EBA欧洲银行-FR_96950001WI712W7PQG45_TR_2018_22页_2mb
报告摘要
2018 EU-wide Transparency Exercise Summary for RCI Banque (Renault Crédit International)
Core Information
- Bank Name: RCI Banque (Renault Crédit International)
- LEI Code: 96950001WI712W7PQG45
- Country Code: FR (France)
Capital Structure
Own Funds (Transitional Period)
| Item | Description | 31/12/2017 (min EUR) | 30/06/2018 (min EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 4,450 | 4,679 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital (net of deductions and after transitional adjustments) | 4,442 | 4,672 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 814 | 814 | C:0.00 (030;010) | Articles 26(1) points (a) and (b); 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained Earnings | 2,389 | 2,455 | C:0.00 (130;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated Other Comprehensive Income | -273 | -318 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 1,753 | 1,941 | C:0.00 (300;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C:0.00 (210;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 0 | 0 | C:0.00 (230;010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential fibers | 14 | 5 | C:0.00 (255;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -90 | -90 | C:0.00 (300;010) + C:0.00 (340;010) | Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CRR |
| A.1.9 | TFAs that rely on future profitability | -60 | -60 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | -124 | -80 | C:0.00 (380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | 0 | 0 | C:0.00 (390;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C:0.00 (430;010) | 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:0.00 (440;010) | Article 36(1) point (g) of CRR |
| A.1.21 | Transitional adjustments | 18 | 4 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 instruments | 0 | 0 | C:0.00 (226;010) | Articles 48(1) point (3), and 494 to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 7 | 0 | C:0.00 (246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 | 11 | 4 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | Additional Tier 1 Capital | 0 | 0 | C:0.00 (530;010) | Article 61 of CRR |
| A.3 | Tier 1 Capital | 4,442 | 4,672 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | Tier 2 Capital | 7 | 7 | C:0.00 (750;010) | Article 71 of CRR |
Capital Ratios (Transitional Period)
- Common Equity Tier 1 Capital Ratio: 15.01% (31/12/2017) → 14.80% (30/06/2018)
- Tier 1 Capital Ratio: 15.01% (31/12/2017) → 14.80% (30/06/2018)
- Total Capital Ratio: 15.04% (31/12/2017) → 14.82% (30/06/2018)
CET1 Capital (Fully Loaded)
- 31/12/2017: 4,424 mln EUR
- 30/06/2018: 4,668 mln EUR
CET1 Capital Ratio (Fully Loaded)
- 31/12/2017: 14.95%
- 30/06/2018: 14.78%
Risk Exposure Amounts
| Item | As of 31/12/2017 (min EUR) | As of 30/06/2018 (min EUR) | COREP Code |
|---|---|---|---|
| Total Risk Exposure Amount | 29,589 | 31,571 | C:0.00 (615;010) |
| Credit Risk | 26,335 | 28,279 | - |
| Securitisation and Re-securitisation (Banking Book) | 0 | 0 | - |
| Contributions to Default Fund of CCP | 0 | 0 | - |
| Other Credit Risk | 26,335 | 28,279 | - |
| Market Risk (Position, FX, Commodities) | 0 | 0 | - |
| Credit Valuation Adjustment | 77 | 114 | - |
| Operational Risk | 3,178 | 3,178 | - |
Leverage Ratio
| Item | As of 31/12/2017 | As of 30/06/2018 | COREP Code |
|---|---|---|---|
| Tier 1 Capital (Transitional Definition) | 4,442 | 4,672 | C 47.00 (r320,c010) |
| Tier 1 Capital (Fully Phased-in Definition) | 4,424 | 4,668 | C 47.00 (r310,c010) |
| Total Leverage Ratio Exposures (Transitional Definition) | 51,726 | 55,560 | C 47.00 (r300,c010) |
| Total Leverage Ratio Exposures (Fully Phased-in Definition) | 51,715 | 55,556 | C 47.00 (r290,c010) |
| Leverage Ratio (Transitional Definition) | 8.6% | 8.4% | C 47.00 (r340,c010) |
| Leverage Ratio (Fully Phased-in Definition) | 8.6% | 8.4% | C 47.00 (r330,c010) |
Market Risk
- Total Risk Exposure Amount: 0 mln EUR (31/12/2017) → 0 mln EUR (30/06/2018)
- VaR (Memorandum item): 0 mln EUR (31/12/2017) → 0 mln EUR (30/06/2018)
- Stressed VaR (Memorandum item): 0 mln EUR (31/12/2017) → 0 mln EUR (30/06/2018)
- Incremental Default and Migration Risk Capital Charge: 0 mln EUR (31/12/2017) → 0 mln EUR (30/06/2018)
- All Price Risks Capital Charge for CTP: 0 mln EUR (31/12/2017) → 0 mln EUR (30/06/2018)
Profit and Loss (P&L)
| Item | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) |
|---|---|---|
| Interest Income | 2,034 | 1,080 |
| Of which Debt Securities Income | 10 | 5 |
| Of which Loans and Advances Income | 1,962 | 1,048 |
| Interest Expenses | 803 | 375 |
| Of which Deposits Expenses | 344 | 182 |
| Of which Debt Securities Issued Expenses | 387 | 159 |
| Dividend Income | 5 | 2 |
| Net Fee and Commission Income | 397 | 233 |
| Gains or (-) Losses on Derecognition | -9 | 0 |
| Gains or (-) Losses on Financial Assets Held for Trading | -2 | 18 |
| Gains or (-) Losses on Financial Assets at Fair Value Through Profit or Loss | -1 | 0 |
| Gains or (-) Losses from Hedge Accounting | 14 | 2 |
| Exchange Differences | 7 | -21 |
| Net Other Operating Income/(Expenses) | -117 | -11 |
| Total Operating Income, Net | 1,525 | 927 |
| Administrative Expenses | 518 | 286 |
| Depreciation | 8 | 4 |
| Profit or (-) Loss Before Tax from Continuing Operations | 1,065 | 597 |
| Profit or (-) Loss After Tax from Continuing Operations | 748 | 446 |
| Profit or (-) Loss for the Year | 748 | 446 |
Key Observations
- Capital Growth: Own Funds increased from 4,450 mln EUR to 4,679 mln EUR, and CET1 Capital increased from 4,442 mln EUR to 4,672 mln EUR.
- Capital Ratios: All capital ratios showed a slight decline from 31/12/2017 to 30/06/2018.
- Leverage Ratios: Both transitional and fully phased-in leverage ratios decreased slightly from 8.6% to 8.4%.
- Risk Exposure: Total risk exposure increased from 29,589 mln EUR to 31,571 mln EUR, primarily driven by credit risk.
- Market Risk: Market risk exposure remained at 0 mln EUR for both periods.
- P&L: Operating income decreased from 1,525 mln EUR to 927 mln EUR, with a corresponding decline in profit after tax.
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