EBA欧洲银行-FR_R1IO4YJ0O79SMWVCHB58_TR_2017_9页_925kb
报告摘要
2017 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Banque Centrale de Compensation (LCH Clearnet)
- LEI Code: R1IO4YJ0O79SMWVCHB58
- Country Code: FR (France)
Capital Structure Overview
The bank does not report FINREP data on a consolidated level and only publishes COREP templates.
Own Funds (Transitional Period)
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 174 | 215 | C.01.00 (r010,c010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital (net of deductions and after transitional adjustments) | 174 | 215 | C.01.00 (r020,c010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 114 | 114 | C.01.00 (r030,c010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained earnings | 117 | 159 | C.01.00 (r130,c010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | 0 | 0 | C.01.00 (r180,c010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 44 | 44 | C.01.00 (r200,c010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 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 |
| A.1.6 | Minority interest given recognition in CET1 capital | 0 | 0 | C.01.00 (r230,c010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential filters | -1 | 0 | C.01.00 (r250,c010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | Intangible assets (including Goodwill) | -55 | -58 | C.01.00 (r300,c010) + C.01.00 (r340,c010) | Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR |
| A.1.9 | DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs | 0 | 0 | C.01.00 (r370,c010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | IRB shortfall of credit risk adjustments to expected losses | 0 | 0 | C.01.00 (r380,c010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | Defined benefit pension fund assets | 0 | 0 | C.01.00 (r390,c010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | Reciprocal cross holdings in CET1 Capital | 0 | 0 | C.01.00 (r430,c010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | Excess deduction from AT1 items over AT1 Capital | 0 | 0 | C.01.00 (r440,c010) | Articles 36(1) point (d) of CRR |
| A.1.14 | Deductions related to assets which can alternatively be subject to a 1.25% risk weight | 0 | 0 | C.01.00 (r450,c010) + C.01.00 (r460,c010) + C.01.00 (r470,c010) + C.01.00 (r471,c010) + C.01.00 (r472,c010) | Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), and 258 of CRR; Articles 36(1) point (l) (i) and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR |
| A.1.15 | Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment | 0 | 0 | C.01.00 (r480,c010) | Articles 4(27), 36(1) point (b); 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | Deductible DTAs that rely on future profitability and arise from temporary differences | 0 | 0 | C.01.00 (r490,c010) | Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment | 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) and 79 of CRR |
| A.1.18 | Amount exceeding the 17.65% threshold | 0 | 0 | C.01.00 (r510,c010) | Article 48 of CRR |
| A.1.19 | Additional deductions of CET1 Capital due to Article 3 CRR | 0 | 0 | C.01.00 (r524,c010) | Article 3 CRR |
| A.1.20 | CET1 capital elements or deductions - other | -45 | -44 | C.01.00 (r529,c010) | - |
| A.1.21 | Transitional adjustments | 0 | 0 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C.01.00 (r220,c010) | Articles 48(1) to (3), and 48(4) to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 0 | 0 | C.01.00 (r240,c010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | 0 | 0 | C.01.00 (r520,c010) | Articles 469 to 472, 478 and 481 of CRR |
Additional Tier 1 Capital
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A.2 | Additional Tier 1 Capital | 0 | 0 | C.01.00 (r530,c010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital instruments | 0 | 0 | C.01.00 (r540,c010) + C.01.00 (r670,c010) | - |
| A.2.2 | Excess deduction from T2 items over T2 capital | 0 | 0 | C.01.00 (r720,c010) | - |
| A.2.3 | Other Additional Tier 1 Capital components and deductions | 0 | 0 | C.01.00 (r690,c010) + C.01.00 (r700,c010) + C.01.00 (r710,c010) + C.01.00 (r720,c010) + C.01.00 (r744,c010) + C.01.00 (r748,c010) + C.01.00 (r749,c010) + C.01.00 (r748,c010) | - |
| A.2.4 | Additional Tier 1 transitional adjustments | 0 | 0 | C.01.00 (r660,c010) + C.01.00 (r680,c010) + C.01.00 (r730,c010) | - |
Tier 1 Capital
