Summary of the 2018 EU-wide Transparency Exercise for Landesbank Hessen-Thüringen Girozentrale
Core Information
Bank Name: Landesbank Hessen-Thüringen Girozentrale
LEI Code: DIZES5CFO5K3I5R58746
Country Code: DE (Germany)
Exercise Year: 2018
Capital Structure (Transitional Period)
Item
31/12/2017 (min EUR)
30/06/2018 (min EUR)
COREP Code
Regulation
OWN FUNDS
10,847
11,165
C:0.00 (010;010)
Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL (CET1)
7,673
8,023
C:0.00 (020;010)
Article 50 of CRR
Capital instruments eligible as CET1 Capital
3,947
3,947
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
4,137
4,313
C:0.00 (130;010)
Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income
-238
26
C:0.00 (180;010)
Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Additional Tier 1 Capital
507
421
C:0.00 (530;010)
Article 61 of CRR
Tier 1 Capital
8,180
8,445
C:0.00 (615;010)
Article 25 of CRR
Tier 2 Capital
2,667
2,720
C:0.00 (750;010)
Article 71 of CRR
Capital Ratios (Transitional Period)
Common Equity Tier 1 Capital Ratio: 15.40% (31/12/2017) to 15.47% (30/06/2018)
Tier 1 Capital Ratio: 16.42% (31/12/2017) to 16.28% (30/06/2018)
Total Capital Ratio: 21.77% (31/12/2017) to 21.52% (30/06/2018)
Fully Loaded CET1 Capital
CET1 Capital (Fully loaded): 7,565 (31/12/2017) to 8,023 (30/06/2018)
Leverage Ratio
Item
31/12/2017 (%)
30/06/2018 (%)
Tier 1 Capital (Transitional Definition)
4.9%
4.8%
Tier 1 Capital (Fully Phased-in Definition)
4.5%
4.5%
Risk Exposure Amounts
Risk Exposure
31/12/2017 (min EUR)
30/06/2018 (min EUR)
Credit Risk
42,635
43,839
Securitisation and Re-securitisations (Banking Book)
2,420
1,845
Contributions to the Default Fund of a CCP
0
0
Other Credit Risk
40,215
41,994
Market Risk (Position, FX, Commodities)
2,785
3,784
Total Risk Exposure Amount
49,822
51,881
Market Risk Breakdown
Risk Type
31/12/2017 (min EUR)
30/06/2018 (min EUR)
Traded Debt Instruments
1,023
1,450
Equities
34
50
Foreign Exchange Risk
273
189
Commodities Risk
8
7
Total
1,338
1,696
Credit Risk - Standardised Approach
Exposure Type
31/12/2017 (min EUR)
30/06/2018 (min EUR)
Central Governments or Central Banks
989
818
Regional Governments or Local Authorities
9,588
10,139
Public Sector Entities
3,294
4,180
Corporates
3,678
4,442
Retail
990
927
Secured by Mortgages
1,723
1,737
Exposures in Default
250
266
Standardised Total
36,437
38,016
Key Notes
Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Value adjustments and provisions are included in the risk exposure amounts and are subject to regulatory adjustments.
The fully loaded CET1 capital estimation is based on the formulae in the COREP code, which may differ from the published Pillar 3 disclosures.
The Standardised Approach is used to calculate credit risk exposure, with various categories such as central governments, regional governments, public sector entities, and corporates.
Securitisation and covered bonds are also included in the risk exposure amounts.
