EBA欧洲银行-DE_0SK1ILSPWNVBNQWU0W18_TR_2017_9页_983kb

报告摘要

2017 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Landeskreditbank Baden-Württemberg-Förderbank
LEI Code: 0SK1ILSPWNVBNQWU0W18
Country Code: DE (Germany)

The bank does not report FINREP data on a consolidated level and only COREP templates are published.

Own Funds - Transitional Period

Code	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)	COREP Code	Regulation Reference
A	Own Funds	3,815	3,840	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)	3,384	3,438	C 0.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital (including share premium)	250	250	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	2,514	2,564	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	0	0	C 0.00 (018,010)	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	630	630	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 (025,010)	Articles 32 to 35 of and 36(1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-10	-7	C 0.00 (030,010) + C 0.00 (030,010)	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 associated 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	-4	-1	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) + ...	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (h), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (i), 40 and 159 of CRR
A.1.14.1	Of which: from securitisation positions	0	0	C 0.00 (0460,010)	Articles 36(1) point (k), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	Holdings of CET1 capital instruments of financial sector entities where the institution does not have a 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 where the institution has a significant investment	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (b); 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	4	1	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 (0520,010)	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 (0524,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	4	1	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 (0670,010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	4	1	C 0.00 (0690,010) + C 0.00 (0700,010) + ...	-
A.2.4	Additional Tier 1 transitional adjustments	-4	-1	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)	3,384	3,438	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital (net of deductions and after transitional adjustments)	430	402	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	330	310	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	Other Tier 2 Capital components and deductions	100	93	C 0.00 (0910,010) + ...	-
A.4.3	Tier 2 transitional adjustments	0	0	C 0.00 (0880,010) + C 0.00 (0960,010) + ...	-

Capital Ratios (Transitional Period)

Code	Description	31/12/2016 (%)	30/06/2017 (%)
C.1	Common Equity Tier 1 Capital Ratio (transitional)	18.00%	18.14%
C.2	Tier 1 Capital Ratio (transitional)	18.00%	18.14%
C.3	Total Capital Ratio (transitional)	20.29%	20.26%

CET1 Capital Fully Loaded

Code	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
D	Common Equity Tier 1 Capital (fully loaded)	3,384	3,438
E	Common Equity Tier 1 Capital Ratio (fully loaded)	18.00%	18.14%

Leverage Ratio

Code	Description	31/12/2016 (%)	30/06/2017 (%)
A.1	Tier 1 capital - transitional definition	4.4%	4.4%
A.2	Tier 1 capital - fully phased-in definition	4.4%	4.4%
B.1	Total leverage ratio exposures - transitional	77,382	77,366
B.2	Total leverage ratio exposures - fully phased-in	77,382	77,366
C.1	Leverage ratio - transitional definition	4.4%	4.4%
C.2	Leverage ratio - fully phased-in definition	4.4%	4.4%

Risk Exposure Amounts

Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Risk exposure amount for credit risk	17,630	17,846
Risk exposure amount for securitisation and re-securitisations in the banking book	50	15
Risk exposure amount for contributions to the default fund of a CCP	0	0
Risk exposure amount Other credit risk	17,580	17,831
Risk exposure amount for position, foreign exchange and commodities (Market risk)	0	0
Risk exposure amount for Credit Valuation Adjustment	576	595
Risk exposure amount for operational risk	592	508
Total Risk Exposure Amount	18,797	18,950

Credit Risk - Standardised Approach

Consolidated Data (Germany)

Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Central governments or central banks	4,869	6,714
Regional governments or local authorities	16,501	16,365
Public sector entities	6,976	6,670
Multilateral Development Banks	1,223	1,235
Institutions	19,844	20,413
Corporates	62	62
Of which: SME	0	0
Retail	1	1
Of which: SME	0	0
Secured by mortgages on immovable property	0	0
Exposures in default	446	341
Items associated with particularly high risk	0	0
Covered bonds	164	144
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	0	0
Securitisation	0	0
Other exposures	0	0
Standardised Total	0	0

Other Countries

Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Central governments or central banks	0	0
Regional governments or local authorities	0	0
Public sector entities	0	0
Multilateral Development Banks	1,223	1,235
International Organisations	0	0
Institutions	0	0
Corporates	0	0
Of which: SME	0	0
Retail	0	0
Of which: SME	0	0
Secured by mortgages on immovable property	0	0
Exposures in default	0	0
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	2	2
Securitisation	0	0
Other exposures	0	0
Standardised Total	0	0

Key Notes

Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Total value adjustments and provisions per country of counterparty do not include securitisation exposures.
The Standardised Approach is used for credit risk calculation.
The bank's CET1 capital increased slightly from 3,384 mln EUR to 3,438 mln EUR during the transitional period.
Capital ratios remained stable, with CET1 capital ratio increasing from 18.00% to 18.14%.
Leverage ratio remained constant at 4.4% for both periods.
Risk exposure amounts for credit risk increased from 17,630 mln EUR to 17,846 mln EUR, indicating a rise in credit risk exposure.