EBA欧洲银行-DE_DZZ47B9A52ZJ6LT6VV95_TR_2016_15页_1mb

2016 EU-wide Transparency Exercise Summary: Deutsche Pfandbriefbank AG

Core Information

• Bank Name: Deutsche Pfandbriefbank AG
• LEI Code: DZZ47B9A52ZJ6LT6VV95
• Country Code: DE (Germany)

Capital Structure (Transitional Period)

Own Funds

• Total Own Funds (As of 31/12/2015): 3,140 mln EUR
• Total Own Funds (As of 30/06/2016): 3,010 mln EUR

Common Equity Tier 1 (CET1) Capital

• CET1 Capital (As of 31/12/2015): 2,533 mln EUR
• CET1 Capital (As of 30/06/2016): 2,483 mln EUR
• CET1 Capital Fully Loaded:
  • 2015: 2,439 mln EUR
  • 2016: 2,387 mln EUR

CET1 Capital Components

• A.1.1: Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments): 2,017 mln EUR (both years)
• A.1.2: Retained earnings: 656 mln EUR (both years)
• A.1.3: Accumulated other comprehensive income: 14 mln EUR (2015), -52 mln EUR (2016)
• A.1.4: Other Reserves: 0 mln EUR (both years)
• A.1.5: Funds for general banking risk: 0 mln EUR (both years)
• A.1.6: Minority interest given recognition in CET1 capital: 0 mln EUR (both years)
• A.1.7: Adjustments to CET1 due to prudential filters: -125 mln EUR (2015), -88 mln EUR (2016)
• A.1.8: Intangible assets (including goodwill): -21 mln EUR (both years)
• A.1.9: Deductible DTAs that rely on future profitability: -17 mln EUR (2015), -14 mln EUR (2016)
• A.1.10: IRB shortfall of credit risk adjustments to expected losses: -78 mln EUR (2015), -111 mln EUR (2016)
• A.1.11: Defined benefit pension fund assets: -7 mln EUR (2015), 0 mln EUR (2016)
• A.1.12: Reciprocal cross holdings in CET1 capital: 0 mln EUR (both years)
• A.1.13: Excess deduction from ATI items over ATI capital: 0 mln EUR (both years)
• A.1.14: Deductions related to assets which can alternatively be subject to a 1.250% risk weight: 0 mln EUR (both years)
• A.1.21: Transitional adjustments to CET1 capital: 94 mln EUR (2015), 96 mln EUR (2016)
• A.1.21.1: Transitional adjustments due to grandfathered CET1 instruments: 0 mln EUR (both years)
• A.1.21.2: Transitional adjustments due to additional minority interests: 0 mln EUR (both years)
• A.1.21.3: Other transitional adjustments: 94 mln EUR (2015), 96 mln EUR (2016)

Additional Tier 1 (AT1) Capital

• AT1 Capital (As of 31/12/2015): 209 mln EUR
• AT1 Capital (As of 30/06/2016): 179 mln EUR

Tier 2 Capital

• Tier 2 Capital (As of 31/12/2015): 397 mln EUR
• Tier 2 Capital (As of 30/06/2016): 347 mln EUR

Capital Ratios (Transitional Period)

• Common Equity Tier 1 Ratio: 18.90% (2015), 19.11% (2016)
• Tier 1 Capital Ratio: 20.46% (2015), 20.49% (2016)
• Total Capital Ratio: 23.43% (2015), 23.16% (2016)

Risk Exposure Amounts

Total Risk Exposure Amount

• As of 31/12/2015: 13,402 mln EUR
• As of 30/06/2016: 12,995 mln EUR

Breakdown of Risk Exposure Amounts

• Credit Risk:
  • 2015: 12,163 mln EUR
  • 2016: 11,786 mln EUR
• Securitisation and Re-securitisation in Banking Book: 0 mln EUR (both years)
• Contributions to Default Fund of a CCP: 0 mln EUR (2015), 2 mln EUR (2016)
• Other Credit Risk:
  • 2015: 12,162 mln EUR
  • 2016: 11,784 mln EUR
• Market Risk (Foreign Exchange and Commodities):
  • 2015: 70 mln EUR
  • 2016: 57 mln EUR

Profit and Loss (P&L)

• Total Operating Income, Net (2015): 532 mln EUR
• Total Operating Income, Net (2016): 185 mln EUR
• Profit or Loss Before Tax from Continuing Operations:
  • 2015: 195 mln EUR
  • 2016: 87 mln EUR
• Profit or Loss After Tax from Continuing Operations:
  • 2015: 230 mln EUR
  • 2016: 66 mln EUR

Credit Risk - Standardised Approach

Total Risk Exposure Amount (Standardised Approach)

• As of 31/12/2015: 2,635 mln EUR
• As of 30/06/2016: 2,585 mln EUR

Breakdown of Credit Risk Exposure

• Central Governments or Central Banks: 0 mln EUR (both years)
• Regional Governments or Local Authorities:
  • 2015: 115 mln EUR
  • 2016: 163 mln EUR
• Public Sector Entities: 0 mln EUR (both years)
• Multilateral Development Banks:
  • 2015: 1,470 mln EUR
  • 2016: 1,325 mln EUR
• Institutions:
  • 2015: 36 mln EUR
  • 2016: 2 mln EUR
• Corporates:
  • 2015: 835 mln EUR
  • 2016: 915 mln EUR
• SME Corporates:
  • 2015: 46 mln EUR
  • 2016: 68 mln EUR
• Retail Exposures:
  • 2015: 2 mln EUR
  • 2016: 2 mln EUR
• Secured by Mortgages on Immovable Property:
  • 2015: 84 mln EUR
  • 2016: 74 mln EUR
• SME Secured by Mortgages:
  • 2015: 54 mln EUR
  • 2016: 51 mln EUR
• Exposures in Default:
  • 2015: 16 mln EUR
  • 2016: 9 mln EUR
• Other Exposures:
  • 2015: 77 mln EUR
  • 2016: 92 mln EUR

Key Notes

• Original Exposure is reported before applying credit conversion factors or risk mitigation techniques.
• Value Adjustments and Provisions are included in the risk exposure amount but not in securitisation exposures.
• Transitional adjustments are applied to CET1 capital and affect the capital ratios.
• The bank's capital levels and ratios are in line with regulatory requirements during the transitional period.