EBA欧洲银行-FR_FR9695005MSX1OYEMGDF_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Groupe BPCE

Core Information

Bank Name: Groupe BPCE
LEI Code: FR9695005MSX1OYEMGDF
Country Code: FR (France)

Capital Structure (Transitional Period)

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)	COREP Code	Regulation
OWN FUNDS	72,142	72,919	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL (CET1)	55,303	57,002	C.01.00 (r020,c010)	Article 50 of CRR
Capital instruments eligible as CET1	21,921	22,335	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	1,581	-393	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	2,047	1,771	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	32,408	35,999	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C.01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1	4,090	4,066	C.01.00 (r230,c010)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	35	14	C.01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-4,719	-4,747	C.01.00 (r300,c010) + C.01.00 (r340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR
DTAs that rely on future profitability	-1,146	-1,015	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-1,232	-1,276	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	0	0	C.01.00 (r440,c010)	Article 36(1) point (d) of CRR
Deductions related to assets with 1.25% risk weight	0	0	C.01.00 (r450,c010) + ...	Articles 4(36), 36(1) point (i), 89 to 91, 243(1) point (k), 258, 36(1) point (k) (iv), 153(8), 155(4), 36(1) point (k) (v), 153(8), 155(4) of CRR
Holdings of CET1 capital instruments (non significant)	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (h), 43 to 46, 49(2) and (3), 79 of CRR
Deductible DTAs (temporary differences)	0	0	C.01.00 (r490,c010)	Articles 36(1) point (c), 38, 48(1) point (a), 48(2) of CRR
Holdings of CET1 capital instruments (significant)	0	0	C.01.00 (r500,c010)	Articles 4(27), 36(1) point (i), 43, 45, 47, 48(1) point (b), 49(1) to (3), 79 of CRR
Amount exceeding 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
Additional deductions due to Article 3 CRR	0	0	C.01.00 (r524,c010)	Article 3 CRR
CET1 capital elements or deductions - other	0	0	C.01.00 (r529,c010)	-
Transitional adjustments	319	248	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 instruments	0	0	C.01.00 (r220,c010)	Articles 48(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	461	258	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1	-141	-10	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR
Additional Tier 1 Capital	1,304	861	C.01.00 (r530,c010)	Article 61 of CRR
Tier 1 Capital	56,607	57,863	C.01.00 (r615,c010)	Article 25 of CRR
Tier 2 Capital	15,535	15,056	C.01.00 (r750,c010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Ratio	As of 31/12/2016	As of 30/06/2017
Common Equity Tier 1 Capital Ratio	14.14%	14.57%
Tier 1 Capital Ratio	14.48%	14.79%
Total Capital Ratio	18.45%	18.63%

Fully Loaded CET1 Capital

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Common Equity Tier 1 Capital (Fully loaded)	54,922	56,691
Common Equity Tier 1 Capital Ratio (Fully loaded)	14.05%	14.49%

Leverage Ratio

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)	Ratio	Regulation
Tier 1 Capital - Transitional Definition	56,607	57,863	C 47.00 (r320,c010)	Article 429 of CRR
Tier 1 Capital - Fully Phased-in Definition	54,922	57,240	C 47.00 (r310,c010)	-
Total Leverage Ratio Exposures (Transitional)	1,146,111	1,152,873	C 47.00 (r300,c010)	Article 429 of CRR
Total Leverage Ratio Exposures (Fully Phased-in)	1,146,506	1,152,996	C 47.00 (r290,c010)	-
Leverage Ratio (Transitional)	4.9%	5.0%	C 47.00 (r340,c010)	Article 429 of CRR
Leverage Ratio (Fully Phased-in)	4.8%	5.0%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Exposure	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Credit Risk	336,125	339,789
Securitisation and Re-securitisations (Banking Book)	9,320	10,308
Contributions to the Default Fund of a CCP	339	341
Other Credit Risk	326,466	329,140
Position, Foreign Exchange and Commodities Risk (Market Risk)	12,205	11,473
- Securitisation and Re-securitisations (Trading Book)	79	280
- Credit Valuation Adjustment Risk	4,955	2,371
- Operational Risk	37,669	37,669
Other Risk Exposure Amounts	28	22
Total Risk Exposure Amount	390,981	391,323

