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Commerzbank AG Investor Presentation 2016

Mar 17, 2016

81_ip_2016-03-17_dc7c336c-ea53-48a6-8e17-6be485de5f3e.pdf

Investor Presentation

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Commerzbank 2015: More than 1 billion net profit − successful execution of strategy

Morgan Stanley – European Financials Conference 2016, London

Stephan Engels | CFO | London | 17 March 2016

More than 1 billion net profit − successful execution of strategy

Significantly increased earnings – strategy pays off

  • › Sound operating result of €1.9bn and net income of €1.1bn
  • › Operating RoTE of 7.3% and net RoTE of 4.2%
  • › Earnings per share of €0.88

Strengthened capital ratio – proposal for dividend

  • › With RWA <€200bn CET1 ratio fully phased-in of 12.0%
  • › Leverage Ratio of 4.5%
  • › Proposal for dividend of 20ct per share

Group with sound risk profile – NCA targets achieved

  • › Group with low LLPs of €0.7bn and cost of risk at low 16bps
  • › Group NPL ratio at record low of 1.6%
  • › CRE & Ship Finance exposure already below €20bn

Sound operating result of €1.9bn

Commerzbank well capitalised

B3 fully phased-in capital ratios

Strong market position in all Core Bank divisions

Operating result (€m)

Private Customers: Strategy pays off

Best advisory with >60% highly satisfied customers and ~820,000 net new customers since 2013

10% market share in new mortgage business and revenue increase of ~€50m from growing consumer loan business

Growing recurring revenue stream from volume based fee model accounts for more than 65% of total revenues from securities

Mittelstandsbank: No. 1 in Germany

Strong relationship model with customer satisfaction of >96%

Total lending growth of +12% since end-2013 and +4% y-o-y despite reluctance of corporate customers to invest

Top partner in foreign trade of the eurozone with market share of 19% in export letters of credit and 8% in export payments

Central & Eastern Europe: mBank most innovative bank in Poland

400,000 net new customers to almost 5 million overall in 2015

Lending volume +7% thanks to mortgages in local currency, consumer credit and corporate loans

36% growth in cashless card transactions towards 12% market share

Stephan Engels | CFO | London | 17 March 2016 7

Corporates & Markets: Client-centric investment banking

Securing access for Mittelstand clients to tailored corporate finance and capital market solutions

No.1 in Europe as market maker for ETFs with a 14% market share

No.2 globally as lead manager for covered bonds in euros

Significant investments into our digitisation strategy

From a branch bank to a mulit-channel bank – e.g. online-/videochat, pure online account opening, cash management app

Active promotion of fintech via our flexible, innovative units main incubator, CommerzVentures and Start-up Garage of comdirect

Digital transformation of internal processes to improve efficiency and the customer interface

Sound risk profile

Oil/gas exposure stands for <1% of total exposure – >75% investment grade

  • › Roughly 60% of the exposure to integrated oil & gas majors and Tier II operators
  • › Commodity trader exposure concentrated to world's top independent energy traders
  • › >75% of the overall portfolio rated investment grade
  • › High reactability more than 50% of the exposure with maturities below 1 year
  • › No exposure to single asset operations
  • › No shale producers
  • › No project finance

Stephan Engels | CFO | London | 17 March 2016 11 1) Largely state owned and / or national companies with diversified operations with integrated upstream and downstream

Transfer of high quality assets to Core Bank

New ACR is ring-fenced with sufficient equity capital even under stress – we aim for significant capital relief over time

Sound risk profile and significantly improved returns on a substantially increased capital base

Substantial achievements despite significant headwinds from the low and negative interest rate environment and regulatory requirements

CET1 ratio fully phased-in of 12.0%

Proposal for dividend of 20ct per share

NCA reduced ahead of repeatedly stretched targets

Net RoE Core Bank of 8.1% despite capital buildup of ~€7bn / 50% since 2012

CIR Core Bank of 60% not within reach in the current low interest rate environment

FY 2014 FY 2015 Targets
2016
Basel 3 CET1
(fully phased-in)
9.3% 12.0%1) > 10%
Leverage Ratio
(fully phased-in)
3.6%2) 4.5%2) ~ 4%
Volume NCA
(CRE & Ship Finance)
€32bn €19bn ~ €20bn
RoE, Core Bank
(net after tax)
6.2%3) 8.1%3) > 10%
CIR, Core Bank 77% 72% ~ 60%

