EBA欧洲银行-FR_O2RNE8IBXP4R0TD8PU41_TR_2016_15页_1mb

报告摘要

Item	31/12/2015	30/06/2016
OWN FUNDS	59,919	60,537
COMMON EQUITY TIER 1 CAPITAL	40,735	40,819
Capital instruments eligible as CET1 Capital	18,730	18,602
Retained earnings	7,158	5,617
Accumulated other comprehensive income	1,581	1,414
Other Reserves	19,891	22,208
Adjustments to CET1 due to prudential filters	-621	-667
Intangible assets (including Goodwill)	-5,975	-6,289
DTAs that rely on future profitability	-2,318	-2,130
IRB shortfall of credit risk adjustments	-759	-652
Defined benefit pension fund assets	-20	-3
Minority interest given recognition in CET1 capital	1,355	1,489
Additional deductions of CET1 due to prudential filters	-64	-49
Transitional adjustments	1,870	1,345
Additional Tier 1 Capital	9,191	8,935
Tier 1 Capital	49,926	49,754
Tier 2 Capital	9,993	10,782

Common Equity Tier 1 Capital Ratio: 11.42% (31/12/2015) → 11.50% (30/06/2016)
Tier 1 Capital Ratio: 14.00% (31/12/2015) → 14.01% (30/06/2016)
Total Capital Ratio: 16.80% (31/12/2015) → 17.05% (30/06/2016)

Common Equity Tier 1 Capital (Fully loaded): 38,865 (31/12/2015) → 39,474 (30/06/2016)
Common Equity Tier 1 Capital Ratio (Fully loaded): 10.90% (31/12/2015) → 11.12% (30/06/2016)

Risk Exposure Type	31/12/2015	30/06/2016
Credit risk	288,007	289,014
Securitisation and re-securitisation in banking book	1,864	1,654
Contributions to default fund of a CCP	0	1,272
Other credit risk	286,143	286,087
Market risk (position, foreign exchange, commodities)	19,328	17,372
- Securitisation and re-securitisation in trading book	2,498	2,123
- Credit Valuation Adjustment	5,534	4,587
- Operational risk	43,854	44,117
Total Risk Exposure Amount	356,725	355,091

CET1 Capital Deductions:
- Intangible assets: -5,975 (31/12/2015) → -6,289 (30/06/2016)
- DTAs that rely on future profitability: -2,318 (31/12/2015) → -2,130 (30/06/2016)
- IRB shortfall of credit risk adjustments: -759 (31/12/2015) → -652 (30/06/2016)
- Defined benefit pension fund assets: -20 (31/12/2015) → -3 (30/06/2016)
- Minority interest: 1,355 (31/12/2015) → 1,489 (30/06/2016)
- Adjustments to CET1 due to prudential filters: -621 (31/12/2015) → -667 (30/06/2016)
- Additional deductions of CET1: -64 (31/12/2015) → -49 (30/06/2016)
Transitional adjustments to CET1:
- Grandfathered CET1 Capital instruments: 0 (31/12/2015) → 0 (30/06/2016)
- Additional minority interests: 569 (31/12/2015) → 338 (30/06/2016)
- Other transitional adjustments: 1,301 (31/12/2015) → 1,007 (30/06/2016)

Additional Tier 1 Capital instruments: 6,175 (31/12/2015) → 5,945 (30/06/2016)
Excess deduction from T2 items over T2 capital: 0 (31/12/2015) → 0 (30/06/2016)
Other Additional Tier 1 Capital components and deductions: -12 (31/12/2015) → -12 (30/06/2016)
Additional Tier 1 transitional adjustments: 3,029 (31/12/2015) → 3,002 (30/06/2016)

Common Equity Tier 1 Capital Ratio (Transitional period): 11.42% (31/12/2015) → 11.50% (30/06/2016)
Tier 1 Capital Ratio (Transitional period): 14.00% (31/12/2015) → 14.01% (30/06/2016)
Total Capital Ratio (Transitional period): 16.80% (31/12/2015) → 17.05% (30/06/2016)

