Letno poroÄilo 2007 - UniCredit Banka Slovenija dd

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Risk ReportRisk ReportFair Value of Financial Assetsand LiabilitiesFinancial instruments measured at fair valueusing a valuation techniqueThe total amount of the change in fair value estimated using avaluation technique that was recognized in profit and loss during theperiod is 239,156 euros (2006: 464,187 euros). The Bank calculatesfor all OTC traded instruments, valuations which are based on currentmarket data available from independent market data providers,whereas the models behind are state of the art and embedded in thetrading systems Wall Street and Opus.Financial instruments not measured at fairvalueUniCredit Banka Slovenija d.d. measures all bonds and investmentsat fair value. The fair value of floating rate placements such asEURIBOR or LIBOR linked loans is the carrying amount. The Bankhas granted only a minor amount of fixed rate loans and deems thedifference of fair value and carrying amount as immaterial.continuously by the Bank’s management and filed with the Bank ofSlovenia on a quarterly basis.The Bank of Slovenia requires each bank to maintain a ratio of totalregulatory capital to the risk weighted asset (the capital adequacyratio) at or above the internationally agreed minimum of 8 %.In order not to violate the 8 % ratio, UniCredit Banka Slovenija d.d.underwent, in line with legislation, an interim audit on the ninemonthresult and allocated the interim profit based on an unqualifiedopinion to the eligible capital.The table below summarizes the composition of the regulatorycapital and the capital adequacy ratio for the years ending31 December 2007 and 2006.Capital ManagementUniCredit Banka Slovenija d.d. focuses within the Internal CapitalAdequacy Assessment Process (ICAAP) on the economic view ofmatching the economic capital (capital demand) with the risk-takingcapacity (shareholder’s equity) in line with Pillar II of the new Baselaccord.The economic capital gets calculated retrospectively on a quarterlybasis but also gets monitored within the yearly planning process.As both capital demand and capital supply evolve over time, theBank ensures that, on one side, capital demand mainly driven bybusiness plans and by risk-profile forecasts in combination withmacro-economic scenarios does not exceed capital supply, andon the other side, that capital supply mainly influenced by plannedcapital transactions and expected profits is kept at a level to coverthe calculated risks at all times.Simultaneously, the Bank has to consider the regulatory view. Here,the regulatory capital for credit risk, market risk, and in the future,under Basel II, also for operational risk, accounts for the capitaldemand, while balance-sheet capital (Tier1, Tier 2 and Tier 3)constitutes the capital supply side. Capital adequacy is monitored196 2007 Annual Report · UniCredit Bank
The regulatory capital and the capital adequacy ratioEUR 1,000 31. 12. 2007 31. 12. 2006Own fuds 129.137 138.104Originalown funds 129.137 138.104Eligible Capital 62.119 78.144Paid up capital 16.270 16.270Share premium 45.849 61.874Interim profits 70.793Eligible Reserves 16.024 85.974Reserves 16.024 70.793(-) Other deductions from Original Own Funds (19.799) (26.014)(-) Intangible assets (6.722) (7.049)(-) Other country specific deductions to Original Own Funds (13.077) (18.965)(-) Other (13.077) (18.965)A clients 12.965 17.222revaluation adjustments for AFS - 1.743Other 112Additional own funds -Capital requirement 108.198 130.594Total capital requirements for credit, counterparty credit, dilution and delivery risks 96.618 128.279Calc. of risk-adjusted on-balance sheet asset items 84.203 113.029Calc. of risk-adjusted off balance sheet items 11.051 12.593Calc. of risk-adjusted items for derivative financial instruments 13 37Capital requirement for counter-party and settlement risk 1.352 2.620Total capital requirements for position, foreign exchange and commodity risks 11.579 2.164Position, foreign exchange and commodity risks under standardised approaches (SA) 11.579 2.164Traded debt instruments 11.413 2.164Equity - -Foreign Exchange 166 -Commodities - -Other and transitional capital requirements - 151Capital adequacy (%) 9,55% 8,46%UniCredit Bank · 2007 Annual Report 197
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Izkušnja umetnostiLeto 2007 je bil
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Predstavitev bankeNagovor predsedni
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Predstavitev bankePredstavitev UniC
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12 2007 Letno poroËilo · UniCredi
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Predstavitev bankeDosežki in dogod
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Poslovno poroËiloGospodarsko okolj
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Poslovno poroËiloPoslanstvo, vizij
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UniCredit Bank · 2007 Letno poroË
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10080Prihodki5% 6%27% 30%tega posla
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evrov) banka beleži tekoËe davke
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Poslovanje bankena razliËnih segme
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Pozitivni rezultati v letu 2007 so
