31.3. securities – changes in allowances for expected credit losses in the period
PKO Annual
Report Online
2020
Report Online
2020
| SECURITIES – CHANGES IN ALLOWANCES FOR EXPECTED CREDIT LOSSES IN THE PERIOD
2020 |
Stage 1 | Stage 2 | Stage 3 | Total | including POCI |
| Measured at: fair value through OCI | |||||
| As at the beginning of the period | – | – | (5) | (5) | (5) |
|
Increase due to recognition and purchase |
(19) | – | – | (19) | – |
|
Changes in credit risk (net) |
8 | – | (8) | – | (8) |
|
Decrease due to derecognition |
2 | – | – | 2 | – |
|
Write-offs |
– | – | 2 | 2 | 2 |
|
Other adjustments |
9 | – | (3) | 6 | (3) |
| As at the end of the period | – | – | (14) | (14) | (14) |
| SECURITIES – CHANGES IN ALLOWANCES FOR EXPECTED CREDIT LOSSES IN THE PERIOD 2020 |
Stage 1 | Stage 2 | Stage 3 | Total | including POCI |
| Measured at: amortized cost | |||||
| As at the beginning of the period | (16) | – | (4) | (20) | – |
|
Transfer from stage 1 and 3 to stage 2 |
4 | (4) | – | – | – |
|
Increase due to recognition and purchase |
(6) | – | – | (6) | – |
|
Changes in credit risk (net) |
1 | (16) | – | (15) | – |
|
Write-offs |
– | – | 3 | 3 | – |
|
Other adjustments |
(3) | 4 | 1 | 2 | – |
| As at the end of the period | (20) | (16) | – | (36) | – |
| SECURITIES – CHANGES IN ALLOWANCES FOR EXPECTED CREDIT LOSSES IN THE PERIOD 2019 |
Stage 1 | Stage 2 | Stage 3 | Total | including POCI |
| Measured at: fair value through OCI | |||||
| As at the beginning of the period | – | – | (10) | (10) | (10) |
|
Increase due to recognition and purchase |
(12) | – | – | (12) | – |
|
Changes in credit risk (net) |
9 | (15) | 6 | – | 6 |
|
Decrease due to derecognition |
3 | – | – | 3 | – |
|
Write-offs |
– | – | (3) | (3) | (3) |
|
Other adjustments |
– | 15 | 2 | 17 | 2 |
| As at the end of the period | – | – | (5) | (5) | (5) |
| SECURITIES – CHANGES IN ALLOWANCES FOR EXPECTED CREDIT LOSSES IN THE PERIOD 2019 |
Stage 1 | Stage 2 | Stage 3 | Total | including POCI |
| Measured at: amortized cost | |||||
| As at the beginning of the period | (15) | (8) | (3) | (26) | – |
|
Transfer from stage 2 and 3 to stage 1 |
(8) | 8 | – | – | – |
|
Increase due to recognition and purchase |
(4) | – | – | (4) | – |
|
Changes in credit risk (net) |
10 | – | – | 10 | – |
|
Other adjustments |
1 | – | (1) | – | – |
| As at the end of the period | (16) | – | (4) | (20) | – |
Other information
| 31.12.2020 | 31.12.2019 | |
| allowance not reducing fair value of securities measured at fair value through other comprehensive income | 30 | 21 |
| SECURITIES BY MATURITY (excluding adjustments relating to fair value hedge accounting)
31.12.2020 |
held for trading | not held for trading, measured at fair value through profit or loss | measured at fair value through OCI | measured at amortized cost | Total |
| without a set date – equity securities | 27 | 1 488 | – | – | 1 515 |
| up to 1 month | 1 | 2 | 214 | 6 | 223 |
| 1 to 3 months | 351 | – | 569 | 51 | 971 |
| 3 months to 1 year | 543 | 46 | 9 561 | 854 | 11 004 |
| 1 to 5 years | 180 | 701 | 43 642 | 33 572 | 78 095 |
| over 5 years | 76 | 229 | 19 525 | 12 039 | 31 869 |
| Total | 1 178 | 2 466 | 73 511 | 46 522 | 123 677 |
| SECURITIES BY MATURITY (excluding adjustments relating to fair value hedge accounting)
31.12.2019 |
held for trading | not held for trading, measured at fair value through profit or loss | measured at fair value through OCI | measured at amortized cost | Total |
| without a set date – equity securities | 17 | 1 706 | – | – | 1 723 |
| up to 1 month | 115 | – | 1 247 | – | 1 362 |
| 1 to 3 months | 3 | – | 105 | 10 | 118 |
| 3 months to 1 year | 331 | 47 | 2 215 | 403 | 2 996 |
| 1 to 5 years | 150 | 228 | 44 804 | 8 693 | 53 875 |
| over 5 years | 496 | 218 | 15 436 | 4 348 | 20 498 |
| Total | 1 112 | 2 199 | 63 807 | 13 454 | 80 572 |