|
|
|
31/12/2015 Phase-in (1) |
Transitional adjustments (2) |
31/12/2015 Fully-loaded (3)=(1)+(2) |
|---|---|---|---|---|
| 1. | Capital instruments and the related share premium accounts | 27,112 |
|
27,112 |
|
|
of which: Own shares | 27,112 |
|
27,112 |
|
|
of which: Instrument type 2 | - |
|
- |
|
|
of which: Instrument type 3 | - |
|
- |
| 2. | Retained earnings | 21,022 |
|
21,022 |
| 3. | Accumulated other comprehensive income (and any other reserves) | (1,904) |
|
(1,904) |
|
|
3.a. Funds for general banking risk | - |
|
- |
| 4. | Amount of qualifying items referred to in Article 484 (3) and the related share premium accounts subject to phase out from CET1 | - |
|
- |
| 5. | Minority interests (amount allowed in consolidated CET1) | 7,143 | (1,308) | 5,835 |
|
|
5.a. Independently reviewed interim profits net of any foreseeable charge or dividend | 1,456 |
|
1,456 |
| 6. | Common Equity Tier 1 (CET1) capital before regulatory adjustments | 54,829 | (1,308) | 53,521 |
| Common Equity Tier 1 (CET1) capital: regulatory adjustments |
|
|
- | |
| 7. | Additional value adjustments (negative amount) | (195) | - | (195) |
| 8. | Intangible assets (net of related tax liability) (negative amount) | (3,902) | (5,848) | (9,750) |
| 9. | Empty set in the EU | - |
|
- |
| 10. | Deferred tax assets that rely on future profitability excluding those arising from temporary difference (net of related tax liability where the conditions in Article 38 (3) are met) (negative amount) | (75) | (874) | (949) |
| 11. | Fair value reserves related to gains or losses on cash flow hedges | - |
|
- |
| 12. | Negative amounts resulting from the calculation of expected loss amounts (equity) | (31) |
|
(31) |
| 13. | Any increase in equity that results from securitised assets (negative amount) | - |
|
- |
| 14. | Gains or losses on liabilities valued at fair value resulting from changes in own credit standing | (136) |
|
(136) |
| 15. | Defined-benefit pension fund assets (negative amount) | - |
|
- |
| 16. | Direct and indirect holdings by an institution of own CET1 instruments (negative amount) | (511) | (225) | (736) |
| 17. | Direct, indirect and synthetic holdings of the CET1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount) | - |
|
- |
| 18. | Direct, indirect and synthetic holdings of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) | - |
|
- |
| 19. | Direct, indirect and synthetic holdings of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) | - | - | - |
| 20. | Empty set in the EU | - |
|
- |
|
|
20.a Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative | (89) |
|
(89) |
|
|
20.b of which: qualifying holdings outside the financial sector (negative amount) | - |
|
- |
|
|
20.c of which: securitisation positions (negative amount) | (89) |
|
(89) |
|
|
20.d of which: free deliveries (negative amount) | - |
|
- |
| 21. | Deferred tax assets arising from temporary difference (amount above 10 % threshold , net of related tax liability where the conditions in Article 38 (3) are met) (negative amount) | - |
|
- |
| 22. | Amount exceeding the 15% threshold (negative amount) | - |
|
- |
| 23. | of which: direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities | - | (170) | (170) |
| 24. | Empty set in the EU | - |
|
- |
| 25. | of which: deferred tax assets arising from temporary difference | - | (111) | (111) |
|
|
25.a Losses for the current financial year (negative amount) | - |
|
- |
|
|
25.b Foreseeable tax charges relating to CET1 items (negative amount) | - |
|
- |
| 26. | Regulatory adjustments applied to Common Equity Tier 1 in respect of amounts subject to pre-CRR treatment | (788) | 788 | - |
|
|
26.a Regulatory adjustments relating to unrealised gains and losses pursuant to Articles 467 and 468 | (788) | 788 | - |
|
|
26.b Amount to be deducted from or added to Common Equity Tier 1 capital with regard to additional filters and deductions required pre CRR | - |
|
- |
| 27. | Qualifying AT1 deductions that exceeds the AT1 capital of the institution (negative amount) | (549) | 549 | - |
| 28. | Total regulatory adjustments to Common Equity Tier 1 (CET1) | (6,275) | (5,891) | (12,166) |
| 29. | Common Equity Tier 1 (CET1) capital | 48,554 | (7,198) | 41,356 |
| Additional Tier 1 (AT1) capital: instruments |
|
|
- | |
| 30. | Capital instruments and the related share premium accounts | 4,439 |
|
4,439 |
| 31. | of which: classified as equity under applicable accounting standards | - |
|
- |
| 32. | of which: classified as liabilities under applicable accounting standards | 4,439 |
|
4,439 |
| 33. | Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts subject to phase out from AT1 | 863 | (863) | - |
| 34. | Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interest not included in row 5) issued by subsidiaries and held by third parties | - |
|
- |
| 35. | of which: instruments issued by subsidiaries subject to phase-out | - |
|
- |
| 36. | Additional Tier 1 (AT1) capital before regulatory adjustments | 5,302 | (863) | 4,439 |
| Additional Tier 1 (AT1) capital: regulatory adjustments |
|
|
- | |
| 37. | Direct and indirect holdings by an institution of own AT1 instruments (negative amount) | - |
|
- |
| 38. | Holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount) | - |
|
- |
| 39. | Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) | - |
|
- |
| 40. | Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) | - |
|
- |
| 41. | Regulatory adjustments applied to Additional Tier 1 capital in respect of amounts subject to pre-CRR treatment and transitional treatments subject to phase-out as prescribed in Regulation (EU) No 585/2013 (ie. CRR residual amounts) | (5,302) | 5,964 | 662 |
|
|
41.a. Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to article 472 of Regulation (EU) No 575/2013 | (5,302) | 5,964 | 662 |
