14. Appendices 74.7 Transitional own funds disclosure template - - - - - - - - - Inhoudsopgave Bestuursverslag Corporate governance Jaarrekening Rabobank Groep Jaarrekening Rabobank Pillar 3 C01.00- TRANSITIONAL OWN FUNDS DISCLOSURE TEMPLA TE (CA 7 Amount x 1,000 Transition 7 OWN FUNDS 49,455,299 7.7 TIER 7 CAPITAL 35,052,113 1.1.1 COMMON EQUITY TIER 1 CAPITAL 28,754,271 1.1.1.1 Capital instruments eligible as CET1 Capital 5,924,034 1.1.1.1.1 Paid up capital instruments 5,948,869 1.1.1.1.1* Of which: Capital instrumentssubscribed by public authorities in emergency situations 1.1.1.1.2* Memorandum item: Capital instruments not eligible 1.1.1.1.3 Share premium 1.1.1.1.4 (-)OwnCET1 instruments 1.1.1.1.4.1 (-) Direct holdings of CET1 instruments 1.1.1.1.4.2 (-) Indirect holdings of CET1 instruments 1.1.1.1.4.3 (-) Synthetic holdings of CET1 instruments 1.1.1.1.5 (-) Actual or contingent obligations to purchase own CET1 instruments (24,835) 1.1.1.2 Retained earnings 25,355,947 1.1.1.2.1 Previous years retained earnings 24,476,273 1.1.1.2.2 Profit or loss eligible 879,674 1.1.1.2.2.1 Profit or loss attributable to owners of the parent 2,138,651 1.1.1.2.2.2 (-) Part of interim or year-end profit not eligible (1,258,977) 1.1.1.3 Accumulated other comprehensive income 221,736 1.1.1.4 Other reserves 1,621 1.1.1.5 Funds for general banking risk 1.1.1.6 Transitional adjustments due to grandfathered CET1 Capital instruments 1.1.1.7 Minority interest given recognition in CET1 capital 22,646 1.1.1.8 Transitional adjustments due to additional minority interests 253,069 1.1.1.9 Adjustments to CET1 due to prudential filters (1,013,943) 1.1.1.9.1 (-) Increases in equity resulting from securitised assets 1.1.1.9.2 Cash flow hedge reserve 39,040 1.1.1.9.3 Cumulative gains and losses due to changes in own credit risk on fair valued liabilities (748,583) 1.1.1.9.4 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities (104,400) 1.1.1.9.5 (-) Value adjustments due to the requirements for prudent valuation (200,000) 1.1.1.10 (-) Goodwill (904,592) 1.1.1.10.1 (-) Goodwill accounted for as intangible asset (904,592) 1.1.1.10.2 (-) Goodwill included in the valuation of significant investments 1.1.1.10.3 Deferred tax liabilities associated to goodwill 1.1.1.11 (-) Other intangible assets (588,334) 1.1.1.11.1 (-) Other intangible assets gross amount (1,582) 1.1.1.11.2 Deferred tax liabilities associated to other intangible assets 1.1.1.12 (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities (934,804) 1.1.1.13 (-) IRB shortfall of credit risk adjustments to expected losses (1,789,044) 1.1.1.14 (-)Defined benefit pension fund assets (6,519) 1.1.1.14.1 (-)Defined benefit pension fund assets gross amount (6,519) 1.1.1.14.2 Deferred tax liabilities associated to defined benefit pension fund assets 1.1.1.14.3 Defined benefit pension fund assets which the institution has an unrestricted ability to use 1.1.1.15 (-) Reciprocal cross holdings in CET1 Capital 1.1.1.16 (-) Excess of deduction from ATI items over ATI Capital 1.1.1.17 (-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight 1.1.1.18 (-) Securitisation positions which can alternatively be subject to a 1.250% risk weight (51,447) 1.1.1.19 (-) Free deliveries which can alternatively be subject to a 1.250% risk weight 1.1.1.20 (-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight 384 Rabobank Jaarverslag 2015

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Jaarverslagen Rabobank | 2015 | | pagina 385