Includes net profit of FY 2015 excl. dividend accrual

1)

2)

Stephan Engels | CFO | London | 17 March 2016 14 Leverage Ratio-Exposure according to revised CRD4/CRR rules published 10 Oct 2014

3) Based on average tax rate 2013-2015 calculated by applying total group tax expenses to the Core Bank result

Rating upgrades in Q1 2016 reflect improved profile of CBK – Credit Issuer Ratings of all three agencies in the upper "BBB" range

Commerzbank Ratings since
11.03.
since
25.01.
since
07.03.
Counterparty
Risk
Assessment
- - A2 +1 - -
Deposits - - A2 stable +2 - -
Issuer
Credit
Rating
BBB+ stable +/-0 Baa1 stable +/-0 BBB+ stable +1
Stand-alone
(Financial Strength)
bbb+ +1 Baa3 +1 bbb+ +1
Subordinated
debt
(Tier
2)
BBB- +1 Ba1 +1 BBB +1
Short-term debt A-2 +/-0 P-1 +1 F2 +/-0
Upgrades were driven by
enhanced
capitalisation,
profitability
and
improved
risk
profile
Stand-alone rating came
back to investment-grade
level at Moody´s; all issuer
credit ratings in the upper
"BBB" range with stable
outlooks
Subordinated debt: Tier 2
Bonds fulfill in principle iBoxx
Index investment-grade
requirements1)

Stephan Engels | CFO | London | 17 March 2016 15 1) Based upon conversations and documentation from Markit we expect Commerzbanks' EURO Benchmark Tier2 transactions to be included in the iBoxx Subordinated Index

Financial outlook 2016 in an overall challenging macro environment

We pursue our strategy and aim to further increase market share in our core bank divisions

We aim to keep our cost base stable with exception of additional external burdens

We expect a moderate increase in loan loss provisions due to lower releases from impaired loans

Overall we expect a slight increase in net profit

Disclaimer

Investor Relations

This presentation contains forward-looking statements. Forward-looking statements are statements that are not historical facts; they include, inter alia, statements about Commerzbank's beliefs and expectations and the assumptions underlying them. These statements are based on plans, estimates, projections and targets as they are currently available to the management of Commerzbank. Forward-looking statements therefore speak only as of the date they are made, and Commerzbank undertakes no obligation to update any of them in light of new information or future events. By their very nature, forward-looking statements involve risks and uncertainties. A number of important factors could therefore cause actual results to differ materially from those contained in any forward-looking statement. Such factors include, among others, the conditions in the financial markets in Germany, in Europe, in the United States and elsewhere from which Commerzbank derives a substantial portion of its revenues and in which it hold a substantial portion of its assets, the development of asset prices and market volatility, potential defaults of borrowers or trading counterparties, the implementation of its strategic initiatives and the reliability of its risk management policies.

In addition, this presentation contains financial and other information which has been derived from publicly available information disclosed by persons other than Commerzbank ("external data"). In particular, external data has been derived from industry and customer-related data and other calculations taken or derived from industry reports published by third parties, market research reports and commercial publications. Commercial publications generally state that the information they contain has originated from sources assumed to be reliable, but that the accuracy and completeness of such information is not guaranteed and that the calculations contained therein are based on a series of assumptions. The external data has not been independently verified by Commerzbank. Therefore, Commerzbank cannot assume any responsibility for the accuracy of the external data taken or derived from public sources.

Copies of this document are available upon request or can be downloaded from https://www.commerzbank.de/en/hauptnavigation/aktionaere/investor_relations.html

For more information, please contact Commerzbank's IR team

Tanja Birkholz (Head of Investor Relations / Executive Management Board Member) P: +49 69 136 23854 M: [email protected]

Christoph Wortig (Head of IR Communications)

P: +49 69 136 52668 M: [email protected]

Institutional Investors and Financial Analysts

Michael H. Klein P: +49 69 136 24522 M: [email protected]

Maximilian Bicker P: +49 69 136 28696 M: [email protected]

Retail Investors

Florian Neumann P: +49 69 136 41367 M: [email protected]

Simone Nuxoll P: +49 69 136 45660 M: [email protected]

Dirk Bartsch (Head of Strategic IR / Rating Agency Relations)

P: +49 69 136 22799

M: [email protected]

[email protected] www.ir.commerzbank.com