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krizo v ZDA, je enota trgovanja v l
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Visoka stopnjaohranjanja strank9070
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Obvladovanje poslovnih tveganjFinan
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Indeks rasti števila uporabnikov /
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Družbena odgovornostV UniCredit Ba
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okolju in pri delovnih nalogah. Sre
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kar vodi v hud konkurenËni boj, v
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PoroËilo nadzornega svetaPoroËilo
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PoroËilo neodvisnega revizorjaPoro
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FinanËni kazalniki2007 2006 2005Bi
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Izkaz poslovnega izidaZap.πtev.Vse
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Izkaz finanËnega izidaOznaka Vsebi
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Primerjalni zneskiZaradi zagotavlja
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) Posojila in terjatvePosojila in t
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neopredmetenih dolgoroËnih sredste
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Odložene terjatve za davek so znes
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Dolžniški vrednostni papirjiEUR 1
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Neto izvedeni finanËni instrumenti
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Pojasnilo 8:Opredmetena osnovna sre
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Pojasnilo 11:Druga sredstvaEUR 1.00
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2006EUR 1.000Zapravnonerešenetožb
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Pojasnila k izkazu poslovnega izida
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Pojasnilo 25:»isti dobiËki/izgube
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Pojasnilo 30:Oslabitve finanËnih s
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GarancijeEUR 1.000 2007 2006Stanje
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Izkaz poslovnega izidaEUR 1.000 200
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UniCredit Banka Slovenija d.d. pren
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Basel II prviË vzpostavlja odnos m
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BilanËne postavke v razliËnih val
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Bilanca stanja po zapadlosti na dan
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Kreditno zavarovanjeZ namenom zmanj
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pozicije tveganja, ki presegajo dop
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Obseg izvedenih finanËnih instrume
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Regulatorni kapital in stopnja kapi
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The art experience2007 was a format
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2007, performed under difficult mar
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While analyzing the balance sheet,
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We proved that ourBank carries a tr
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Governing BodiesSupervisory BoardNa
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Branch NetworkBRANCH LJUBLJANA BTC
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September 2007Interactive Web Site
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Business ReportEconomic Environment
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Business ReportMission, Vision and
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Business ReportFinancial ResultsIn
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Business ReportFinancial ResultsSta
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Business ReportFinancial ResultsLia
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Business ReportBank’s Segment Per
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Business ReportManaging Business Ri
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Business ReportManaging Business Ri
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Business ReportSocial Responsibilit
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Business ReportSocial Responsibilit
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Report from the Supervisory BoardRe
Page 147: Statement of ResponsibilityStatemen
Page 150 and 151: Accounting ReportAccounting ReportF
Page 152 and 153: Accounting ReportBalance SheetPosit
Page 154 and 155: Accounting ReportStatement of Chang
Page 156 and 157: Accounting ReportSummary of Account
Page 164 and 165: Accounting ReportNotes on the Finan
Page 184 and 185: Risk ReportRisk ReportOverall Risk
Page 186 and 187: Risk ReportRisk ReportUniCredit Ban
Page 188 and 189: Risk ReportRisk ReportBalance sheet
Page 190 and 191: Risk ReportRisk ReportLiquidity Ris
Page 192 and 193: Risk ReportRisk ReportCredit RiskCr
Page 194 and 195: Risk ReportRisk ReportOperational R
Page 196 and 197: Risk ReportRisk ReportTotal volume
Page 201: Graphic development and Composition
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