2017 EU-wide Transparency Exercise€¦ · Jyske Bank. 201612 201706 (mln EUR) Interest income 1,629 741 Of which debt securities income 120 44 Of which loans and advances income

Round_3

Master_version_2015 TRA Templates 26102015Bank Name Jyske Bank

LEI Code 3M5E1GQGKL17HI6CPN30

Country Code DK

Jy

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 4,486 4,821 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)4,048 4,083 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)125 95 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 3,911 3,971 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 69 72 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 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 -37 -33 C 01.00 (r250,c010) Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8 (-) Intangible assets (including Goodwill) -7 -2 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 0 0 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 -12 -19 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 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 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 investment0 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 0 0 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 (+/-) 0 0 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) 293 280 C 01.00 (r530,c010) Article 61 of CRR

A.2.1 Additional Tier 1 Capital instruments 196 197 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 -7 -4C 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 105 87C 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) 4,341 4,364 C 01.00 (r015,c010) Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 145 457 C 01.00 (r750,c010) Article 71 of CRR

A.4.1 Tier 2 Capital instruments 238 537 C 01.00 (r760,c010) + C 01.00 (r890,c010)

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

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 -63 -47C 01.00 (r880,c010) + C 01.00 (r900,c010) +

C 01.00 (r960,c010)

B TOTAL RISK EXPOSURE AMOUNT 24,507 24,803 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) 16.52% 16.46% CA3 {1} -

C.2 TIER 1 CAPITAL RATIO (transitional period) 17.72% 17.59% CA3 {3} -

C.3 TOTAL CAPITAL RATIO (transitional period) 18.31% 19.44% CA3 {5} -

CET1 Capital

Fully loadedD COMMON EQUITY TIER 1 CAPITAL (fully loaded) 4,048 4,083

[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) 16.52% 16.46% [D.1]/[B-B.1] -

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


Capital

Jyske Bank

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 4,341 4,364 C 47.00 (r320,c010)

A.2 Tier 1 capital - fully phased-in definition 4,246 4,280 C 47.00 (r310,c010)

B.1 Total leverage ratio exposures - using a transitional definition of Tier 1 capital 80,933 81,383 C 47.00 (r300,c010)

B.2 Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital 80,838 81,300 C 47.00 (r290,c010)

C.1 Leverage ratio - using a transitional definition of Tier 1 capital 5.4% 5.4% C 47.00 (r340,c010)

C.2 Leverage ratio - using a fully phased-in definition of Tier 1 capital 5.3% 5.3% C 47.00 (r330,c010)

2017 EU-wide Transparency ExerciseLeverage ratio

Jyske Bank

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 18,686 19,446

Risk exposure amount for securitisation and re-securitisations in the banking book 20 27

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

Risk exposure amount Other credit risk 18,667 19,418

Risk exposure amount for position, foreign exchange and commodities (Market risk) 3,307 2,937

of which: Risk exposure amount for securitisation and re-securitisations in the trading book1 39 26

Risk exposure amount for Credit Valuation Adjustment 222 170

Risk exposure amount for operational risk 2,291 2,251

Other risk exposure amounts 0 0

Total Risk Exposure Amount 24,507 24,803

(1)

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


Risk exposure amounts

Jyske Bank

201612 201706

(mln EUR)

Interest income 1,629 741

Of which debt securities income 120 44

Of which loans and advances income 1,463 676

Interest expenses 745 331

(Of which deposits expenses) 49 7

(Of which debt securities issued expenses) 647 310

(Expenses on share capital repayable on demand) 0 0

Dividend income 11 9

Net Fee and commission income 206 117

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

assets, net0 0

Gains or (-) losses on financial assets and liabilities held for trading, net 42 44

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net 18 19

Gains or (-) losses from hedge accounting, net 0 0

Exchange differences [gain or (-) loss], net 49 12

Net other operating income /(expenses) 88 41

TOTAL OPERATING INCOME, NET 1,298 653

(Administrative expenses) 668 344

(Depreciation) 69 45

(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 6

Of which restructuring1 0

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) 27 -19

(Loans and receivables) 27 -19

(Held to maturity investments, AFS assets and financial assets measured at cost) 0 0

(Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures and associates and on non-financial assets) 9 5

