2016) to 5.0% (30/06/2017)
Risk Exposure Amounts
- Total Risk Exposure Amount: 2,419 mln EUR (31/12/2016) to 2,404 mln EUR (30/06/2017)
- Credit Risk Exposure: 1,626 mln EUR (31/12/2016) to 1,663 mln EUR (30/06/2017)
- Market Risk Exposure: 243 mln EUR (31/12/2016) to 197 mln EUR (30/06/2017)
- Operational Risk Exposure: 499 mln EUR (31/12/2016) to 500 mln EUR (30/06/2017)
Market Risk Details
- Traded Debt Instruments: 243 mln EUR (31/12/2016) to 197 mln EUR (30/06/2017)
- Foreign Exchange Risk: 17 mln EUR (30/06/2017)
- Commodities Risk: 0 mln EUR
- Credit Valuation Adjustment: 51 mln EUR (31/12/2016) to 44 mln EUR (30/06/2017)
Credit Risk - Standardised Approach
- Standardised Total Risk Exposure Amount: 9,019 mln EUR (31/12/2016) to 9,527 mln EUR (30/06/2017)
- Corporates: 7,589 mln EUR (31/12/2016) to 7,958 mln EUR (30/06/2017)
- SMEs (Corporates): 501 mln EUR (31/12/2016) to 494 mln EUR (30/06/2017)
- Secured by Mortgages: 55 mln EUR (31/12/2016) to 22 mln EUR (30/06/2017)
- SMEs (Secured by Mortgages): 32 mln EUR (31/12/2016) to 6 mln EUR (30/06/2017)
- Exposures in Default: 60 mln EUR (31/12/2016) to 107 mln EUR (30/06/2017)
- Items associated with particularly high risk: 67 mln EUR (31/12/2016) to 61 mln EUR (30/06/2017)
- Claims on institutions and corporates with a ST credit assessment: 148 mln EUR (31/12/2016) to 131 mln EUR (30/06/2017)
Key Notes
- Original exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
- Total value adjustments and provisions do not include securitisation exposures.
- The bank's capital and risk exposure data are reported under the Standardised Approach for credit risk.
展开完整摘要
试读结束，高清完整版pdf/doc/ppt,请点下载
