2017 eu-wide transparency exercise · round_3 master_version_2015 tra templates 26102015bank name...

Round_3

Master_version_2015 TRA Templates 26102015Bank Name National Bank of Greece SA

LEI Code 5UMCZOEYKCVFAW8ZLO05

Country Code GR

Na

2017 EU-wide Transparency Exercise

201612 201706

(mln EUR, %)As of 31/12/2016 As of 30/06/2017 COREP CODE REGULATION

A OWN FUNDS 6,706 6,469 C 01.00 (r010,c010) Articles 4(118) and 72 of CRR

A.1COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying

transitional adjustments)6,688 6,450 C 01.00 (r020,c010) Article 50 of CRR

A.1.1Capital instruments eligible as CET1 Capital (including share premium and net own capital

instruments)16,609 16,608 C 01.00 (r030,c010) Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR

A.1.2 Retained earnings -14,924 -15,008 C 01.00 (r130,c010) Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l) of CRR

A.1.3 Accumulated other comprehensive income -389 -391 C 01.00 (r180,c010) Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

A.1.4 Other Reserves 5,595 5,536 C 01.00 (r200,c010) Articles 4(117) and 26(1) point (e) of CRR

A.1.5 Funds for general banking risk 15 15 C 01.00 (r210,c010) Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6 Minority interest given recognition in CET1 capital 124 125 C 01.00 (r230,c010) Article 84 of CRR

A.1.7 Adjustments to CET1 due to prudential filters -314 -271 C 01.00 (r250,c010) Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8 (-) Intangible assets (including Goodwill) -131 -125 C 01.00 (r300,c010) + C 01.00 (r340,c010) Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of

CCR

A.1.9(-) DTAs that rely on future profitability and do not arise from temporary differences net of

associated DTLs -5 -4 C 01.00 (r370,c010) Articles 36(1) point (c) and 38 of CRR

A.1.10 (-) IRB shortfall of credit risk adjustments to expected losses 0 0 C 01.00 (r380,c010) Articles 36(1) point (d), 40 and 159 of CRR

A.1.11 (-) Defined benefit pension fund assets 0 0 C 01.00 (r390,c010) Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.12 (-) Reciprocal cross holdings in CET1 Capital 0 0 C 01.00 (r430,c010) Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.13 (-) Excess deduction from AT1 items over AT1 Capital -67 -37 C 01.00 (r440,c010) 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 0C 01.00 (r450,c010) + C 01.00 (r460,c010) +

C 01.00 (r470,c010) + C 01.00 (r471,c010)+

C 01.00 (r472,c010)

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b),

244(1) point (b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3) of CRR; Articles 36(1)

point k) (iv) and 153(8) of CRR and Articles 36(1) point k) (v) and 155(4) of CRR.

A.1.14.1 Of which: from securitisation positions (-) 0 0 C 01.00 (r460,c010) Articles 36(1) point (k) (ii), 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 institiution does

not have a significant investment0 0 C 01.00 (r480,c010) 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 01.00 (r490,c010) 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 institiution has a

significant investment-94 -126 C 01.00 (r500,c010) Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR

A.1.18 (-) Amount exceding the 17.65% threshold 0 0 C 01.00 (r510,c010) Article 48 of CRR

A.1.19 (-) Additional deductions of CET1 Capital due to Article 3 CRR 0 0 C 01.00 (r524,c010) Article 3 CRR

A.1.20 CET1 capital elements or deductions - other 0 0 C 01.00 (r529,c010) -

A.1.21 Transitional adjustments 269 128 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 01.00 (r220,c010) Articles 483(1) to (3), and 484 to 487 of CRR

A.1.21.2 Transitional adjustments due to additional minority interests (+/-) 43 17 C 01.00 (r240,c010) Articles 479 and 480 of CRR

A.1.21.3 Other transitional adjustments to CET1 Capital (+/-) 226 111 C 01.00 (r520,c010) 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 01.00 (r530,c010) Article 61 of CRR

A.2.1 Additional Tier 1 Capital instruments 0 0 C 01.00 (r540,c010) + C 01.00 (r670,c010)

A.2.2 (-) Excess deduction from T2 items over T2 capital 0 0 C 01.00 (r720,c010)

A.2.3 Other Additional Tier 1 Capital components and deductions 67 37C 01.00 (r690,c010) + C 01.00 (r700,c010) +

C 01.00 (r710,c010) + C 01.00 (r740,c010) +

C 01.00 (r744,c010) + C 01.00 (r748,c010)

