EBA欧洲银行-FR_969500TVVZM86W7W5I94_TR_2015_19页_3mb

报告摘要

2015 EU-wide Transparency Exercise Summary for CRH (Caisse de Refinancement de l'Habitat)

Core Information

Bank Name: CRH (Caisse de Refinancement de l'Habitat)
LEI Code: 969500TVVZM86W7W5I94
Country Code: FR (France)

Capital Structure

Capital Type	As of 31/12/2014	As of 30/06/2015	COREP Code	Regulation
OWN FUNDS	564	565	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital (net of deductions and after transitional adjustments)	564	565	CA1 (1.1.1)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	558	558	CA1 (1.1.1.1)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	4	4	CA1 (1.1.1.2)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	0	0	CA1 (1.1.1.3)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	0	0	CA1 (1.1.1.4)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	3	3	CA1 (1.1.1.5)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1 capital	0	0	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	0	0	CA1 (1.1.1.9)	Articles 32 to 35 and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	0	0	CA1 (1.1.1.10 + 1.1.1.11)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR
DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	0	0	CA1 (1.1.1.12)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	0	0	CA1 (1.1.1.13)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	0	0	CA1 (1.1.1.14)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	CA1 (1.1.1.15)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	0	0	CA1 (1.1.1.16)	Article 36(1) point (j) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	CA1 (1.1.1.17 to 1.1.1.21)	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (l) (ii), 24(3)(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point k (iii) and 379(3) of CRR; Articles 36(1) point k (iv) and 153(8) of CRR and Articles 36(1) point k (v) and 155(4) of CRR
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	CA1 (1.1.1.6)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	0	0	CA1 (1.1.1.8)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	0	0	CA1 (1.1.1.26)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios

Capital Ratio	As of 31/12/2014	As of 30/06/2015
Common Equity Tier 1 Capital ratio	11.04%	10.45%
Tier 1 Capital ratio	11.04%	10.45%
Total Capital ratio	11.04%	10.45%

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2014	As of 30/06/2015
Total Risk Exposure Amount	5,113	5,407

Breakdown of Risk Exposure Amounts

Credit Risk: 5,105 (31/12/2014) / 5,399 (30/06/2015)
Securitisation and re-securitisations in the banking book: 0 / 0
Contributions to the default fund of a CCP: 0 / 0
Other credit risk: 5,105 (31/12/2014) / 5,399 (30/06/2015)
Market risk (foreign exchange and commodities): 0 / 0
Operational risk: 8 / 8

Notes

The Total Risk Exposure Amount includes all credit and market risk exposures, with operational risk added separately.
The values are reported in millions of euros.
The table includes a note that may include hedges, which are not securitisation positions, as per Article 338.3 of CRR.

Standardised Approach for Credit Risk

General Overview

Original Exposure: Reported before applying credit conversion factors or credit risk mitigation techniques.
Exposure Value: Adjusted for credit conversion factors and risk mitigation.
Risk Exposure Amount: The amount subject to risk weightings.
Value adjustments and provisions: Not included in securitisation exposures.

Summary of Standardised Risk Exposure

Country of Counterpart	As of 31/12/2014	As of 30/06/2015
Total Risk Exposure Amount	5,113	5,407

Breakdown by Risk Type

Traded Debt Instruments: 0 / 0
General risk: 0 / 0
Specific risk: 0 / 0
Equities: 0 / 0
Other exposures: 0 / 0
Standardised Total: 5,113 / 5,407

Additional Notes

The table is structured with columns for different risk types and their corresponding values.
The "Standardised Total" includes all types of risk exposure.
Value adjustments and provisions per country of counterparty do not include securitisation exposures.

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