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2021 EU-wide Transparency Exercise
d on: | Bank Name | Danske Bank A/S | |
## | LEI Code | MAES062Z21O4RZ2U7M96 | |
Country Code | DK | ||
The information on Collateral valuation - loans and advances applies only to banks meeting at least one of the criteria for significance and having a ratio of non-performing loans and advances divided by total loans and advances | |||
(excluding loans and advances classified as held for sale, cash balances at central banks and other demand deposits ) of 5% or above, therefore this bank is not required to report it to the EBA. | Da | ||
202009 | 202012 | 202103 | 202106 | ||||||
2021 EU-wide Transparency Exercise | |||||||||
Key Metrics | |||||||||
Danske Bank A/S | |||||||||
As of | As of | As of | As of | COREP CODE | REGULATION | ||||
(mln EUR, %) | 30/09/2020 | 31/12/2020 | 31/03/2021 | 30/06/2021 | |||||
Available capital (amounts) | |||||||||
Common Equity Tier 1 (CET1) capital - transitional period | 18,730 | 19,316 | 19,435 | 19,769 | C 01.00 (r020,c010) | Article 50 of CRR | |||
Common Equity Tier 1 (CET1) capital - transitional period - as if IFRS 9 or analogous ECLs | 18,440 | 18,973 | 19,176 | 19,488 | C 01.00 (r020,c010) | Article 50 of CRR | |||
transitional arrangements had not been applied | - C 05.01 (r440,c010) | ||||||||
Tier 1 capital - transitional period | 21,126 | 21,638 | 21,819 | 22,754 | C 01.00 (r015,c010) | Article 25 of CRR | |||
Tier 1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied - | 20,836 | 21,296 | 21,560 | 22,473 | C 01.00 (r015,c010) | Article 25 of CRR | |||
transitional definition | - C 05.01 (r440,c010) | - C 05.01 (r440,c020) | |||||||
Total capital - transitional period | 23,973 | 24,206 | 25,127 | 25,563 | C 01.00 (r010,c010) | Articles 4(118) and 72 of CRR | |||
Total capital - transitional period - as if IFRS 9 or analogous ECLs transitional arrangements | 23,683 | 23,864 | 24,868 | 25,282 | C 01.00 (r010,c010) - C 05.01 (r440,c010) | Articles 4(118) and 72 of CRR | |||
had not been applied | - C 05.01 (r440,c020) - C 05.01 (r440,c030) | ||||||||
Risk exposure amounts | |||||||||
Total risk exposure amount | 102,937 | 105,388 | 107,262 | 109,758 | C 02.00 (r010,c010) | Articles 92(3), 95, 96 and 98 of CRR | |||
Total risk exposure amount as if IFRS 9 or analogous ECLs transitional arrangements had not | 102,907 | 105,358 | 107,249 | 109,746 | C 02.00 (r010,c010) | Articles 92(3), 95, 96 and 98 of CRR | |||
been applied | - C 05.01 (r440,c040) | ||||||||
Capital ratios | |||||||||
Common Equity Tier 1 (as a percentage of risk exposure amount) - transitional definition | 18.20% | 18.33% | 18.12% | 18.01% | CA3 {1} | - | |||
Common Equity Tier 1 (as a percentage of risk exposure amount) - transitional definition - as | 17.92% | 18.01% | 17.88% | 17.76% | (C 01.00 (r020,c010) | - C 05.01 (r440,c010) )/ | - | ||
if IFRS 9 or analogous ECLs transitional arrangements had not been applied | (C 02.00 (r010,c010) | - C 05.01 (r440,c040) ) | |||||||
Tier 1 (as a percentage of risk exposure amount) - transitional definition | 20.52% | 20.53% | 20.34% | 20.73% | CA3 {3} | - | |||
Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional | (C 01.00 (r015,c010) | - C 05.01 (r440,c010) | - | ||||||