A.2.4 Additional Tier 1 transitional adjustments -67 -37C 01.00 (r660,c010) + C 01.00 (r680,c010) +

C 01.00 (r730,c010)

A.3 TIER 1 CAPITAL (net of deductions and after transitional adjustments) 6,688 6,450 C 01.00 (r015,c010) Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 18 19 C 01.00 (r750,c010) Article 71 of CRR

A.4.1 Tier 2 Capital instruments 0 0 C 01.00 (r760,c010) + C 01.00 (r890,c010)

A.4.2 Other Tier 2 Capital components and deductions 33 30

C 01.00 (r910,c010) + C 01.00 (r920,c010) +

C 01.00 (r930,c010) + C 01.00 (r940,c010) +

C 01.00 (r950,c010) + C 01.00 (r970,c010) +

C 01.00 (r974,c010) + C 01.00 (r978,c010)

A.4.3 Tier 2 transitional adjustments -14 -12C 01.00 (r880,c010) + C 01.00 (r900,c010) +

C 01.00 (r960,c010)

B TOTAL RISK EXPOSURE AMOUNT 41,125 39,008 C 02.00 (r010,c010) Articles 92(3), 95, 96 and 98 of CRR

B.1 Of which: Transitional adjustments included 0 0 C 05.01 (r010;c040)

C.1 COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period) 16.26% 16.54% CA3 {1} -

C.2 TIER 1 CAPITAL RATIO (transitional period) 16.26% 16.54% CA3 {3} -

C.3 TOTAL CAPITAL RATIO (transitional period) 16.31% 16.58% CA3 {5} -

CET1 Capital

Fully loadedD COMMON EQUITY TIER 1 CAPITAL (fully loaded) 6,485 6,359

[A.1-A.1.13-A.1.21+MIN(A.2+A.1.13-

A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0),0)]-

CET1 RATIO (%)

Fully loaded1 E COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded) 15.77% 16.30% [D.1]/[B-B.1] -

(1) Fully loaded CET1 capital ratio estimation based on the formulae stated in column “COREP CODE”


Capital

National Bank of Greece SA

OWN FUNDS

Transitional period

OWN FUNDS

REQUIREMENTS

CAPITAL RATIOS (%)

Transitional period

201612 201706

(mln EUR, %)

As of

31/12/2016

As of

30/06/2017COREP CODE REGULATION

A.1 Tier 1 capital - transitional definition 6,688 6,450 C 47.00 (r320,c010)

A.2 Tier 1 capital - fully phased-in definition 6,485 6,359 C 47.00 (r310,c010)

B.1 Total leverage ratio exposures - using a transitional definition of Tier 1 capital 74,419 66,975 C 47.00 (r300,c010)

B.2 Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital 74,380 66,953 C 47.00 (r290,c010)

C.1 Leverage ratio - using a transitional definition of Tier 1 capital 9.0% 9.6% C 47.00 (r340,c010)

C.2 Leverage ratio - using a fully phased-in definition of Tier 1 capital 8.7% 9.5% C 47.00 (r330,c010)

2017 EU-wide Transparency ExerciseLeverage ratio


Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending

CRR

201612 201706

(mln EUR)

As of

31/12/2016as of 30/06/2017

Risk exposure amounts for credit risk 33,478 31,216

Risk exposure amount for securitisation and re-securitisations in the banking book 0 0

Risk exposure amount for contributions to the default fund of a CCP 0 0

Risk exposure amount Other credit risk 33,478 31,216

Risk exposure amount for position, foreign exchange and commodities (Market risk) 4,550 4,727

of which: Risk exposure amount for securitisation and re-securitisations in the trading book1 0 0

Risk exposure amount for Credit Valuation Adjustment 142 111

Risk exposure amount for operational risk 2,955 2,955

Other risk exposure amounts 0 0

Total Risk Exposure Amount 41,125 39,008

(1)

May include hedges, which are not securitisation positions, as per Article 338.3 of CRR


Risk exposure amounts


201612 201706

(mln EUR)

Interest income 2,075 947

Of which debt securities income 177 89

Of which loans and advances income 1,889 852

Interest expenses 342 132

(Of which deposits expenses) 323 122

(Of which debt securities issued expenses) 20 8

(Expenses on share capital repayable on demand) 0 0

Dividend income 5 1

Net Fee and commission income 190 119

Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial

assets, net250 5

Gains or (-) losses on financial assets and liabilities held for trading, net -191 -54

