EBA欧洲银行-BE_LSGM84136ACA92XCN876_TR_2015_25页_2mb

报告摘要

2015 EU-wide Transparency Exercise Summary for AXA Bank Europe SA

Core Content Overview

The document presents the results of the 2015 EU-wide Transparency Exercise for AXA Bank Europe SA, a bank based in Belgium (Country Code: BE). It includes data on the bank's capital structure, risk exposure amounts, and profit and loss (P&L) for the periods ending on 31/12/2014 and 30/06/2015. The data is structured according to the Capital Requirements Regulation (CRR) and includes Standardised Approach details for different countries.

Capital Structure

Own Funds

31/12/2014: 1,069 mln EUR
30/06/2015: 1,081 mln EUR

Common Equity Tier 1 (CET1) Capital

31/12/2014: 879 mln EUR
30/06/2015: 920 mln EUR
CET1 Capital Ratio:
- 31/12/2014: 16.51%
- 30/06/2015: 17.09%

Additional Tier 1 (AT1) Capital

31/12/2014: 90 mln EUR
30/06/2015: 90 mln EUR

Tier 1 Capital

31/12/2014: 969 mln EUR
30/06/2015: 1,010 mln EUR
Tier 1 Capital Ratio:
- 31/12/2014: 18.21%
- 30/06/2015: 18.76%

Tier 2 Capital

31/12/2014: 100 mln EUR
30/06/2015: 71 mln EUR
Tier 2 Capital Ratio:
- 31/12/2014: 20.08%
- 30/06/2015: 20.09%

Key Capital Elements and Deductions

Capital Element	31/12/2014 (mln EUR)	30/06/2015 (mln EUR)	Regulation Reference
Capital Instruments eligible as CET1	681	681	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	241	271	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	109	122	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
Adjustments to CET1 due to prudential filters	35	8	Articles 32 to 35 and 36(1) point (f) of CRR
Intangible assets (including Goodwill)	-5	-6	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
IRB shortfall of credit risk adjustments to expected losses	-21	-24	Articles 36(1) point (d), 40 and 159 of CRR
Other deductions	0	0	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR; etc.

Risk Exposure Amounts

Total Risk Exposure Amount

31/12/2014: 5,322 mln EUR
30/06/2015: 5,382 mln EUR

Breakdown of Risk Exposure

Credit Risk: 3,476 mln EUR (31/12/2014) / 3,639 mln EUR (30/06/2015)
Market Risk:
- Foreign Exchange and Commodities: 191 mln EUR (31/12/2014) / 118 mln EUR (30/06/2015)
- Securitisation and Re-securitisations in Banking Book: 0 mln EUR (both periods)
- Credit Valuation Adjustment: 176 mln EUR (both periods)
- Operational Risk: 699 mln EUR (both periods)
Other Risk Exposure Amounts: 780 mln EUR (31/12/2014) / 750 mln EUR (30/06/2015)

Profit and Loss (P&L) for AXA Bank Europe SA

Operating Income

31/12/2014: 381 mln EUR
30/06/2015: 229 mln EUR

Operating Expenses

31/12/2014: 267 mln EUR
30/06/2015: 173 mln EUR

Net Profit/Loss

31/12/2014: -51 mln EUR
30/06/2015: 31 mln EUR

Net Profit/Loss After Tax

31/12/2014: -48 mln EUR
30/06/2015: 32 mln EUR

Standardised Approach by Country

Belgium

Original Exposure: 3,199 mln EUR (31/12/2014) / 3,662 mln EUR (30/06/2015)
Exposure Value: 3,199 mln EUR / 3,662 mln EUR
Risk Exposure Amount: 0 mln EUR (both periods)
Value Adjustments and Provisions: 0 mln EUR (both periods)

Luxembourg

Original Exposure: 0 mln EUR (both periods)
Exposure Value: 0 mln EUR (both periods)
Risk Exposure Amount: 0 mln EUR (both periods)
Value Adjustments and Provisions: 0 mln EUR (both periods)

France

Original Exposure: 945 mln EUR (31/12/2014) / 933 mln EUR (30/06/2015)
Exposure Value: 945 mln EUR / 933 mln EUR
Risk Exposure Amount: 0 mln EUR (both periods)
Value Adjustments and Provisions: 0 mln EUR (both periods)

Netherlands

Original Exposure: 1,280 mln EUR (31/12/2014) / 1,034 mln EUR (30/06/2015)
Exposure Value: 1,280 mln EUR / 1,034 mln EUR
Risk Exposure Amount: 0 mln EUR (both periods)
Value Adjustments and Provisions: 0 mln EUR (both periods)

Key Observations

The CET1 capital increased from 879 mln EUR to 920 mln EUR, resulting in a higher CET1 ratio (16.51% to 17.09%).
Tier 1 Capital also increased, from 969 mln EUR to 1,010 mln EUR, with a corresponding rise in the Tier 1 Capital ratio.
Tier 2 Capital decreased slightly from 100 mln EUR to 71 mln EUR, but the Total Capital ratio remained stable at 20.08% to 20.09%.
Risk exposure increased slightly from 5,322 mln EUR to 5,382 mln EUR, primarily due to a rise in credit risk exposure.
The P&L showed a significant improvement, with a net profit of 31 mln EUR in the second half of 2015 compared to a loss of -51 mln EUR in the full year of 2014.
Value adjustments and provisions are reported as zero for all countries, indicating no significant changes in risk mitigation or valuation adjustments.

展开完整摘要