20.25% | 20.21% | 20.10% | 20.48% | C 05.01 (r440,c020) ) / (C 02.00 (r010,c010) | - C | - | |||
arrangements had not been applied | |||||||||
05.01 (r440,c040) ) | |||||||||
Total capital (as a percentage of risk exposure amount) - transitional definition | 23.29% | 22.97% | 23.43% | 23.29% | CA3 {5} | - | |||
Total capital (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs | (C 01.00 (r010,c010) | - C 05.01 (r440,c010) | |||||||
23.01% | 22.65% | 23.19% | 23.04% | - C 05.01 (r440,c020) - C 05.01 (r440,c030) / | - | ||||
transitional arrangements had not been applied | |||||||||
(C 02.00 (r010,c010) - C 05.01 (r440,c040) ) | |||||||||
Leverage ratios | |||||||||
Leverage ratio total exposure measure - using a transitional definition of Tier 1 capital | 477,455 | 485,998 | 493,364 | 483,819 | C 47.00 (r300,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 | |||
amending CRR | |||||||||
Leverage ratio - using a transitional definition of Tier 1 capital | 4.42% | 4.45% | 4.42% | 4.70% | C 47.00 (r340,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 | |||
amending CRR | |||||||||
202009 | 202012 | 202103 | 202106 | ||||
2021 EU-wide Transparency Exercise | |||||||
Leverage ratio | |||||||
Danske Bank A/S | |||||||
As of | As of | As of | As of | COREP CODE | REGULATION | ||
(mln EUR, %) | 30/09/2020 | 31/12/2020 | 31/03/2021 | 30/06/2021 | |||
A.1 | Tier 1 capital - transitional definition | 21,126 | 21,638 | 21,819 | 22,754 | C 47.00 (r320,c010) | |
A.2 | Tier 1 capital - fully phased-in definition | 20,798 | 21,265 | 21,560 | 22,473 | C 47.00 (r310,c010) | Article 429 of the CRR; Delegated Regulation |
(EU) 2015/62 of 10 October 2014 amending | |||||||
B.1 | Total leverage ratio exposures - using a transitional definition of Tier 1 capital | 477,455 | 485,998 | 493,364 | 483,819 | C 47.00 (r300,c010) | CRR |
B.2 | Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital | 477,128 | 485,655 | 493,106 | 483,538 | C 47.00 (r290,c010) | |
C.1 | Leverage ratio - using a transitional definition of Tier 1 capital | 4.4% | 4.5% | 4.4% | 4.7% | [A.1]/[B.1] | |
C.2 | Leverage ratio - using a fully phased-in definition of Tier 1 capital | 4.4% | 4.4% | 4.4% | 4.6% | [A.2]/[B.2] | |
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2021 EU-wide Transparency Exercise | ||||||||
Capital | ||||||||
Danske Bank A/S | ||||||||
(mln EUR, %) | As of 30/09/2020 | As of 31/12/2020 | As of 31/03/2021 | As of 30/06/2021 | COREP CODE | REGULATION | ||
A | OWN FUNDS | 23,973 | 24,206 | 25,127 | 25,563 | 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 | 18,730 | 19,316 | 19,435 | 19,769 | C 01.00 (r020,c010) | Article 50 of CRR | |
transitional adjustments) | ||||||||
A.1.1 | Capital instruments eligible as CET1 Capital (including share premium and net own capital | 1,142 | 1,149 | 1,148 | 1,150 | C 01.00 (r030,c010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR | |
instruments) | ||||||||
A.1.2 | Retained earnings | 19,782 | 20,157 | 20,376 | 20,520 | 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 | 0 | 0 | 0 | 0 | C 01.00 (r180,c010) | Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR | |