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net -52 -13

Gains or (-) losses from hedge accounting, net 27 24

Exchange differences [gain or (-) loss], net 0 0

Net other operating income /(expenses) -40 -38

TOTAL OPERATING INCOME, NET 1,920 858

(Administrative expenses) 980 412

(Depreciation) 100 47

(Provisions or (-) reversal of provisions) 0 0

(Commitments and guarantees given) 0 0

(Other provisions) 0 0

Of which pending legal issues and tax litigation1 36

Of which restructuring1 0

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) 738 435

(Loans and receivables) 736 434

(Held to maturity investments, AFS assets and financial assets measured at cost) 2 1

(Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures and associates and on non-financial assets) 63 8

(of which Goodwill) 0 0

Negative goodwill recognised in profit or loss 0 0

Share of the profit or (-) loss of investments in subsidaries, joint ventures and associates 35 1

Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations 0 0

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS 73 -43

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS 54 -60

Profit or (-) loss after tax from discontinued operations -2,912 -67

PROFIT OR (-) LOSS FOR THE YEAR -2,858 -127

Of which attributable to owners of the parent -2,887 -143 (1)

Information available only as of end of the year

2017 EU-wide Transparency ExerciseP&L


As of 31/12/2016As of

30/06/2017

201612 201706 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706

As of

31/12/2016

As of

30/06/2017

(mln EUR)

MULTIPLICATION

FACTOR (mc) x

AVERAGE OF

PREVIOUS 60

WORKING DAYS

(VaRavg)

PREVIOUS

DAY (VaRt-1)

MULTIPLICATION

FACTOR (ms) x

AVERAGE OF

PREVIOUS 60

WORKING DAYS

(SVaRavg)

LATEST

AVAILABLE

(SVaRt-1)

12 WEEKS

AVERAGE

MEASURE

LAST

MEASUREFLOOR

12 WEEKS

AVERAGE

MEASURE

LAST

MEASURE

MULTIPLICATION

FACTOR (mc) x

AVERAGE OF

PREVIOUS 60

WORKING DAYS

(VaRavg)

PREVIOUS

DAY (VaRt-1)

MULTIPLICATION

FACTOR (ms) x

AVERAGE OF

PREVIOUS 60

WORKING DAYS

(SVaRavg)

LATEST

AVAILABLE

(SVaRt-1)

12 WEEKS

AVERAGE

MEASURE

LAST

MEASUREFLOOR

12 WEEKS

AVERAGE

MEASURE

LAST

MEASURE

Traded Debt Instruments 291 302 103 35 189 77 82 24 165 52

Of which: General risk 152 15 103 35 189 77 82 24 165 52

Of which: Specific risk 123 55 0 0 0 0 0 0 0 0

Equities 39 104 10 3 10 3 5 1 12 3

Of which: General risk 18 5 10 3 10 3 5 1 12 3

Of which: Specific risk 21 73 0 0 0 0 0 0 0 0

Foreign exchange risk 1,001 1,102 4 1 4 1 8 3 12 4

Commodities risk 0 1 1 0 1 0 1 1 2 1

Total 1,331 1,509 106 36 150 48 0 0 0 0 0 3,202 87 25 170 53 0 0 0 0 0 3,200

2017 EU-wide Transparency ExerciseMarket Risk


SA IM IM

TOTAL RISK

EXPOSURE

AMOUNT

TOTAL RISK

EXPOSURE

AMOUNT

VaR (Memorandum item)STRESSED VaR (Memorandum

item)

INCREMENTAL

DEFAULT AND

MIGRATION RISK

CAPITAL CHARGE

STRESSED VaR (Memorandum

item)

INCREMENTAL

DEFAULT AND

MIGRATION RISK

CAPITAL CHARGE

ALL PRICE RISKS CAPITAL

CHARGE FOR CTP

TOTAL RISK

EXPOSURE

AMOUNT

As of 31/12/2016 As of 30/06/2017

ALL PRICE RISKS CAPITAL

CHARGE FOR CTP

TOTAL RISK

EXPOSURE

AMOUNT

VaR (Memorandum item)

201612 201612 201612 201612 201706 201706 201706 201706

(mln EUR, %)

