EBA欧洲银行-DK_LIU16F6VZJSD6UKHD557_TR_2018_22页_2mb

报告摘要

2018 EU-wide Transparency Exercise Summary - Nykredit Realkredit

Core Information

Bank Name: Nykredit Realkredit
LEI Code: LIU16F6VZJSD6UKHD557
Country Code: DK (Denmark)

Own Funds (Transitional Period)

Category	As of 31/12/2017	As of 30/06/2018	COREP CODE	Regulation
OWN FUNDS	11,444	11,587	C:0.00 (0.01),0.010	Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL (CET1)	9,354	9,601	C:0.00 (0.02),0.010	Article 50 of CRR
Capital instruments eligible as CET1	159	159	C:0.00 (0.03),0.010	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	4,264	4,414	C:0.00 (0.13),0.010	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
Accumulated other comprehensive income	3	1	C:0.00 (0.18),0.010	Articles 4(100), 36(1) point (d) and (f) of CRR
Other Reserves	4,888	5,104	C:0.00 (0.00),0.010	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C:0.00 (0.10),0.010	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
Minority interest given recognition in CET1 capital	82	0	C:0.00 (0.20),0.010	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-9	-8	C:0.00 (0.25),0.010	Articles 32 to 35 of and 36(1) point (f) of CRR
Intangible assets (including Goodwill)	-25	-27	C:0.00 (0.30),0.00 + C:0.00 (0.40),0.010	Articles 4(113), 36(1) point (h) and 37 of CRR
DTAs that rely on future profitability	0	0	C:0.00 (0.37),0.010	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments	0	0	C:0.00 (0.38),0.010	Articles 36(1) point (g), 40 and 159 of CRR
Defined benefit pension fund assets	-44	-41	C:0.00 (0.39),0.010	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (0.43),0.010	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 Items over AT1 Capital	0	0	C:0.00 (0.44),0.010	Article 36(1) point (j) of CRR
Deductions related to assets with 1.250% risk weight	0	0	C:0.00 (0.45),0.010 + ...	Articles 4(16), 36(1) point (i) and 89 to 91 of CRR
Holdings of CET1 capital instruments (non-significant investment)	0	0	C:0.00 (0.46),0.010	Articles 36(1) point (k) (i), 24(41) point (b), 258 of CRR
Deductible DTAs that rely on future profitability	0	0	C:0.00 (0.48),0.010	Articles 4(27), 36(1) point (h), 43 to 46, 49 (2) and (3) and 79 of CRR
Holdings of CET1 capital instruments (significant investment)	0	0	C:0.00 (0.49),0.010	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Amount exceeding 17.65% threshold	0	0	C:0.00 (0.50),0.010	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (k); 49(5) to (3) and 79 of CRR
Additional deductions of CET1 Capital	0	0	C:0.00 (0.54),0.010	-
Transitional adjustments	37	0	GA1 (1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 instruments	0	0	C:0.00 (0.22),0.010	Articles 48(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	28	0	C:0.00 (0.46),0.010	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	9	0	C:0.00 (0.52),0.010	Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 Capital

Category	As of 31/12/2017	As of 30/06/2018	COREP CODE	Regulation
ADDITIONAL TIER 1 CAPITAL	498	484	C:0.00 (0.53),0.010	Article 61 of CRR
Additional Tier 1 Capital instruments	518	496	C:0.00 (0.54),0.010 + C:0.00 (0.67),0.010	-
Excess deduction from T2 items over T2 capital	0	0	C:0.00 (0.72),0.010	-
Other Additional Tier 1 Capital components and deductions	-21	-12	C:0.00 (0.68),0.010 + ...	-

Tier 1 Capital

Category	As of 31/12/2017	As of 30/06/2018	COREP CODE	Regulation
TIER 1 CAPITAL	9,852	10,085	C:0.00 (0.61),0.010	Article 25 of CRR

Tier 2 Capital

Category	As of 31/12/2017	As of 30/06/2018	COREP CODE	Regulation
TIER 2 CAPITAL	1,592	1,502	C:0.00 (0.75),0.010	Article 71 of CRR
Tier 2 Capital instruments	1,547	1,450	C:0.00 (0.76),0.010 + C:0.00 (0.69),0.010 + ...	-
Other Tier 2 Capital components and deductions	62	53	C:0.00 (0.93),0.010 + ...	-
Tier 2 transitional adjustments	-17	0	C:0.00 (0.88),0.010 + ...	-

Capital Ratios (Transitional Period)

Ratio	As of 31/12/2017	As of 30/06/2018	COREP CODE
COMMON EQUITY TIER 1 CAPITAL RATIO	20.69%	20.58%	C:43(1)
TIER 1 CAPITAL RATIO	21.79%	21.61%	C:43(3)
TOTAL CAPITAL RATIO	25.31%	24.83%	C:43(5)

Leverage Ratio

Category	As of 31/12/2017	As of 30/06/2018	COREP CODE	Regulation
Tier 1 capital - transitional definition	9,852	10,085	C 47.00 (r320,c010)	Article 429 of the CRR
Tier 1 capital - fully phased-in definition	9,815	10,085	C 47.00 (r310,c010)	Delegated Regulation (EU) 2015/62
Total leverage ratio exposures - transitional definition	205,352	203,093	C 47.00 (r300,c010)	-
Total leverage ratio exposures - fully phased-in definition	205,339	203,093	C 47.00 (r290,c010)	-
Leverage ratio - transitional definition	4.8%	5.0%	C 47.00 (r340,c010)	-
Leverage ratio - fully phased-in definition	4.8%	5.0%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Category	As of 31/12/2017	As of 30/06/2018
Total Risk Exposure Amount	45,214	46,658
Risk exposure amount for credit risk	38,968	39,729
Risk exposure amount for securitisation and re-securitisations in the banking book	0	0
Risk exposure amount for contributions to the default fund of a CCP	10	9
Risk exposure amount for position, foreign exchange and commodities (Market risk)	3,321	3,363
Risk exposure amount for Credit Valuation Adjustment	71	115
Risk exposure amount for operational risk	2,854	3,450
Other risk exposure amounts	0	1

Risk Exposure - Standardised Approach

Category	As of 31/12/2017	As of 30/06/2018
Standardised Total	13,314	16,484
Risk exposure amount	1,714	1,628
Value adjustments and provisions	1	0

Profit and Loss (P&L)

Item	As of 31/12/2017	As of 30/06/2018
Interest income	3,733	1,775
Interest expenses	2,217	1,068
Net Fee and commission income	-31	-29
Gains or (-) losses on derecognition	7	-9
Gains or (-) losses on financial assets held for trading	503	121
Gains or (-) losses on financial assets at fair value through profit or loss	-80	7
Net other operating income/(expenses)	33	50
TOTAL OPERATING INCOME, NET	1,977	870
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	1,366	544
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	1,085	439
Profit or (-) loss for the year	1,085	439

Notes

The fully loaded CET1 capital ratio estimation is based on the formulae stated in the "COREP CODE" column.
This might lead to differences compared to the fully loaded CET1 capital ratios published by the participating banks in their Pillar 3 disclosures.
Original exposure is reported before taking into account credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions are not counted for countervailing those for securitisation purposes, additional valuation adjustments (AVAs), and other fund reductions related to the exposures, but include general credit risk adjustments.

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