(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 1 0

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 525 278

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS 419 217

Profit or (-) loss after tax from discontinued operations 0 0

PROFIT OR (-) LOSS FOR THE YEAR 419 217

Of which attributable to owners of the parent 419 217 (1)

Information available only as of end of the year

2017 EU-wide Transparency ExerciseP&L

Jyske Bank

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 2,631 2,072 0 0 0 0 0 0 0 0

Of which: General risk 1,713 1,238 0 0 0 0 0 0 0 0

Of which: Specific risk 918 834 0 0 0 0 0 0 0 0

Equities 395 533 0 0 0 0 0 0 0 0

Of which: General risk 217 269 0 0 0 0 0 0 0 0

Of which: Specific risk 178 264 0 0 0 0 0 0 0 0

Foreign exchange risk 216 265 0 0 0 0 0 0 0 0

Commodities risk 0 0 0 0 0 0 0 0 0 0

Total 3,242 2,870 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

2017 EU-wide Transparency ExerciseMarket Risk

Jyske Bank

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 664 657 0 2,259 2,198 0

Regional governments or local authorities 1,124 736 0 1,214 741 0

Public sector entities 35 8 2 34 9 2

Multilateral Development Banks 1,289 444 0 352 52 0

International Organisations 0 0 0 0 0 0

Institutions 6,037 2,096 605 2,809 1,602 486

Corporates 435 252 222 644 279 248

of which: SME 339 160 130 362 178 148

Retail 156 41 31 158 46 34

of which: SME 1 0 0 1 0 0

Secured by mortgages on immovable property 280 280 96 278 278 96

of which: SME 106 106 33 106 106 33

Exposures in default 196 173 95 4 184 164 87 3

Items associated with particularly high risk 0 0 0 0 0 0

Covered bonds 311 311 31 301 301 30

Claims on institutions and corporates with a ST credit assessment 46 46 23 29 25 13

Collective investments undertakings (CIU) 0 0 0 0 0 0

Equity 407 407 905 449 449 997

Securitisation 0 0 0 0 0 0

Other exposures 0 0 0 0 0 0

Standardised Total 10,978 5,451 2,009 6 8,713 6,143 1,992 4(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 639 632 0 539 478 0

Regional governments or local authorities 1,124 736 0 1,214 741 0


Multilateral Development Banks 396 396 0 0 0 0


Institutions 3,733 651 140 705 235 74

Corporates 237 172 153 441 198 178

of which: SME 144 84 65 164 102 82

Retail 2 2 1 1 1 1



of which: SME 16 16 6 16 16 6



Covered bonds 276 276 28 273 273 27



Equity 407 407 905 449 449 997

Securitisation


Standardised Total2 6 3

(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 9 9 0 1,700 1,700 0

Regional governments or local authorities 0 0 0 0 0 0




Institutions 215 185 92 149 135 67

Corporates 1 1 1 2 2 2


Retail 11 1 1 10 1 1






Covered bonds 0 0 0 0 0 0



Equity 0 0 0 0 0 0

Securitisation





3 (mln EUR, %)






Institutions 589 138 35 627 170 41



Retail 4 2 1 3 1 1









Equity 0 0 0 0 0 0

Securitisation






Credit Risk - Standardised Approach

Jyske Bank

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

DENMARK


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

GERMANY


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

SWEDEN

Original

Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original

Exposure1

Exposure

Value1



Jyske Bank

4 (mln EUR, %)






Institutions 0 0 0 0 0 0



Retail 0 0 0 0 0 0









Equity 0 0 0 0 0 0

Securitisation





5 (mln EUR, %)









Retail 0 0 0 0 0 0









Equity 0 0 0 0 0 0

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

Country of

Counterpart 4


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 5


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



Jyske Bank

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 40,483 1,115 35,012 10,403 559 603 43,776 977 38,133 10,843 519 546

Corporates - Of Which: Specialised Lending 58 2 55 44 0 2 112 2 77 51 0 2

Corporates - Of Which: SME 9,094 817 7,439 3,459 303 470 9,459 709 7,591 3,247 275 418

Retail 29,740 489 28,022 5,344 333 200 30,684 435 28,972 5,614 336 187

Retail - Secured on real estate property 25,242 306 24,588 4,285 254 80 26,042 282 25,443 4,593 270 78

Retail - Secured on real estate property - Of Which: SME 1,233 73 1,148 322 45 26 1,098 69 1,005 286 37 28

