EBA欧洲银行-DE_529900GM944JT8YIRL63_TR_2015_21页_2mb

报告摘要

2015 EU-wide Transparency Exercise Summary - Münchener Hypothekenbank eG

Core Information

Bank Name: Münchener Hypothekenbank eG
LEI Code: 529900GM944JT8YIRL63
Country Code: DE (Germany)

Capital Structure Overview (As of 31/12/2014 and 30/06/2015)

Capital Component	31/12/2014	30/06/2015	COREP Code	Regulation
Own Funds	1,377	1,368	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital	942	956	CA1 (1.1.1)	Article 50 of CRR
CET1 Capital Instruments	657	674	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	284	284	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	0	0	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	0	0	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Funds for General Banking Risk	9	15	CA1 (1.1.1.5)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority Interest in CET1 Capital	0	0	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1 due to Prudential Filters	0	0	CA1 (1.1.1.9)	Articles 32 to 35 and 36 (1) point (f) of CRR
Intangible Assets (including Goodwill)	-11	-11	CA1 (1.1.1.10 + 1.1.1.11)	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 relying on future profitability	0	0	CA1 (1.1.1.12)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-29	-28	CA1 (1.1.1.13)	Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets	0	0	CA1 (1.1.1.14)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings in CET1 Capital	0	0	CA1 (1.1.1.15)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from AT1 items over AT1 Capital	0	0	CA1 (1.1.1.16)	Article 36(1) point (j) of CRR
Deductible DTAs with 1.250% risk weight	0	0	CA1 (1.1.1.17 to 1.1.1.21)	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (l) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point k (iii) and 379(3) of CRR; Articles 36(1) point k (iv) and 153(8) of CRR and Articles 36(1) point k(v) and 155(4) of CRR
Securitisation Positions	0	0	CA1 (1.1.1.18)	Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR
Holdings of CET1 Capital Instruments with Significant Investment	0	0	CA1 (1.1.1.24)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount Exceeding 17.65% Threshold	0	0	CA1 (1.1.1.25)	Article 470 of CRR
Other CET1 Capital Elements and Deductions	0	0	CA1 (1.1.1.27) + CA1 (1.1.1.28)	-
Transitional Adjustments	32	24	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	Articles 469 to 477, 478 and 481 of CRR

Capital Component	31/12/2014	30/06/2015
Additional Tier 1 Capital	127	132
Additional Tier 1 Capital Instruments	147	147
Other Additional Tier 1 Capital Components and Deductions	-20	-15
Tier 1 Capital	1,069	1,088
Tier 2 Capital	308	280
Tier 2 Capital Instruments	315	284
Other Tier 2 Capital Components and Deductions	-7	-4

Total Risk Exposure Amount

Risk Exposure Type	31/12/2014	30/06/2015
Total Risk Exposure Amount (in EUR)	7,511	7,769
Credit Risk	6,969	7,194
Securitisation and Re-securitisations (Banking Book)	61	0
Contributions to Default Fund of a CCP	0	0
Other Credit Risk	6,908	7,194
Market Risk (Foreign Exchange and Commodities)	0	0
Credit Valuation Adjustment	383	393
Operational Risk	160	182

Key Observations

Capital Trends: The bank's Own Funds slightly decreased from 1,377 to 1,368 EUR million, while Tier 1 Capital also showed a marginal decline from 1,069 to 1,088 EUR million.
CET1 Capital: Increased slightly from 942 to 956 EUR million, with Retained Earnings remaining stable at 284 EUR million.
Risk Exposure: The total risk exposure increased from 7,511 to 7,769 EUR million, primarily driven by Credit Risk and Market Risk components.
Capital Ratios:
- CET1 Capital Ratio: 12.54% (31/12/2014) to 12.31% (30/06/2015)
- Tier 1 Capital Ratio: 14.23% (31/12/2014) to 14.01% (30/06/2015)
- Total Capital Ratio: 18.34% (31/12/2014) to 17.61% (30/06/2015)

Regulatory Context

The data is reported under the Capital Requirements Regulation (CRR).
The Standardised Approach is used to calculate risk exposure amounts, which are subject to various adjustments and deductions as outlined in the table.

Additional Notes

Securitisation Exposures: Not included in the value adjustments and provisions for the country of counterparty.
Original Exposure: Refers to the exposure before applying credit conversion factors or risk mitigation techniques.
Transitional Adjustments: Applied to CET1 Capital, reflecting changes in regulatory treatment over time.

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