EBA欧洲银行-FR_FR969500TJ5KRTCJQWXH_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Content Overview

This document provides detailed information on the capital structure, risk exposure amounts, and profit and loss (P&L) figures for Groupe Credit Agricole as part of the 2016 EU-wide Transparency Exercise. The data is presented in three main sections: Capital Structure, Risk Exposure Amounts, and P&L. The information is provided for two reporting dates: 31/12/2015 and 30/06/2016.

Capital Structure (Transitional Period)

Own Funds

Total Own Funds (As of 31/12/2015): 98,254 million EUR
Total Own Funds (As of 30/06/2016): 95,431 million EUR

CET1 Capital

CET1 Capital (As of 31/12/2015): 68,846 million EUR
CET1 Capital (As of 30/06/2016): 69,856 million EUR

Components of CET1 Capital

Component	31/12/2015 (EUR)	30/06/2016 (EUR)
Capital instruments eligible as CET1 Capital	20,166	20,138
Retained earnings	4,802	0
Accumulated other comprehensive income	4,529	5,094
Other Reserves	58,267	63,005
Adjustments to CET1 due to prudential filters	-1,511	-1,797
Minority interest given recognition in CET1 capital	1,162	1,190
Deductions related to intangible assets	-16,137	-16,152
Deductible DTAs that rely on future profitability	-188	-125
IRB shortfall of credit risk adjustments to expected losses	-1,099	-386
Defined benefit pension fund assets	-21	-5
Additional deductions of CET1 Capital due to Article 3 CRR	-300	-220
Transitional adjustments	-823	-885

Tier 1 Capital

Tier 1 Capital (As of 31/12/2015): 77,760 million EUR
Tier 1 Capital (As of 30/06/2016): 78,943 million EUR

Tier 2 Capital

Tier 2 Capital (As of 31/12/2015): 20,494 million EUR
Tier 2 Capital (As of 30/06/2016): 16,488 million EUR

Capital Ratios (Transitional Period)

Common Equity Tier 1 Capital Ratio: 13.52% (31/12/2015), 13.47% (30/06/2016)
Tier 1 Capital Ratio: 15.26% (31/12/2015), 15.22% (30/06/2016)
Total Capital Ratio: 19.29% (31/12/2015), 18.40% (30/06/2016)

Fully Loaded CET1 Capital

CET1 Capital (Fully loaded, 31/12/2015): 69,669 million EUR
CET1 Capital (Fully loaded, 30/06/2016): 70,742 million EUR
CET1 Capital Ratio (Fully loaded, 31/12/2015): 13.68%
CET1 Capital Ratio (Fully loaded, 30/06/2016): 13.64%

Risk Exposure Amounts

Total Risk Exposure Amount

As of 31/12/2015: 509,403 million EUR
As of 30/06/2016: 518,527 million EUR

Breakdown of Risk Exposure

Risk Type	31/12/2015 (EUR)	30/06/2016 (EUR)
Credit Risk	453,624	462,078
Securitisation and Re-securitisation (Banking Book)	5,354	5,495
Contributions to the Default Fund of a CCP	408	314
Other Credit Risk	447,863	456,269
Market Risk (Position, FX, Commodities)	7,419	7,021

Profit and Loss (P&L)

Total Operating Income, Net

As of 31/12/2015: 29,846 million EUR
As of 30/06/2016: 14,283 million EUR

Key P&L Components

Item	31/12/2015 (EUR)	30/06/2016 (EUR)
Interest Income	30,632	14,943
Interest Expenses	16,415	8,472
Net Fee and Commission Income	11,843	6,080
Gains/Losses on derecognition	531	481
Gains/Losses on financial assets held for trading	1,552	1,388
Gains/Losses on financial assets at fair value through profit or loss	903	-240
Gains/Losses from hedge accounting	-34	18
Exchange Differences	44	-306
Net Other Operating Income/(Expenses)	661	314

Profit or Loss

Profit or Loss Before Tax from Continuing Operations: 8,923 million EUR (31/12/2015), 3,799 million EUR (30/06/2016)
Profit or Loss After Tax from Continuing Operations: 6,466 million EUR (31/12/2015), 2,910 million EUR (30/06/2016)
Profit or Loss from Discontinued Operations: -24 million EUR (31/12/2015), 11 million EUR (30/06/2016)
Profit or Loss for the Year: 6,442 million EUR (31/12/2015), 2,921 million EUR (30/06/2016)

Risk Exposure by Country

France

Standardised Total Risk Exposure Amount (As of 31/12/2015): 339,785 million EUR
Standardised Total Risk Exposure Amount (As of 30/06/2016): 295,740 million EUR

Italy

Standardised Total Risk Exposure Amount (As of 31/12/2015): 136,677 million EUR
Standardised Total Risk Exposure Amount (As of 30/06/2016): 139,305 million EUR

United States

Standardised Total Risk Exposure Amount (As of 31/12/2015): 136,677 million EUR
Standardised Total Risk Exposure Amount (As of 30/06/2016): 139,305 million EUR

Key Information and Regulatory References

LEI Code: FR969500TJ5KRTCJQWXH
Country Code: FR (France)
Regulatory References: Articles from the Capital Requirements Regulation (CRR) and COREP codes are cited for each capital item.
Transitional Adjustments: These adjustments are applied to CET1 and Tier 2 capital to align with new regulatory requirements.
Value Adjustments and Provisions: These are included in the calculation of risk exposure amounts and are reported separately for each country.
Securities Pricing Exposures: These are not included in the value adjustments and provisions for the United States.

Summary of Key Trends

Capital levels decreased from 98,254 million EUR to 95,431 million EUR over the reporting period.
CET1 Capital increased slightly from 68,846 million EUR to 69,856 million EUR.
Tier 1 Capital increased from 77,760 million EUR to 78,943 million EUR.
Tier 2 Capital decreased from 20,494 million EUR to 16,488 million EUR.
Capital ratios declined, particularly the total capital ratio, which dropped from 19.29% to 18.40%.
Market risk exposure slightly increased from 7,419 million EUR to 7,021 million EUR.
Profit and loss declined significantly, with net operating income dropping from 29,846 million EUR to 14,283 million EUR.