Profit and Loss (P&L)

Item	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Interest Income	25,998	12,715
- Debt Securities Income	1,639	741
- Loans and Advances Income	18,845	9,153
Interest Expenses	16,545	8,310
- Deposits Expenses	5,800	3,060
- Debt Securities Issued Expenses	5,075	2,450
- Expenses on Share Capital Repayable on Demand	0	0
Dividend Income	165	115
Net Fee and Commission Income	9,580	5,165
Gains or (-) Losses on Derecognition	1,319	164
Gains or (-) Losses on Financial Assets (Trading)	2,235	1,479
Gains or (-) Losses on Financial Assets (FVTPL)	-265	-37
Gains or (-) Losses from Hedge Accounting	-123	-19
Exchange Differences	257	69
Net Other Operating Income/(Expenses)	515	180
Total Operating Income, Net	23,136	11,521
Administrative Expenses	15,010	7,923
Depreciation	899	438
Provisions or (-) Reversal of Provisions	46	35
Commitments and Guarantees Given	23	6
Other Provisions	23	29
- Pending Legal Issues and Tax Litigation	-12	-
- Restructuring	21	-
Impairment or (-) Reversal of Impairment (Non FVTPL)	1,523	665
- Loans and Advances	1,452	647
- Held to Maturity, AFS, Financial Assets at Cost	71	18
- Investments in Subsidiaries, Joint Ventures, Associates and Non-financial Assets	121	2
Profit or (-) Loss Before Tax from Continuing Operations	6,143	2,803
Profit or (-) Loss After Tax from Continuing Operations	4,487	1,864
Profit or (-) Loss for the Year	4,487	1,864
- Attributable to Owners of the Parent	3,988	1,596

Risk Exposure Amounts by Approach

Market Risk

Risk Exposure	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Traded Debt Instruments	2,366	2,595
- General Risk	1,181	1,020
- Specific Risk	887	1,347
Equities	438	812
- General Risk	101	275
- Specific Risk	287	492
Foreign Exchange Risk	3,209	2,657
Commodities Risk	709	639
Total Risk Exposure Amount	6,721	6,702

Credit Risk - Standardised Approach

Consolidated Data (France)

Risk Exposure	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	79,364	77,878
Regional Governments or Local Authorities	58,131	54,153
Public Sector Entities	21,860	21,863
Multilateral Development Banks	2,008	117
International Organisations	826	715
Institutions	21,307	6,652
Corporates	91,277	82,703
- SME	22,540	23,058
Retail	19,944	17,544
- SME	1,882	1,089
Secured by Mortgages	68,499	64,400
- SME	6,835	7,626
Exposures in Default	9,756	8,057
Items Associated with Particularly High Risk	16	10
Covered Bonds	395	77
Claims on Institutions and Corporates with ST Credit Assessment	2,467	123
Collective Investments Undertakings (CIU)	1,519	858
Equity	176	134
Other Exposures	7,237	7,662
Standardised Total	391,637	392,447

United States

Risk Exposure	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	149	140
Regional Governments or Local Authorities	2,280	1,902
Public Sector Entities	22	63
Multilateral Development Banks	320	0
International Organisations	0	0
Institutions	4,803	4,898
Corporates	1,484	1,121
- SME	8	6
Retail	8	9
- SME	1	1
Secured by Mortgages	105	113
- SME	0	0
Exposures in Default	13	4
Items Associated with Particularly High Risk	282	198
Covered Bonds	0	0
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	0	0
Equity	3	3
Other Exposures	161	180
Standardised Total	1,724	1,373

United Kingdom

Risk Exposure	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Central Governments or Central Banks	0	0
Regional Governments or Local Authorities	0	0
Public Sector Entities	0	15
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	0	0
Corporates	0	0
- SME	0	0
Retail	0	0
- SME	0	0
Secured by Mortgages	0	0
- SME	0	0
Exposures in Default	0	0
Items Associated with Particularly High Risk	0	0
Covered Bonds	0	0
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	0	0
Equity	0	0
Other Exposures	0	0
Standardised Total	0	0