A.1.4 | Other Reserves | 0 | 0 | 0 | 0 | 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 | 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 | 0 | 0 | C 01.00 (r230,c010) | Article 84 of CRR | |
A.1.7 | Adjustments to CET1 due to prudential filters | -130 | -113 | -160 | -163 | C 01.00 (r250,c010) | Articles 32 to 35 of and 36 (1) point (l) of CRR | |
A.1.8 | (-) Intangible assets (including Goodwill) | -803 | -692 | -697 | -642 | 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 | -2 | -23 | -44 | -34 | C 01.00 (r370,c010) | Articles 36(1) point (c) and 38 of CRR | |
associated DTLs | ||||||||
A.1.10 | (-) IRB shortfall of credit risk adjustments to expected losses | 0 | 0 | 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 | -277 | -296 | -329 | -351 | 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 | 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 | 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 | 0 | 0 | C 01.00 (r450,c010) + C 01.00 (r460,c010) + | Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point | |
C 01.00 (r470,c010) + C 01.00 (r471,c010)+ | (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3) of CRR; Articles | |||||||
C 01.00 (r472,c010) | 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 | 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 | 0 | 0 | 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 | |
does not have a significant investment | ||||||||
A.1.16 | (-) Deductible DTAs that rely on future profitability and arise from temporary differences | 0 | 0 | 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 | 0 | 0 | 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 significant investment | ||||||||
A.1.18 | (-) Amount exceding the 17.65% threshold | 0 | 0 | 0 | 0 | C 01.00 (r510,c010) | Article 48 of CRR | |
A.1.18A | (-) Insufficient coverage for non-performing exposures | -2 | C 01.00 (r513,c010) | Article 36(1), point (m) and Article 47c CRR | ||||
OWN FUNDS | A.1.18B | (-) Minimum value commitment shortfalls | 0 | |||||
Transitional period | C 01.00 (r514,c010) | Article 36(1), point (n) and Article 132c(2) CRR | ||||||
A.1.18C | (-) Other foreseeable tax charges | 0 | C 01.00 (r515,c010) | Article 36(1), point (l) CRR | ||||
A.1.19 | (-) Additional deductions of CET1 Capital due to Article 3 CRR | 0 | 0 | 0 | 0 | C 01.00 (r524,c010) | Article 3 CRR | |
A.1.20 | CET1 capital elements or deductions - other | -1,273 | -1,209 | -1,117 | -989 | C 01.00 (r529,c010) | - | |
A.1.21 | Transitional adjustments | 290 | 343 | 259 | 281 | 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 | 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 | 0 | 0 | C 01.00 (r240,c010) | Articles 479 and 480 of CRR | |
A.1.21.3 | Other transitional adjustments to CET1 Capital (+/-) | 290 | 343 | 259 | 281 | 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) | 2,395 | 2,323 | 2,384 | 2,985 | C 01.00 (r530,c010) | Article 61 of CRR | |
A.2.1 | Additional Tier 1 Capital instruments | 2,395 | 2,323 | 2,384 | 2,985 | C 01.00 (r540,c010) + C 01.00 (r670,c010) | ||
A.2.2 | (-) Excess deduction from T2 items over T2 capital | 0 | 0 | 0 | 0 | C 01.00 (r720,c010) | ||
A.2.3 | Other Additional Tier 1 Capital components and deductions | 0 | 0 | 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 | 0 | 0 | 0 | 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) | 21,126 | 21,638 | 21,819 | 22,754 | C 01.00 (r015,c010) | Article 25 of CRR | |