Central governments or central banks 16,722 18,174 5,875 15,971 17,211 5,877

Regional governments or local authorities 33 29 8 24 21 4

Public sector entities 215 93 139 178 90 128

Multilateral Development Banks 0 18 0 130 130 0

International Organisations 8,471 8,471 0 5,293 5,293 0

Institutions 8,201 3,573 692 8,435 3,582 666

Corporates 2,349 1,845 1,768 1,742 1,383 1,337

of which: SME 1,141 860 776 902 665 614

Retail 6,818 4,100 3,012 6,079 3,638 2,686

of which: SME 509 360 207 335 247 143

Secured by mortgages on immovable property 2,031 2,020 787 1,379 1,372 526

of which: SME 469 459 193 275 268 109

Exposures in default 6,492 2,834 2,996 3,645 5,551 2,002 2,389 3,539

Items associated with particularly high risk 100 87 131 90 79 119

Covered bonds 0 0 0 0 0 0

Claims on institutions and corporates with a ST credit assessment 0 0 0 0 0 0

Collective investments undertakings (CIU) 22 22 22 63 63 29

Equity 785 785 1,806 755 755 1,743

Securitisation 0 0 0 0 0 0

Other exposures 3,302 3,302 2,477 3,079 3,079 2,349

Standardised Total 55,541 45,355 19,713 3,737 48,767 38,696 17,852 3,660(1)

Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

1 (mln EUR, %)

Central governments or central banks 14,369 15,714 5,051 14,186 15,320 5,127




International Organisations 0 0 0 0 0 0

Institutions 730 677 197 717 637 161

Corporates 333 318 320 439 427 422

of which: SME 69 63 58 130 125 115

Retail 4,568 2,434 1,803 4,536 2,448 1,814

of which: SME 166 134 78 173 131 76

Secured by mortgages on immovable property 369 368 156 361 361 152

of which: SME 17 17 6 15 15 6

Exposures in default 4,686 1,979 2,024 2,700 4,583 1,530 1,842 3,050





Equity 751 751 1,766 731 731 1,716

Securitisation

Other exposures 2,843 2,843 2,237 2,782 2,782 2,194

Standardised Total2 2,758 3,141

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

(2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

2 (mln EUR, %)

Central governments or central banks 906 906 486 976 976 420





Institutions 2,474 936 218 2,254 931 214

Corporates 625 470 446 175 140 132

of which: SME 249 182 158 87 54 46

Retail 417 391 280 175 168 117

of which: SME 80 73 41 55 51 29


of which: SME 31 31 13 18 18 7

Exposures in default 292 125 149 167 149 80 105 69





Equity 4 4 4 4 4 4

Securitisation

Other exposures 111 111 51 46 46 31

Standardised Total2 172 74



3 (mln EUR, %)





International Organisations 8,471 8,471 0 5,293 5,293 0

Institutions 8 8 2 7 7 1

Corporates 0 0 0 0 0 0

of which: SME 0 0 0 0 0 0

Retail 0 0 0 0 0 0









Equity 2 2 2 0 0 0

Securitisation






Credit Risk - Standardised Approach


Standardised Approach

As of 31/12/2016 As of 30/06/2017

Risk exposure

amount

Value

adjustments and

provisions

Consolidated data


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

GREECE


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Other Countries


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

LUXEMBOURG

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1




4 (mln EUR, %)






Institutions 4,920 1,891 255 5,369 1,945 273



Retail 2 2 1 2 1 1









Equity 16 16 16 17 17 17

Securitisation





5 (mln EUR, %)







Corporates 132 101 97 144 117 116

of which: SME 95 72 69 115 92 90

Retail 443 282 206 457 299 219

of which: SME 50 30 17 56 37 22


of which: SME 69 69 33 52 52 24






Equity 1 1 1 1 1 1

Securitisation





6 (mln EUR, %)









Retail 0 0 0 0 0 0









Equity 0 0 0 0 0 0

Securitisation





7 (mln EUR, %)









Retail 0 0 0 0 0 0









Equity 0 0 0 0 0 0

Securitisation






As of 31/12/2016 As of 30/06/2017

Risk exposure

amount

Value

adjustments and

provisions2

UNITED KINGDOM


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

ROMANIA


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Country of

Counterpart 6


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Country of

Counterpart 7

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1




8 (mln EUR, %)









Retail 0 0 0 0 0 0









Equity 0 0 0 0 0 0

Securitisation





9 (mln EUR, %)









Retail 0 0 0 0 0 0









Equity 0 0 0 0 0 0

Securitisation





10 (mln EUR, %)









