Allied Irish Banks : AIB – European Banking Authority Transparency Exercise 2017

Bank Name

Allied Irish Banks, Plc

LEI Code

3U8WV1YX2VMUHH7Z1Q21

Country Code

IE

As of 31/12/2016

As of 30/06/2017

COREP CODE

REGULATION

OWN FUNDS

Transitional period

A

OWN FUNDS

11,772

12,139

C 01.00 (r010,c010)

Articles 4(118) and 72 of CRR

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)

10,308

10,678

C 01.00 (r020,c010)

Article 50 of CRR

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)

3,083

3,083

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

7,072

7,601

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

1,033

726

C 01.00 (r180,c010)

Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

A.1.4

Other Reserves

1,213

1,177

C 01.00 (r200,c010)

Articles 4(117) and 26(1) point (e) of CRR

A.1.5

Funds for general banking risk

0

0

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

0

0

C 01.00 (r230,c010)

Article 84 of CRR

A.1.7

Adjustments to CET1 due to prudential filters

-472

-303

C 01.00 (r250,c010)

Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8

(-) Intangible assets (including Goodwill)

-392

-444

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

-3,050

-2,816

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

-46

0

C 01.00 (r380,c010)

Articles 36(1) point (d), 40 and 159 of CRR

A.1.11

(-) Defined benefit pension fund assets

-126

-102

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

0

0

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

0

C 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 investment

0

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

0

0

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

1,994

1,755

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 (+/-)

0

0

C 01.00 (r240,c010)

Articles 479 and 480 of CRR

A.1.21.3

Other transitional adjustments to CET1 Capital (+/-)

1,994

1,755

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)

485

494

C 01.00 (r530,c010)

Article 61 of CRR

A.2.1

Additional Tier 1 Capital instruments

494

494

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

0

0

C 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

-9

0

C 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)

10,793

11,172

C 01.00 (r015,c010)

Article 25 of CRR

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

979

967

C 01.00 (r750,c010)

Article 71 of CRR

A.4.1

Tier 2 Capital instruments

783

783

C 01.00 (r760,c010) + C 01.00 (r890,c010)

A.4.2

Other Tier 2 Capital components and deductions

0

13

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

197

172

C 01.00 (r880,c010) + C 01.00 (r900,c010) + C 01.00 (r960,c010)

OWN FUNDS REQUIREMENTS

B

TOTAL RISK EXPOSURE AMOUNT

54,235

53,532

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)

CAPITAL RATIOS (%)

Transitional period

C.1

COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period)

19.01%

19.95%

CA3 {1}

-

C.2

TIER 1 CAPITAL RATIO (transitional period)

19.90%

20.87%

CA3 {3}

-

C.3

TOTAL CAPITAL RATIO (transitional period)

21.71%

22.68%

CA3 {5}

-

CET1 Capital Fully loaded

D

COMMON EQUITY TIER 1 CAPITAL (fully loaded)

8,314

8,922

[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)

15.33%

16.67%

[D.1]/[B-B.1]

-

As of 31/12/2016

As of 30/06/2017

COREP CODE

REGULATION

A.1

Tier 1 capital - transitional definition

10,793

11,172

C 47.00 (r320,c010)

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

A.2

Tier 1 capital - fully phased-in definition

8,808

9,417

C 47.00 (r310,c010)

B.1

Total leverage ratio exposures - using a transitional definition of Tier 1 capital

97,935

92,474

C 47.00 (r300,c010)

B.2

Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital

95,937

90,709

C 47.00 (r290,c010)

C.1

Leverage ratio - using a transitional definition of Tier 1 capital

11.0%

12.1%

C 47.00 (r340,c010)

C.2

Leverage ratio - using a fully phased-in definition of Tier 1 capital

9.2%

10.4%

C 47.00 (r330,c010)