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

SME

24,009 233 23,441 3,963 209 54 24,944 213 24,438 4,307 233 50

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

Retail - Other Retail 4,498 182 3,434 1,059 78 120 4,642 153 3,529 1,020 65 109

Retail - Other Retail - Of Which: SME 1,259 88 1,039 345 31 59 1,224 68 1,026 334 29 53

Retail - Other Retail - Of Which: non-SME 3,239 95 2,394 714 47 61 3,419 85 2,502 686 37 56

Equity 0 0 0 0 0 0 0 0 0 0

Securitisation 133 133 20 0 238 238 27 0

Other non credit-obligation assets 910 970

IRB Total 16,677 17,454(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 39,635 1,101 34,350 10,129 548 593 42,450 962 36,998 10,486 508 537


Corporates - Of Which: SME 8,916 804 7,289 3,391 298 461 8,876 695 7,123 3,133 270 410

Retail 29,319 469 27,616 5,291 322 192 30,266 416 28,572 5,565 329 179

Retail - Secured on real estate property 24,892 298 24,240 4,250 248 78 25,695 274 25,101 4,561 267 77

Retail - Secured on real estate property - Of Which: SME 1,229 73 1,143 321 45 26 1,094 69 1,002 286 37 28


SME

23,663 224 23,097 3,929 202 53 24,601 205 24,098 4,275 230 50


Retail - Other Retail 4,428 171 3,376 1,041 74 113 4,571 142 3,472 1,004 61 102

Retail - Other Retail - Of Which: SME 1,247 88 1,029 343 31 59 1,211 68 1,016 333 29 53

Retail - Other Retail - Of Which: non-SME 3,181 84 2,347 698 43 54 3,360 75 2,456 671 33 49

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 175 5 151 85 2 3 150 4 142 76 1 2


Corporates - Of Which: SME 84 4 77 39 2 3 77 3 75 30 1 1

Retail 17 1 15 4 0 0 15 1 12 3 0 0

Retail - Secured on real estate property 9 0 9 2 0 0 9 0 9 2 0 0

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


SME

9 0 9 2 0 0 9 0 9 2 0 0


Retail - Other Retail 8 0 6 3 0 0 6 0 4 1 0 0

Retail - Other Retail - Of Which: SME 3 0 2 1 0 0 1 0 1 0 0 0

Retail - Other Retail - Of Which: non-SME 6 0 4 2 0 0 6 0 3 1 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 51 0 37 19 0 0 451 0 393 105 0 0



Retail 24 3 22 5 1 0 24 4 22 5 1 1




SME

17 3 17 3 1 0 18 3 18 3 1 0





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

Securitisation


IRB Total(1)



Credit Risk - IRB Approach

Jyske Bank

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

DENMARK

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

GERMANY

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

SWEDEN

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1



Jyske Bank

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 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)


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 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)


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

Country of Counterpart 4

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


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



Jyske Bank

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

Jyske Bank

(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 1,672.5 1,314.6 357.9 437.6 0.0 437.6 392.0 392.0 0.0 0.0 0.0 0.0 878.3 878.3 0.0 16.1 0.0 16.1