A.4 | TIER 2 CAPITAL (net of deductions and after transitional adjustments) | 2,847 | 2,568 | 3,309 | 2,808 | C 01.00 (r750,c010) | Article 71 of CRR | |
A.4.1 | Tier 2 Capital instruments | 2,847 | 2,568 | 3,309 | 2,808 | C 01.00 (r760,c010) + C 01.00 (r890,c010) | ||
C 01.00 (r910,c010) + C 01.00 (r920,c010) + | ||||||||
A.4.2 | Other Tier 2 Capital components and deductions | 0 | 0 | 0 | 0 | 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 | 0 | 0 | 0 | 0 | C 01.00 (r880,c010) + C 01.00 (r900,c010) + | ||
C 01.00 (r960,c010) | ||||||||
OWN FUNDS | B | TOTAL RISK EXPOSURE AMOUNT | 102,937 | 105,388 | 107,262 | 109,758 | C 02.00 (r010,c010) | Articles 92(3), 95, 96 and 98 of CRR |
REQUIREMENTS | B.1 | Of which: Transitional adjustments included | 31 | 30 | 13 | 13 | C 05.01 (r010;c040) | |
C.1 | COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period) | 18.20% | 18.33% | 18.12% | 18.01% | CA3 {1} | - | |
CAPITAL RATIOS (%) | C.2 | TIER 1 CAPITAL RATIO (transitional period) | 20.52% | 20.53% | 20.34% | 20.73% | CA3 {3} | - |
Transitional period | ||||||||
C.3 | TOTAL CAPITAL RATIO (transitional period) | 23.29% | 22.97% | 23.43% | 23.29% | CA3 {5} | - | |
CET1 Capital | D | COMMON EQUITY TIER 1 CAPITAL (fully loaded) | 18,440 | 18,973 | 19,176 | 19,488 | [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- | - | |||||||
Fully loaded | ||||||||
A.4.3,0),0)] | ||||||||
CET1 RATIO (%) | E | COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded) | 17.92% | 18.01% | 17.88% | 17.76% | [D.1]/[B-B.1] | - |
Fully loaded1 | ||||||||
F | Adjustments to CET1 due to IFRS 9 transitional arrangements | 290 | 343 | 259 | 281 | C 05.01 (r440,c010) | ||
F | Adjustments to AT1 due to IFRS 9 transitional arrangements | 0 | 0 | 0 | 0 | C 05.01 (r440,c020) | ||
Memo items | ||||||||
F | Adjustments to T2 due to IFRS 9 transitional arrangements | 0 | 0 | 0 | 0 | C 05.01 (r440,c030) | ||
F | Adjustments included in RWAs due to IFRS 9 transitional arrangements | 31 | 30 | 13 | 13 | C 05.01 (r440,c040) | ||
(1)The fully loaded CET1 ratio is an estimate calculated based on bank's supervisory reporting. Therefore, any capital instruments that are not eligible from a regulatory point of view at the reporting date are not taken into account in this calculation.
Fully loaded CET1 capital ratio estimation is based on the formulae stated in column "COREP CODE" - please note that this might lead to differences to fully loaded CET1 capital ratios published by the participating banks e.g. in their Pillar 3 disclosure
202009 | 202012 | 202103 | 202106 | |||||
2021 EU-wide Transparency Exercise | ||||||||
Overview of Risk exposure amounts | ||||||||
Danske Bank A/S | ||||||||
RWAs | ||||||||
(mln EUR, %) | As of 30/09/2020 | As of 31/12/2020 | As of 31/03/2021 | As of 30/06/2021 | COREP CODE | |||
C 02.00 (r040, c010) -[C 07.00 (r090, c220, s001) + C 07.00 (r110, c220, s001)+ C 07.00 (r130, c220, s001) | ||||||||
Credit risk (excluding CCR and Securitisations)1 | 80,338 | 82,666 | 83,592 | 86,272 | + C 08.01 (r040, c260, s001) + C 08.01 (r050, c260, s001) + C 08.01 (r060, c260, s001) + C 08.01 (r040, | |||