Retail 0 0 0 0 0 0









Equity 0 0 0 0 0 0

Securitisation






As of 31/12/2016 As of 30/06/2017

Risk exposure

amount

Value

adjustments and

provisions2

Country of

Counterpart 8


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Country of

Counterpart 9


As of 31/12/2016 As of 30/06/2017

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Country of

Counterpart 10

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1

201612 201612 201612 201612 201612 201612 201706 201706 201706 201706 201706 201706

(mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Central banks and central governments 0 0 0 0 0 0 0 0 0 0 0 0

Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 23,129 7,047 17,637 11,026 0 4,416 23,405 6,855 17,440 10,776 0 4,301

Corporates - Of Which: Specialised Lending 3,334 433 3,214 2,411 0 434 3,354 411 3,050 2,276 0 393

Corporates - Of Which: SME 10,594 5,182 8,224 3,580 0 3,047 10,421 4,984 8,041 3,436 0 3,050

Retail 17,656 6,487 17,005 2,739 0 3,758 16,939 6,273 16,370 2,588 0 3,147

Retail - Secured on real estate property 15,083 5,078 15,069 2,565 0 2,544 14,529 5,007 14,515 2,421 0 2,114

Retail - Secured on real estate property - Of Which: SME 1,563 883 1,551 364 0 547 1,503 856 1,493 342 0 569

Retail - Secured on real estate property - Of Which: non-

SME

13,521 4,194 13,518 2,202 0 1,997 13,025 4,151 13,022 2,079 0 1,545

Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0

Retail - Other Retail 2,572 1,409 1,936 174 0 1,214 2,411 1,266 1,855 167 0 1,033

Retail - Other Retail - Of Which: SME 2,572 1,409 1,936 174 0 1,214 2,411 1,266 1,855 167 0 1,033

Retail - Other Retail - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0

Equity 0 0 0 0 0 0 0 0 0 0

Securitisation 13 0 0 0 9 0 0 0

Other non credit-obligation assets 0 0

IRB Total 13,765 13,364(1)


1 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 20,448 6,278 15,007 9,187 0 3,763 20,907 6,127 15,057 9,201 0 3,692

Corporates - Of Which: Specialised Lending 1,296 36 1,187 859 0 42 1,493 23 1,265 958 0 27

Corporates - Of Which: SME 10,399 5,029 8,031 3,535 0 2,969 10,230 4,841 7,851 3,381 0 2,965

Retail 17,656 6,487 17,005 2,739 0 3,758 16,939 6,273 16,370 2,588 0 3,147

Retail - Secured on real estate property 15,083 5,078 15,069 2,565 0 2,544 14,529 5,007 14,515 2,421 0 2,114

Retail - Secured on real estate property - Of Which: SME 1,563 883 1,551 364 0 547 1,503 856 1,493 342 0 569


SME

13,521 4,194 13,518 2,202 0 1,997 13,025 4,151 13,022 2,079 0 1,545


Retail - Other Retail 2,572 1,409 1,936 174 0 1,214 2,411 1,266 1,855 167 0 1,033

Retail - Other Retail - Of Which: SME 2,572 1,409 1,936 174 0 1,214 2,411 1,266 1,855 167 0 1,033


Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation

Other non credit-obligation assets

IRB Total(1)


2 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 2,109 441 2,097 1,547 0 426 1,976 461 1,897 1,374 0 413

Corporates - Of Which: Specialised Lending 1,811 256 1,800 1,411 0 272 1,741 307 1,665 1,275 0 285

Corporates - Of Which: SME 38 18 38 17 0 10 24 10 24 21 0 10

Retail 0 0 0 0 0 0 0 0 0 0 0 0

Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0

Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0


SME

0 0 0 0 0 0 0 0 0 0 0 0


Retail - Other Retail 0 0 0 0 0 0 0 0 0 0 0 0

Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0


Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


3 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 64 3 27 31 0 1 70 3 34 38 0 1

Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0


Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)



Credit Risk - IRB Approach


IRB Approach

As of 31/12/2016 As of 30/06/2017

Risk exposure amount Value

adjustments

and

provisions

Consolidated data

IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

GREECE

IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Other Countries

IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

LUXEMBOURG

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1




4 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 133 53 133 128 0 30 49 1 49 44 0 1



Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


5 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 232 153 232 106 0 79 186 152 186 39 0 86



Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


6 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 0 0 0 0 0 0 0 0 0 0 0 0



Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


7 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 0 0 0 0 0 0 0 0 0 0 0 0



Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


IRB Approach

As of 31/12/2016 As of 30/06/2017


adjustments

and

provisions

UNITED KINGDOM

IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

ROMANIA

IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Country of Counterpart 6

IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions


Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1




8 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 0 0 0 0 0 0 0 0 0 0 0 0



Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


9 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 0 0 0 0 0 0 0 0 0 0 0 0



Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


10 (mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 0 0 0 0 0 0 0 0 0 0 0 0

Corporates 0 0 0 0 0 0 0 0 0 0 0 0



Retail 0 0 0 0 0 0 0 0 0 0 0 0




SME

0 0 0 0 0 0 0 0 0 0 0 0





Equity 0 0 0 0 0 0 0 0 0 0 0 0

Securitisation


IRB Total(1)


IRB Approach

As of 31/12/2016 As of 30/06/2017


adjustments

and

provisions


IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions


IRB Approach

As of 31/12/2016 As of 30/06/2017

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions


Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1

201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612 201612


Sovereign Exposure


(mln EUR)

of which:

loans and

advances

of which:

debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

TOTAL - ALL COUNTRIES 19,163.8 6,676.0 12,487.8 1,819.3 0.0 1,819.3 0.0 0.0 0.0 720.7 0.0 720.7 16,623.7 6,676.0 9,947.7 0.0 0.0 0.0

Austria 0.0 0.0 0.0

Belgium 0.0 0.0 0.0

Bulgaria 0.0 0.0 0.0

Croatia 0.0 0.0 0.0

Cyprus 99.9 1.2 98.7

Czech Republic 0.0 0.0 0.0

Denmark 0.0 0.0 0.0

Estonia 0.0 0.0 0.0

Finland 0.0 0.0 0.0

France 0.0 0.0 0.0

Germany 0.0 0.0 0.0

Greece 9,559.2 6,592.9 2,966.3

Hungary 0.0 0.0 0.0

Ireland 0.0 0.0 0.0

Italy 0.0 0.0 0.0

Latvia 0.0 0.0 0.0

Lithuania 0.0 0.0 0.0

Luxembourg 8,657.5 0.0 8,657.5

Malta 0.0 0.0 0.0

Netherlands 0.0 0.0 0.0

Poland 0.0 0.0 0.0

Portugal 0.0 0.0 0.0

Romania 221.4 0.0 221.4

Slovakia 0.0 0.0 0.0

Slovenia 0.0 0.0 0.0

Spain 0.0 0.0 0.0

Sweden 0.0 0.0 0.0

United Kingdom 0.0 0.0 0.0

Iceland 0.0 0.0 0.0

Liechtenstein 0.0 0.0 0.0

Norway 0.0 0.0 0.0

Switzerland 0.0 0.0 0.0

Australia 0.0 0.0 0.0

Canada 0.0 0.0 0.0

China 0.0 0.0 0.0

Hong Kong 0.0 0.0 0.0

Japan 0.0 0.0 0.0

U.S. 0.0 0.0 0.0

Other advanced economies non EEA 0.0 0.0 0.0

Other Central and eastern Europe countries non EEA 212.6 0.0 212.6

Middle East 0.0 0.0 0.0

Latin America and the Caribbean 0.0 0.0 0.0

Africa 0.0 0.0 0.0

Others 413.2 81.9 331.3

Note:

The information reported covers all exposures to “General governments” as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting: “central governments, state or regional governments, and local governments, including administrative bodies and non-commercial undertakings, but excluding public companies and private companies held by

these administrations that have a commercial activity (which shall be reported under “non-financial corporations”); social security funds; and international organisations, such as the European Community, the International Monetary Fund and the Bank for International Settlements.

Regions:

Other advanced non EEA: Israel, Korea, New Zealand, Russia, San Marino, Singapore and Taiwan.

Other CEE non EEA: Albania, Bosnia and Herzegovina, FYR Macedonia, Montenegro, Serbia and Turkey.

Middle East: Bahrain, Djibouti, Iran, Iraq, Jordan, Kuwait, Lebanon, Libya, Mauritania, Oman, Qatar, Saudi Arabia, Sudan, Syria, United Arab Emirates and Yemen.

Latin America: Argentina, Belize, Bolivia, Brazil, Chile, Colombia, Costa Rica, Dominica, Dominican Republic, Ecuador, El Salvador, Grenada, Guatemala, Guyana, Haiti, Honduras, Jamaica, Mexico, Nicaragua, Panama, Paraguay, Peru, St. Kitts and Nevis, St. Lucia, St. Vincent and the Grenadines, Suriname, Trinidad and Tobago, Uruguay, Venezuela.