|
|
41.b Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Tier 2 capital during the transitional period pursuant to article 475 of Regulation (EU) No 575/2013 | - |
|
- |
|
|
41.c Amounts to be deducted from added to Additional Tier 1 capital with regard to additional filters and deductions required pre- CRR | - |
|
- |
| 42. | Qualifying T2 deductions that exceed the T2 capital of the institution (negative amount) | - |
|
- |
| 43. | Total regulatory adjustments to Additional Tier 1 (AT1) capital | (5,302) | 5,964 | 662 |
| 44. | Additional Tier 1 (AT1) capital | - | 5,101 | 5,101 |
| 45. | Tier 1 capital (T1 = CET1 + AT1) | 48,554 | (2,100) | 46,456 |
| Tier 2 (T2) capital: instruments and provisions |
|
|
- | |
| 46. | Capital instruments and the related share premium accounts | 2,005 | - | 2,005 |
| 47. | Amount of qualifying items referred to in Article 484 (5) and the related share premium accounts subject to phase out from T2 | 429 | (429) | - |
| 48. | Qualifying own funds instruments included in consolidated T2 capital (including minority interest and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third party | 5,716 | (99) | 5,617 |
| 49. | of which: instruments issued by subsidiaries subject to phase-out | (99) | 99 | - |
| 50. | Credit risk adjustments | 3,496 |
|
3,496 |
| 51. | Tier 2 (T2) capital before regulatory adjustment | 11,646 | (528) | 11,118 |
| Tier 2 (T2) capital: regulatory adjustments |
|
|
- | |
| 52. | Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount) | - |
|
- |
| 53. | Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount) | - |
|
- |
| 54. | Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10 % threshold and net of eligible short positions) (negative amount) | - |
|
- |
|
|
54.a Of which new holdings not subject to transitional arrangements | - |
|
- |
|
|
54.b Of which holdings existing befor 1 January 2013 and subject to transitional arrangements | - |
|
- |
| 55. | Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amounts) | - |
|
- |
| 56. | Regulatory adjustments applied to tier 2 in respect of amounts subject to pre-CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/2013 (i.e. CRR residual amounts) | - |
|
- |
|
|
56.a Residual amounts deducted from Tier 2 capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to article 472 of Regulation (EU) No 575/2013 | - |
|
- |
|
|
56.b Residual amounts deducted from Tier 2 capital with regard to deduction from Additional Tier 1 capital during the transitional period pursuant to article 475 of Regulation (EU) No 575/2013 | - |
|
- |
|
|
56.c Amounts to be deducted from or added to Tier 2 capital with regard to additional filters and deductions required pre- CRR | - |
|
- |
| 57. | Total regulatory adjustments to Tier 2 (T2) capital | - | - | - |
| 58. | Tier 2 (T2) capital | 11,646 | (528) | 11,118 |
| 59. | Total capital (TC = T1 + T2) | 60,200 | (2,628) | 57,576 |
|
|
59.a Risk weighted assets in respect of amounts subject to pre-CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/2013 (i.e. CRR residual amount) | - |
|
- |
| 60. | Total risk-weighted assets | 401,285 | (1,283) | 400,002 |
| 61. | Common Equity Tier 1 (as a percentage of total risk exposure amount |
|
|
|
| 62. | Tier 1 (as a percentage of total risk exposure amount |
|
|
|
| 63. | Total capital (as a percentage of total risk exposure amount |
|
|
|
| 64. | Institution specific buffer requirement (CET1 requirement in accordance with article 92 (1) (a) plus capital conservation and countercyclical buffer requirements plus a systemic risk buffer, plus systemically important institution buffer expressed as a percentage of total risk exposure amount) | - |
|
- |
| 65. | of which: capital conservation buffer requirement | - |
|
- |
| 66. | of which: countercyclical buffer requirement | - |
|
- |
| 67. | of which: systemic risk buffer requirement | - |
|
- |
|
|
67.a. of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer | - |
|
- |
| 68. | Common Equity Tier 1 available to meet buffers (as a percentage of risk exposure amount) | - |
|
- |
| Amounts below the thresholds for deduction (before risk-weighting) |
|
|
- | |
| 72. | Direct and indirect holdings of the capital of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions | 2,935 |
|
2,935 |
| 73. | Direct and indirect holdings of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 10% threshold and net of eligible short positions | 3,928 |
|
3,928 |
| 74. | Empty set in the EU | - |
|
- |
| 75. | Deferred tax assets arising from temporary difference (amount below 10 % threshold , net of related tax liability where the conditions in Article 38 (3) are met) | 2,812 | (258) | 2,554 |
| Applicable caps on the inclusion of provisions in Tier 2 | - |
|
- | |
| 76. | Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap) | - |
|
- |
| 77. | Cap on inclusion of credit risk adjustments in T2 under standardised approach | - |
|
- |
| 78. | Credit risk adjustments included in T2 in respect of exposures subject to internal rating-based approach (prior to the application of the cap) | - |
|
- |
| 79. | Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach | - |
|
- |
| 80. | Current cap on CET1 instruments subject to phase-out arrangements | - |
|
- |
| 81. | Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities) | - |
|
- |
| 82. | Current cap on AT1 instruments subject to phase-out arrangements | - |
|
- |
| 83. | Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities) | - |
|
- |
| 84. | Current cap on T2 instruments subject to phase-out arrangements | - |
|
- |
| 85. | Amount excluded from T2 due to cap (excess over cap after redemptions and maturities) | - |
|
- |
Annex V: Template with information on temporary capital
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