EBA欧洲银行-NL_DG3RU1DBUFHT4ZF9WN62_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Cooperatieve Rabobank U.A.

Core Information

Bank Name: Cooperatieve Rabobank U.A.
LEI Code: DG3RU1DBUFHT4ZF9WN62
Country Code: NL (Netherlands)
Reporting Periods:
- As of 31/12/2016
- As of 30/06/2017

Own Funds (Transitional Period)

Item	Description	31/12/2016 (€m)	30/06/2017 (€m)	COREP Code	Regulation
A	Own Funds	52,873	52,926	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital	29,618	31,080	C 0.00 (020,010)	Article 50 of CRR
A.1.1	CET1 Eligible Capital	5,924	7,424	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	25,649	26,235	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	112	-732	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 in CET1	25	26	C 0.00 (020,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	68	258	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible Assets Deduction	-1,087	-1,081	C 0.00 (0300,010) + C 0.00 (0340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR
A.1.9	DTA Deduction	-634	-548	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB Shortfall	-1,042	-956	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined Benefit Pension Fund Assets Deduction	-7	-6	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal Cross Holdings Deduction	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	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	Deductions related to 1.250% Risk Weight Assets	-34	-33	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + ...	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR
A.1.14.1	Deductions from Securitisation Positions	-34	-33	C 0.00 (0460,010)	Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR
A.1.15	CET1 Holdings 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 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	CET1 Holdings 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 (k); 49(1) to (3) and 79 of CRR
A.1.18	Amount Exceeding 17.65% Threshold	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	Additional Deductions due to Article 3 CRR	-542	-83	C 0.00 (0524,010)	Article 3 CRR
A.1.20	Other CET1 Deductions	0	0	C 0.00 (0529,010)	-
A.1.21	Transitional Adjustments	1,186	574	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional Adjustments for Grandfathered CET1 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 for Additional Minority Interests	179	88	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	Other Transitional Adjustments to CET1 Capital	1,007	486	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Item	Description	31/12/2016 (%)	30/06/2017 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	14.00%	14.97%	CA3 (1)	-
C.2	Tier 1 Capital Ratio	17.53%	18.06%	CA3 (3)	-
C.3	Total Capital Ratio	25.00%	25.50%	CA3 (5)	-

CET1 Capital Fully Loaded

Item	Description	31/12/2016 (€m)	30/06/2017 (€m)	Formula	Regulation
D	CET1 Capital (Fully Loaded)	28,432	30,506	[A.1-A.1.1.3- A.1.1.1+ MIN(A.2+A.1.3- A.2.2-A.2.2+ MIN(A.4+A.2.2+ A.4.3,0)]	-
E	CET1 Capital Ratio (Fully Loaded)	13.44%	14.70%	[D.1]/[B.1]	-

Leverage Ratio

Item	Description	31/12/2016 (%)	30/06/2017 (%)	COREP Code	Regulation
A.1	Tier 1 Capital (Transitional Definition)	37,079	37,481	C 47.00 (r320,c010)	Article 429 of the CRR
A.2	Tier 1 Capital (Fully Phased-in Definition)	31,074	33,140	C 47.00 (r310,c010)	Article 429 of the CRR
B.1	Total Leverage Ratio Exposures (Transitional Definition)	679,261	646,730	C 47.00 (r300,c010)	Article 429 of the CRR
B.2	Total Leverage Ratio Exposures (Fully Phased-in Definition)	678,799	646,523	C 47.00 (r290,c010)	Article 429 of the CRR
C.1	Leverage Ratio (Transitional Definition)	5.5%	5.8%	C 47.00 (r340,c010)	Article 429 of the CRR
C.2	Leverage Ratio (Fully Phased-in Definition)	4.6%	5.1%	C 47.00 (r330,c010)	Article 429 of the CRR

Risk Exposure Amounts

Item	Description	31/12/2016 (€m)	30/06/2017 (€m)	Regulation
Risk Exposure Amount for Credit Risk	179,036	177,507	-	-
Risk Exposure Amount for Securitisation and Re-securitisation (Banking Book)	1,806	2,590	-	-
Risk Exposure Amount for Contributions to Default Fund of CCP	63	63	-	-
Risk Exposure Amount for Other Credit Risk	177,167	174,854	-	-
Risk Exposure Amount for Market Risk (Position, FX, Commodities)	3,886	4,324	-	-
Risk Exposure Amount for Credit Valuation Adjustment	1,454	1,025	-	-
Risk Exposure Amount for Operational Risk	27,108	24,733	-	-
Total Risk Exposure Amount	211,483	207,589	-	Articles 92(3), 95, 96 and 98 of CRR

Profit and Loss (P&L)

Item	Description	31/12/2016 (€m)
Interest Income	18,777	9,076
Of which: Debt Securities Income	904	414
Of which: Loans and Advances Income	16,527	7,967
Interest Expenses	10,034	4,622
Of which: Deposits Expenses	2,909	1,275
Of which: Debt Securities Issued Expenses	4,406	2,118
Dividend Income	39	33
Net Fee and Commission Income	1,918	988
Gains or (-) Losses on Derecognition	529	-2
Gains or (-) Losses on Trading Financial Assets	-118	-328
Gains or (-) Losses on Fair Value Through Profit or Loss	175	68
Gains or (-) Losses from Hedge Accounting	266	146
Exchange Differences	329	213
Net Other Operating Income/(Expenses)	468	6
Total Operating Income, Net	12,350	5,579
Administrative Expenses	6,853	3,240
Depreciation	446	207
Provisions or (-) Reversal of Provisions	1,056	203
Commitments and Guarantees Given	-7	-13
Other Provisions	1,063	216
Of which: Pending Legal Issues and Tax Litigation	538	-
Of which: Restructuring	515	-
Impairment or (-) Reversal of Impairment on Financial Assets	474	3
Of which: Loans and Advances	474	3
Of which: Held to Maturity Investments, AFS Assets	0	-1
Of which: Investments in Subsidiaries, Joint Ventures, Associates and Non-Financial Assets	802	5
Profit or (-) Loss Before Tax from Continuing Operations	2,719	1,992
Profit or (-) Loss After Tax from Continuing Operations	2,024	1,516
Profit or (-) Loss from Discontinued Operations	0	0
Profit or (-) Loss for the Year	2,024	1,516
Of which Attributable to Owners of the Parent	1,960	1,487

Market Risk

Item	Description	31/12/2016 (€m)
Traded Debt Instruments	2	0
Of which: General Risk	0	0
Of which: Specific Risk	2	0
Equities	0	0
Foreign Exchange Risk	0	0
Commodities Risk	447	418
Risk Exposure Amount for Market Risk	3,886	4,324

Credit Risk - Standardised Approach

Item	Description	31/12/2016 (€m)
Central Governments or Central Banks	2,790	2,632
Regional Governments or Local Authorities	0	0
Public Sector Entities	0	0
Institutions	1,277	1,100
Corporates	12,630	12,267
Of which: SME	2,518	3,731
Retail	5,515	6,802
Of which: SME	405	1,080
Secured by Mortgages on Immovable Property	3,590	5,613
Of which: SME	302	1,703
Exposures in Default	3,336	3,217
Standardised Total	29,174	31,666

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 data includes transitional adjustments and is aligned with the Capital Requirements Regulation (CRR).

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