Africa: Algeria, Egypt, Morocco, South Africa and Tunisia.

(1) Includes "Trading financial assets" portfolio for banks reporting under GAAP(2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP(3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP(4) Includes "Non-trading debt instruments measured at a cost-based method" and "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

As of 31/12/2016

Country / Region

Financial assets: Carrying Amount

Memo: breakdown by accounting portfolio

Held for

trading1

Designated at

fair value

through profit

or loss2

Available-for-

sale3

Loans and

Receivables4

Held-to-

maturity

investments


Sovereign Exposure


(mln EUR)

TOTAL - ALL COUNTRIES

Austria

Belgium

Bulgaria

Croatia

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Iceland

Liechtenstein

Norway

Switzerland

Australia

Canada

China

Hong Kong

Japan

U.S.

Other advanced economies non EEA

Other Central and eastern Europe countries non EEA

Middle East

Latin America and the Caribbean

Africa

Others

Country / Region

201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706 201706

of which:

loans and

advances

of which:

debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

of which:

Loans and

advances

of which:

Debt

securities

15,470.3 6,394.2 9,076.1 1,867.4 0.0 1,867.4 0.0 0.0 0.0 564.3 0.0 564.3 12,897.6 6,394.2 6,503.4 140.9 0.0 140.9

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

92.8 1.2 91.6

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

9,249.1 6,323.9 2,925.1

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

5,524.8 0.0 5,524.8

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

198.2 0.0 198.2

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

405.5 69.1 336.4

Note:

The information reported covers all exposures to “General governments” as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting: “central governments, state or regional governments, and local governments, including administrative bodies and non-commercial undertakings, but excluding public companies and private companies held by

these administrations that have a commercial activity (which shall be reported under “non-financial corporations”); social security funds; and international organisations, such as the European Community, the International Monetary Fund and the Bank for International Settlements.

Regions:

Other advanced non EEA: Israel, Korea, New Zealand, Russia, San Marino, Singapore and Taiwan.

Other CEE non EEA: Albania, Bosnia and Herzegovina, FYR Macedonia, Montenegro, Serbia and Turkey.

Middle East: Bahrain, Djibouti, Iran, Iraq, Jordan, Kuwait, Lebanon, Libya, Mauritania, Oman, Qatar, Saudi Arabia, Sudan, Syria, United Arab Emirates and Yemen.

Latin America: Argentina, Belize, Bolivia, Brazil, Chile, Colombia, Costa Rica, Dominica, Dominican Republic, Ecuador, El Salvador, Grenada, Guatemala, Guyana, Haiti, Honduras, Jamaica, Mexico, Nicaragua, Panama, Paraguay, Peru, St. Kitts and Nevis, St. Lucia, St. Vincent and the Grenadines, Suriname, Trinidad and Tobago, Uruguay, Venezuela.

Africa: Algeria, Egypt, Morocco, South Africa and Tunisia.

(1) Includes "Trading financial assets" portfolio for banks reporting under GAAP(2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP(3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP(4) Includes "Non-trading debt instruments measured at a cost-based method" and "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

As of 30/06/2017

Financial assets: Carrying Amount

Memo: breakdown by accounting portfolio

Held-to-

maturity

investments

Held for

trading1

Designated at

fair value

through profit

or loss2

Available-for-

sale3

Loans and

Receivables4

201612 201612 201612 201612 201612 201612 201612 201706 201706 201706 201706 201706 201706 201706

(mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Debt securities (including at amortised cost and fair value) 10,791 0 0 0 0 0 0 7,364 0 0 0 0 0 0

Central banks 0 0 0 0 0 0 0 0 0 0 0 0 0 0

General governments 10,668 0 0 0 0 0 0 7,209 0 0 0 0 0 0

Credit institutions 41 0 0 0 0 0 0 21 0 0 0 0 0 0

Other financial corporations 0 0 0 0 0 0 0 3 0 0 0 0 0 0

Non-financial corporations 82 0 0 0 0 0 0 132 0 0 0 0 0 0

Loans and advances(including at amortised cost and fair value) 56,170 442 20,529 19,089 282 11,185 8,969 52,475 724 19,704 17,947 311 10,658 7,520