Austria 0.0 0.0 0.0

Belgium 65.7 0.0 65.7

Bulgaria 0.0 0.0 0.0

Croatia 0.0 0.0 0.0

Cyprus 0.0 0.0 0.0

Czech Republic 5.0 0.0 5.0

Denmark 1,318.1 1,314.5 3.6

Estonia 0.0 0.0 0.0

Finland 2.2 0.0 2.2

France 41.2 0.0 41.2

Germany 74.5 0.0 74.5

Greece 0.0 0.0 0.0

Hungary 8.7 0.0 8.7

Ireland 16.1 0.0 16.1

Italy 0.0 0.0 0.0

Latvia 0.0 0.0 0.0

Lithuania 0.0 0.0 0.0

Luxembourg 0.0 0.0 0.0

Malta 0.0 0.0 0.0

Netherlands 0.0 0.0 0.0

Poland 26.6 0.0 26.6

Portugal 11.0 0.0 11.0

Romania 5.7 0.0 5.7

Slovakia 22.2 0.0 22.2

Slovenia 11.9 0.0 11.9

Spain 0.0 0.0 0.0

Sweden 0.5 0.0 0.5

United Kingdom 30.6 0.0 30.6

Iceland 0.0 0.0 0.0

Liechtenstein 0.0 0.0 0.0

Norway 0.1 0.0 0.1

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. 7.5 0.0 7.5

Other advanced economies non EEA 2.0 0.0 2.0

Other Central and eastern Europe countries non EEA 11.0 0.0 11.0

Middle East 1.5 0.0 1.5

Latin America and the Caribbean 7.2 0.0 7.2

Africa 2.4 0.0 2.4

Others 0.9 0.1 0.7

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

Jyske Bank

(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

1,853.0 1,402.2 450.8 434.6 0.0 434.6 420.9 420.9 0.0 0.0 0.0 0.0 940.7 940.7 0.0 16.3 0.0 16.3

0.0 0.0 0.0

65.4 0.0 65.4

0.0 0.0 0.0

0.0 0.0 0.0

0.0 0.0 0.0

4.9 0.0 4.9

1,409.3 1,402.0 7.3

0.0 0.0 0.0

2.3 0.0 2.3

133.2 0.0 133.2

70.8 0.0 70.8

0.0 0.0 0.0

8.5 0.0 8.5

16.3 0.0 16.3

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

30.3 0.0 30.3

10.4 0.0 10.4

5.3 0.0 5.3

22.6 0.0 22.6

10.0 0.0 10.0

0.0 0.0 0.0

0.0 0.0 0.0

29.8 0.0 29.8

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

7.3 0.0 7.3

2.3 0.0 2.3

10.9 0.0 10.9

1.4 0.0 1.4

9.1 0.0 9.1

2.4 0.0 2.4

0.5 0.1 0.3

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 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) 9,430 0 0 0 0 0 0 7,494 0 0 0 0 0 0

Central banks 4 0 0 0 0 0 0 5 0 0 0 0 0 0

General governments 358 0 0 0 0 0 0 356 0 0 0 0 0 0

Credit institutions 7,783 0 0 0 0 0 0 5,954 0 0 0 0 0 0

Other financial corporations 1,105 0 0 0 0 0 0 1,012 0 0 0 0 0 0

Non-financial corporations 181 0 0 0 0 0 0 167 0 0 0 0 0 0

Loans and advances(including at amortised cost and fair value) 58,641 26 2,859 1,654 27 715 1,740 59,745 27 2,606 1,501 41 673 1,527

Central banks 0 0 0 0 0 0 0 13 0 0 0 0 0 0

General governments 1,320 3 7 5 0 5 1 1,408 0 9 4 0 4 2

Credit institutions 1,372 0 8 8 2 2 6 1,271 0 5 5 0 1 4

Other financial corporations 4,312 1 102 80 1 33 65 3,014 6 95 80 1 35 59

Non-financial corporations 24,532 13 1,764 999 5 489 1,195 24,867 15 1,584 891 9 363 1,044

of which: small and medium-sized enterprises at amortised cost 5,218 12 826 686 3 393 370 5,052 13 749 626 4 282 327

Households 27,105 10 978 562 19 187 472 29,172 5 914 520 31 269 419

DEBT INSTRUMENTS other than HFT 68,072 26 2,859 1,654 27 715 1,740 67,239 27 2,606 1,501 41 673 1,527

OFF-BALANCE SHEET EXPOSURES 12,078 360 213 2 56 112 13,386 172 124 2 52 69

(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

Jyske Bank

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) 3,081 1,924 229 228 2,381 2,901 1,744 186 184 2,232

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

General governments 6 6 3 3 1 6 5 3 3 1

Credit institutions 8 8 -1 -1 7 5 5 -1 -1 4

Other financial corporations 75 44 14 13 56 59 36 13 12 40

Non-financial corporations 2,174 1,262 199 199 1,862 2,059 1,144 153 152 1,765

of which: small and medium-sized enterprises at amortised cost 491 395 195 195 261 423 339 167 167 218

Households 818 603 14 13 455 774 554 19 18 421

DEBT INSTRUMENTS other than HFT 3,081 1,924 229 228 2,381 2,901 1,744 186 184 2,232

Loan commitments given 157 107 0 0 0 100 43 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

Jyske Bank

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

Documents

2017 EU-wide Transparency Exercise€¦ · Jyske Bank. 201612 201706 (mln EUR) Interest income 1,629 741 Of which debt securities income 120 44 Of which loans and advances income