c260, s002) + C 08.01 (r050, c260, s002,) + C 08.01 (r060, c260, s002)]-[ C 02.00 (R470, c010)] - C | ||||||||
02.00 (R460, c010)] | ||||||||
C 02.00 (r060, c010)-[C 07.00 (r090, c220, s001) + C 07.00 (r110, c220, s001)+ C 07.00 (r130, c220, | ||||||||
Of which the standardised approach | 17,539 | 18,687 | 20,750 | 23,305 | s001)] | |||
C 02.00 (R250, c010) - [C 08.01 (r040, c260, s002) + C 08.01 (r050, c260, s002) + C 08.01 (r060, c260, | ||||||||
Of which the foundation IRB (FIRB) approach | 3,125 | 3,110 | 3,062 | 3,101 | s002)] | |||
C 02.00 (R310, c010) - [C 08.01 (r040, c260, s001) + C 08.01 (r050, c260, s001) + C 08.01 (r060, c260, | ||||||||
Of which the advanced IRB (AIRB) approach | 58,403 | 59,599 | 58,247 | 58,292 | s001)] | |||
C 02.00 (R420, c010) | ||||||||
Of which equity IRB | 0 | 0 | 0 | 0 | ||||
C 07.00 (r090, c220, s001) + C 07.00 (r110, c220, s001)+ C 07.00 (r130, c220, s001) + C 08.01 (r040, | ||||||||
Counterparty credit risk (CCR, excluding CVA)2 | 4,604 | 4,459 | 4,027 | 4,159 | c260, s001) + C 08.01 (r050, c260, s001) + C 08.01 (r060, c260, s001) + C 08.01 (r040, c260, s002) + C | |||
08.01 (r050, c260, s002,) + C 08.01 (r060, c260, s002) + C 02.00 (R460, c010)] | ||||||||
C 02.00 (R640, c010) | ||||||||
Credit valuation adjustment - CVA | 650 | 610 | 473 | 712 | ||||
C 02.00 (R490, c010) | ||||||||
Settlement risk | 0 | 0 | 0 | 1 | ||||
C 02.00 (R470, c010) | ||||||||
Securitisation exposures in the banking book (after the cap) | 130 | 137 | 144 | 143 | ||||
C 02.00 (R520, c010) | ||||||||
Position, foreign exchange and commodities risks (Market risk) | 5,211 | 5,363 | 6,856 | 6,206 | ||||
C 02.00 (R530, c010) | ||||||||
Of which the standardised approach | 30 | 31 | 35 | 52 | ||||
C 02.00 (R580, c010) | ||||||||
Of which IMA | 5,181 | 5,332 | 6,821 | 6,154 | ||||
C 19.00_010_601*12.5+C 20.00_010_450*12.5+MAX(C 24.00_010_090,C 24.00_010_100,C | ||||||||
24.00_010_110)*12.5 | ||||||||
Of which securitisations and resecuritisations in the trading book | 0 | 0 | 0 | 0 | ||||
C 02.00 (R680, c010) | ||||||||
Large exposures in the trading book | 0 | 0 | 0 | 0 | ||||
C 02.00 (R590, c010) | ||||||||
Operational risk | 9,857 | 9,772 | 9,777 | 9,778 | ||||
C 02.00 (R600, c010) | ||||||||
Of which basic indicator approach | 0 | 0 | 0 | 0 | ||||
C 02.00 (R610, c010) | ||||||||
Of which standardised approach | 9,857 | 9,772 | 9,777 | 9,778 | ||||
C 02.00 (R620, c010) | ||||||||
Of which advanced measurement approach | 0 | 0 | 0 | 0 | ||||
C 02.00 (R630, c010) + C 02.00 (R690, c010) | ||||||||
Other risk exposure amounts | 2,147 | 2,382 | 2,394 | 2,487 | ||||
Total | 102,937 | 105,388 | 107,262 | 109,758 | ||||
1 The positions "of which" are for information and do not need to sum up to Credit risk (excluding CCR and Securitisations) |
2 On-balance sheet exposures related to Free Deliveries [according to Article 379(1)] have not been included in 'Counterparty Credit Risk (CCR, excluding CVA)'. They are instead reported in the 'Credit Risk (excluding CCR and Securitisations)' section.
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Danske Bank A/S published this content on 31 December 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 02 January 2022 17:58:05 UTC.