Investor Presentaiton
Glossary (1/3)
APM
Accumulated Provisions and FV
adjustments
Impairment losses on loans
"Income from financial operations" or
"Trading Income"
Core Operating Income
Core Pre-Provision Income
Cost of Risk
Deposits
Extraordinary costs
Fair Value adjustments
Fully-Loaded Common Equity Tier 1
ratio
Gross Loans
Loan to Deposit ratio
Net Interest Margin
Net Loans
Non Performing Exposures Collateral
Coverage
Non Performing Exposure Coverage
Non Performing Exposure ratio
Definitions
The item corresponds to (i) "the total amount of provision for credit risk that the Group has recognized and derive from
contracts with customers", as disclosed in the Consolidated Financial Statements of the reported period and (ii) the Fair
Value Adjustments.
The figure equals "Impairment losses and provisions to cover credit risk on loans and advances to customers" as derived
from the Consolidated Financial Statements of the reported period
The figure is calculated as "Gains less losses on derecognition of financial assets measured at amortised cost" plus "Gains
less losses on financial transactions "as derived from the Consolidated Income Statement of the reported period.
Operating Income less Income from financial operations less management adjustments on operating income for the
corresponding period. Management adjustments are: Euro -9.7 million related to Goodwill impairment of an associated
company in Q1 19 and Euro 13.0 million related to Insurance company compensation in Q4 18.
Core Operating Income for the period less Recurring Operating Expenses for the period.
Impairment losses on loans for the period divided by the average Net Loans of the relevant period. Average balances is
defined as the arithmetic average of balance at the end of the period and at the end of the previous period.
The figure equals "Due to customers" as derived from the Consolidated Balance Sheet of the reported period.
The figure equals the management adjustments on operating expenses.
The item corresponds to the accumulated Fair Value adjustments for non-performing exposures measured at Fair Value
Through P&L (FVTPL).
Common Equity Tier 1 regulatory capital as defined by Regulation No 575/2013 (Full implementation of Basel 3), divided by
total Risk Weighted Assets (RW As)
The item corresponds to "Loans and advances to customers", as reported in the Consolidated Balance Sheet of the
reported period, gross of the "Accumulated Provisions and FV adjustments", excluding the accumulated provision for
impairment losses on off balance sheet items, as disclosed in the Consolidated Financial Statements of the reported period.
Net Loans divided by Deposits at the end of the reported period.
Net Interest Income for the period (annualised) and divided by the average Total Assets of the relevant period. Average
balances is defined as the arithmetic average of balance at the end of the period and at the end of the previous period.
The figure equals "Loans and advances to customers" as derived from the Consolidated Balance Sheet of the reported
period.
Value of the NPE collateral divided by NPEs at the end of the reference period.
Accumulated Provisions and FV adjustments divided by NPEs at the end of the reference period.
NPEs divided by Gross Loans at the end of the reference period.
Standard banking
terminology
Relevance of the metric
Reference
number
Abbreviation
1
LLR
Standard banking
terminology
Standard banking
terminology
10
LLP
3
Profitability metric
Profitability metric
Asset quality metric
Standard banking
terminology
Standard banking
terminology
Standard banking
terminology
Regulatory metric of
capital strength
Standard banking
terminology
5=4-3
5-7
Core PPI
10/9 (avg)
COR
8
2
FV adj.
FL CET 1 ratio
Liquidity metric
Profitability metric
Standard banking
terminology
9/8
LDR or L/D ratio
NIM
9
Asset quality metric
Asset quality metric
Asset quality metric
13
NPE collateral
Coverage
NPE (cash)
14=1/12
12/2
coverage
NPE ratio
63
ALPHA
SERVICES AND HOLDINGSView entire presentation