Central banks 846 0 0 0 0 0 0 675 0 0 0 0 0 0

General governments 6,762 0 105 104 16 70 35 6,480 155 103 102 19 67 20

Credit institutions 2,194 0 10 10 0 10 0 2,032 0 1 1 0 0 0

Other financial corporations 374 0 190 177 1 123 44 342 0 167 153 1 129 12

Non-financial corporations 22,232 136 10,215 9,135 159 6,382 3,833 20,948 225 9,692 8,648 164 6,020 2,860

of which: small and medium-sized enterprises at amortised cost 10,099 54 5,970 5,495 80 3,754 2,215 9,890 102 5,834 5,360 95 3,594 1,610

Households 23,762 306 10,010 9,663 106 4,600 5,057 21,997 344 9,742 9,042 127 4,441 4,627

DEBT INSTRUMENTS other than HFT 66,962 442 20,529 19,089 282 11,185 8,969 59,839 724 19,704 17,947 311 10,658 7,520

OFF-BALANCE SHEET EXPOSURES 8,908 112 111 0 0 0 9,236 94 94 0 0 0

(1) For the definition of non-performing exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 29(2) Insitutions report here collective allowances for incurrred but not reported losses (instruments at amortised cost) and changes in fair value of performing exposures due to credit risk and provisions (instruments at fair value other than HFT)(3) Insitutions report here specific allowances for financial assets, individually and collectively estimated (instruments at amortised cost) and changes in fair value of NPE due to credit risk and provisions (instruments at fair value other than HFT)

2017 EU-wide Transparency ExercisePerforming and non-performing exposures


As of 31/12/2016 As of 30/06/2017

On non-

performing

exposures3

Collaterals and

financial

guarantees

received on non-

performing

exposures

Of which

performing but

past due >30

days and <=90

days

Of which non-performing1

On performing

exposures2

On non-

performing

exposures3

Of which

performing but

past due >30

days and <=90

days

Of which non-performing1

On performing

exposures2

Gross carrying amount

Accumulated impairment,

accumulated changes in fair

value due to credit risk and

provisionsCollaterals and

financial

guarantees

received on non-

performing

exposures

Gross carrying amount


accumulated changes in fair

value due to credit risk and

provisions

201612 201612 201612 201612 201612 201706 201706 201706 201706 201706

(mln EUR, %)

Debt securities (including at amortised cost and fair value) 0 0 0 0 0 0 0 0 0 0

Central banks 0 0 0 0 0 0 0 0 0 0

General governments 0 0 0 0 0 0 0 0 0 0

Credit institutions 0 0 0 0 0 0 0 0 0 0

Other financial corporations 0 0 0 0 0 0 0 0 0 0

Non-financial corporations 0 0 0 0 0 0 0 0 0 0

Loans and advances (including at amortised cost and fair value) 10,659 7,540 2,899 2,845 6,840 10,366 7,450 2,965 2,872 5,732

Central banks 0 0 0 0 0 0 0 0 0 0

General governments 65 64 43 43 22 66 65 37 36 16

Credit institutions 0 0 0 0 0 0 0 0 0 0

Other financial corporations 151 151 101 101 38 129 129 106 106 11

Non-financial corporations 3,759 3,445 1,688 1,672 2,072 3,869 3,592 1,794 1,767 1,629

of which: small and medium-sized enterprises at amortised cost 1,970 1,840 865 859 1,105 1,944 1,755 855 836 814

Households 6,683 3,880 1,067 1,029 4,707 6,302 3,664 1,028 963 4,077

DEBT INSTRUMENTS other than HFT 10,659 7,540 2,899 2,845 6,840 10,366 7,450 2,965 2,872 5,732

Loan commitments given 123 5 0 0 0 1 0 0 0 0

(1) For the definition of forborne exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 30

2017 EU-wide Transparency ExerciseForborne exposures


As of 31/12/2016 As of 30/06/2017

Collateral and

financial

guarantees

received on

exposures with

forbearance

measures

Of which non-

performing

exposures with

forbearance

measures

Of which on non-

performing

exposures with

forbearance

measures

Of which non-

performing

exposures with

forbearance

measures

Of which on non-

performing

exposures with

forbearance

measures

Gross carrying amount of

exposures with forbearance

measures


accumulated changes in fair value

due to credit risk and provisions

for exposures with forbearance

measures

Collateral and

financial

guarantees

received on

exposures with

forbearance

measures

Gross carrying amount of

exposures with forbearance

measures


accumulated changes in fair value

due to credit risk and provisions

for exposures with forbearance

measures

2017 eu-wide transparency exercise · round_3 master_version_2015 tra templates 26102015bank name...

Documents