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A.3 | Tier 1 Capital | 174 | 215 | C.01.00 (r615,c010) | Article 25 of CRR |
Tier 2 Capital
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A.4 | Tier 2 Capital | 0 | 0 | C.01.00 (r750,c010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 0 | 0 | C.01.00 (r760,c010) + C.01.00 (r890,c010) | - |
| A.4.2 | Other Tier 2 Capital components and deductions | 0 | 0 | C.01.00 (r910,c010) + C.01.00 (r920,c010) + C.01.00 (r930,c010) + C.01.00 (r940,c010) + C.01.00 (r950,c010) + C.01.00 (r970,c010) + C.01.00 (r974,c010) + C.01.00 (r978,c010) | - |
| A.4.3 | Tier 2 transitional adjustments | 0 | 0 | C.01.00 (r880,c010) + C.01.00 (r900,c010) + C.01.00 (r960,c010) | - |
Capital Ratios (Transitional Period)
| Item | Description | 31/12/2016 (%) | 30/06/2017 (%) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| C.1 | CET1 Capital Ratio | 59.59% | 75.59% | CA3 (1) | - |
| C.2 | Tier 1 Capital Ratio | 59.59% | 75.59% | CA3 (3) | - |
| C.3 | Total Capital Ratio | 59.59% | 75.59% | CA3 (5) | - |
CET1 Capital Fully Loaded
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| D | CET1 Capital (fully loaded) | 174 | 215 | [IA.1-A.I.13-A.I.13+MIN(A2.4-A.2.4+MIN(A4.4+A.2.4-4.4,0))] | - |
| E | CET1 Capital Ratio (fully loaded) | 59.59% | 75.59% | [D.1]/[B-8.1] | - |
Leverage Ratio
| Item | Description | 31/12/2016 (mln EUR) | 30/06/2017 (mln EUR) | COREP CODE | Regulation |
|---|---|---|---|---|---|
| A.1 | Tier 1 capital - transitional definition | 174 | 215 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 | Tier 1 capital - fully phased-in definition | 174 | 215 | C 47.00 (r310,c010) | - |
| B.1 | Total leverage ratio exposures - using a transitional definition of Tier 1 capital | 327 | 349 | C 47.00 (r300,c010) | - |
| B.2 | Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital | 327 | 349 | C 47.00 (r290,c010) | - |
| C.1 | Leverage ratio - using a transitional definition of Tier 1 capital | 53.2% | 61.6% | C 47.00 (r340,c010) | - |
| C.2 | Leverage ratio - using a fully phased-in definition of Tier 1 capital | 53.2% | 61.6% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) |
|---|---|---|---|
| Risk exposure amounts for credit risk | 11 | 12 | |
| Risk exposure amount for securitisation and re-securitisations in the banking book | 0 | 0 | |
| Risk exposure amount for contributions to the default fund of a CCP | 0 | 0 | |
| Risk exposure amount Other credit risk | 11 | 12 | |
| Risk exposure amount for position, foreign exchange and commodities (Market risk) | 28 | 4 | |
| of which: Risk exposure amount for securitisation and re-securitisations in the trading book | 0 | 0 | |
| Risk exposure amount for Credit Valuation Adjustment | 0 | 0 | |
| Risk exposure amount for operational risk | 253 | 269 | |
| Other risk exposure amounts | 0 | 0 | |
| Total Risk Exposure Amount | 292 | 285 |
Market Risk
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) |
|---|---|---|---|
| Traded Debt Instruments | 28 | 4 | |
| Of which: General risk | 28 | 4 | |
| Of which: Specific risk | 0 | 0 | |
| Equities | 0 | 0 | |
| of which: General risk | 0 | 0 | |
| of which: Specific risk | 0 | 0 | |
| Foreign exchange risk | 0 | 0 | |
| Commodities risk | 0 | 0 | |
| Total | 28 | 4 |
Credit Risk - Standardised Approach
| Item | Description | 31/12/2016 (EUR) | 30/06/2017 (EUR) |
|---|---|---|---|
| Risk exposure amount for credit risk | 15,011 | 20,489 | |
| Risk exposure amount for securitisation and re-securitisations in the banking book | 0 | 0 | |
| Risk exposure amount for contributions to the default fund of a CCP | 0 | 0 | |
| Risk exposure amount Other credit risk | 15,011 | 20,489 | |
| Risk exposure amount for position, foreign exchange and commodities (Market risk) | 28 | 4 | |
| of which: Risk exposure amount for securitisation and re-securitisations in the trading book | 0 | 0 | |
| Risk exposure amount for Credit Valuation Adjustment | 0 | 0 | |
| Risk exposure amount for operational risk | 253 | 269 | |
| Other risk exposure amounts | 0 | 0 | |
| Total Risk Exposure Amount | 292 | 285 |
Key Notes
- Original Exposure is reported before considering credit conversion factors or credit risk mitigation techniques.
- Total value adjustments and provisions per country of counterparty do not include securitisation exposures.
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