P&L Item	31/12/2015 (mln EUR)	30/06/2016 (mln EUR)
Interest income	23,416	11,480
- Debt securities income	1,189	472
- Loans and advances income	15,127	7,250
Interest expenses	13,600	6,582
- Deposits expenses	4,631	1,895
- Debt securities issued expenses	0	0
- Expenses on share capital repayable on demand	0	0
Dividend income	59	44
Net Fee and commission income	6,319	3,165
Gains or losses on derecognition of financial assets and liabilities	501	830
Gains or losses on financial assets and liabilities held for trading	5,187	2,882
Gains or losses on financial assets and liabilities designated at fair value through profit or loss	1,654	-34
Gains or losses from hedge accounting	246	29
Net other operating income/(expenses)	3,733	2,252
Total Operating Income, Net	27,514	14,066
Profit or loss before tax from continuing operations	5,855	3,468
Profit or loss after tax from continuing operations	4,359	2,595
Profit or loss from discontinued operations	0	0
Profit or loss for the year	4,359	2,595
- Attributable to owners of the parent	4,001	2,385

Risk exposure amount for position, foreign exchange and commodities: 19,328 (31/12/2015) → 17,372 (30/06/2016)
Securitisation and re-securitisation in trading book: 2,498 (31/12/2015) → 2,123 (30/06/2016)
Credit Valuation Adjustment: 5,534 (31/12/2015) → 4,587 (30/06/2016)
Operational risk: 43,854 (31/12/2015) → 44,117 (30/06/2016)

Risk Category	31/12/2015 (mIn EUR)	30/06/2016 (mIn EUR)
Central governments or central banks	10,609	10,604
Regional governments or local authorities	1,360	1,267
Public sector entities	548	1,530
Institutions	46,744	72,062
Corporates	77,274	69,270
- SME	17,245	17,280
Retail	35,205	38,090
- SME	8,509	9,457
Secured by mortgages on immovable property	12,553	2,050
- SME	350	71
Exposures in default	10,039	1,789
Other exposures	20,195	10,152
Standardised Total	217,814	236,743

Risk Category	31/12/2015 (mIn EUR)	30/06/2016 (mIn EUR)
Central governments or central banks	4,117	3,908
Regional governments or local authorities	773	189
Public sector entities	147	153
Institutions	2,220	3,337
Corporates	22,352	23,119
- SME	5,651	5,540
Retail	11,285	12,675
- SME	3,096	3,489
Secured by mortgages on immovable property	2,331	2,050
- SME	174	71
Exposures in default	2,221	1,789
Other exposures	10,386	10,152
Standardised Total	185,631	212,003

Risk Category	31/12/2015 (mIn EUR)	30/06/2016 (mIn EUR)
Central governments or central banks	884	656
Regional governments or local authorities	18	1
Public sector entities	0	0
Institutions	10,633	23,361
Corporates	3,792	3,464
- SME	177	211
Retail	5	5
- SME	1	1
Secured by mortgages on immovable property	14	11
Exposures in default	86	14
Other exposures	165	146
Standardised Total	3,792	3,464

Risk Category	31/12/2015 (mIn EUR)	30/06/2016 (mIn EUR)
Central governments or central banks	1,875	1,858
Regional governments or local authorities	13	25
Public sector entities	127	109
Institutions	15,169	21,547
Corporates	5,310	3,820
- SME	281	275
Retail	1,076	1,074
- SME	1,060	1,028
Secured by mortgages on immovable property	84	179
Exposures in default	65	30
Other exposures	165	146
Standardised Total	5,310	3,820

The capital ratios for Société Générale SA show a slight increase in the Common Equity Tier 1 Capital Ratio and Total Capital Ratio during the transitional period.
The bank's capital structure is composed of CET1 and Tier 2 capital, with some deductions for intangible assets, DTAs, and IRB shortfall.
The total risk exposure amount decreased slightly from 356,725 million EUR (31/12/2015) to 355,091 million EUR (30/06/2016).
The Standardised Approach for credit risk shows a decrease in risk exposure in France and the UK, while the United States has a relatively smaller exposure.
The bank's P&L indicates a significant drop in operating income and profit after tax from continuing operations during the reporting period.

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