14. Appendices 74.7 Transitional own funds disclosure template - - - - - - - - - - - - Inhoudsopgave Voorwoord Bestuursverslag Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3 C01.00- TRANSITIONAL OWN FUNDS DISCLOSURE TEMPLA TE (CA1 Amount x 1,000 Transition 1 OWNFUNDS 52,873,173 1.1 TIER 1 CAPITAL 37,079,347 1.1.1 COMMON EQUITY TIER 1 CAPITAL 29,617,944 1.1.1.1 Capital instruments eligible as CET1 Capital 5,924,034 1.1.1.1.1 Paid up capital instruments 5,947,663 1.1.1.1.5 (-) Actual or contingent obligations to purchase own CET1 instruments (23,629) 1.1.1.2 Retained earnings 25,649,288 1.1.1.2.1 Previous years retained earnings 24,900,032 1.1.1.2.2 Profit or loss eligible 749,256 1.1.1.2.2.1 Profit or loss attributable to owners of the parent 1,960,330 1.1.1.2.2.2 (-) Part of interim or year-end profit not eligible (1,211,074) 1.1.1.3 Accumulated other comprehensive income 414,931 1.1.1.4 Other reserves (303,435) 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 24,955 1.1.1.8 Transitional adjustments due to additional minority interests 179,455 1.1.1.9 Adjustments to CET1 due to prudential filters 67,721 1.1.1.9.1 (-) Increases in equity resulting from securitised assets 1.1.1.9.2 Cash flow hedge reserve 70,323 1.1.1.9.3 Cumulative gains and losses due to changes in own credit risk on fair valued liabilities 303,421 1.1.1.9.4 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities (119,023) 1.1.1.9.5 (-) Value adjustments due to the requirements for prudent valuation (187,000) 1.1.1.10 (-) Goodwill (537,173) 1.1.1.10.1 (-) Goodwill accounted for as intangible asset (537,173) 1.1.1.11 (-) Other intangible assets (549,500) 1.1.1.11.1 (-) Other intangible assets gross amount (551,524) 1.1.1.11.2 Deferred tax liabilities associated to other intangible assets 2,024 1.1.1.12 (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities (633,974) 1.1.1.13 (-) IRB shortfall of credit risk adjustments to expected losses (1,041,728) 1.1.1.14 (-)Defined benefit pension fund assets (6,996) 1.1.1.14.1 (-)Defined benefit pension fund assets gross amount (6,996) 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 (34,376) 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 1.1.1.21 (-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight 1.1.1.22 (-) CET1 instruments of financial sector entites where the institution does not have a significant investment 1.1.1.23 (-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences 1.1.1.24 (-) CET1 instruments of financial sector entities where the institution has a significant investment 1.1.1.25 (-) Amount exceeding the 17.65% threshold 1.1.1.26 Other transitional adjustments to CET1 Capital 1,006,743 1.1.1.27 (-) Additional deductions of CET1 Capital due to Article 3 CRR 1.1.1.28 CET1 capital elements or deductions - other (542,000) 371 14. Appendices

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Jaarverslagen Rabobank | 2016 | | pagina 372