EBA欧洲银行-FR_R1IO4YJ0O79SMWVCHB58_TR_2016_8页_909kb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Banque Centrale de Compensation (LCH Clearnet)
LEI Code: R1IO4YJ0O79SMWVCHB58
Country Code: FR (France)

Capital Structure and Own Funds

This bank does not report FINREP data on a consolidated level, and thus only COREP templates are published.

Own Funds (Transitional Period)

Category	31/12/2015 (EUR)	30/06/2016 (EUR)	COREP Code	Regulation
A (Own Funds)	161	178	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
A.1 (CET1 Capital)	161	178	C.01.00 (r020,c010)	Article 50 of CRR
A.1.1 (CET1 Eligible Instruments)	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)	99	117	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 in CET1)	0	0	C.01.00 (r230,c010)	Article 84 of CRR
A.1.7 (Adjustments to CET1 due to Prudential Filters)	-4	-3	C.01.00 (r250,c010)	Articles 32 to 35 and 36 (1) point (f) of CRR
A.1.8 (Intangible Assets)	-47	-50	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 on Future Profitability)	0	0	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10 (IRB Shortfall)	0	0	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11 (Pension Fund Assets)	0	0	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12 (Cross Holdings in CET1)	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)	0	0	C.01.00 (r440,c010)	Article 36(1) point (d) of CRR
A.1.14 (Deductions for 1.25% Risk Weight)	0	0	C.01.00 (r450,c010) + C.01.00 (r460,c010) + ...	Articles 4(36), 36(1) point (i), 89 to 91, 243(1) point (k), 258, 36(1) point (l) (i), 379(3), 36(1) point (k) (v), 153(8), 155(4) of CRR
A.1.15 (Holdings of CET1 Instruments)	0	0	C.01.00 (r480,c010)	Articles 4(27), 36(1) point (b), 43 to 46, 49 (2) and (3), 79 of CRR
A.1.16 (Deductible DTAs)	0	0	C.01.00 (r490,c010)	Articles 36(1) point (c), 38, 48(1) point (a), 48(2) of CRR
A.1.17 (Significant Holdings of CET1 Instruments)	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), 79 of CRR
A.1.18 (Excess over 17.65% Threshold)	0	0	C.01.00 (r510,c010)	Article 48 of CRR
A.1.19 (Additional Deductions due to Article 3 CRR)	0	0	C.01.00 (r524,c010)	Article 3 of CRR
A.1.20 (CET1 Capital Elements or Deductions)	-46	-45	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 (Grandfathered CET1 Instruments)	0	0	C.01.00 (r220,c010)	Articles 48(1) to (3), and 48(4) to 487 of CRR
A.1.21.2 (Additional Minority Interests)	0	0	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
A.1.21.3 (Other Transitional Adjustments)	0	0	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR
A.2 (Additional Tier 1 Capital)	0	0	C.01.00 (r530,c010)	Article 61 of CRR
A.3 (Tier 1 Capital)	161	178	C.01.00 (r615,c010)	Article 25 of CRR
A.4 (Tier 2 Capital)	0	0	C.01.00 (r750,c010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Ratio	31/12/2015	30/06/2016
CET1 Capital Ratio	27.88%	44.74%
Tier 1 Capital Ratio	27.88%	44.74%
Total Capital Ratio	27.88%	44.74%

Risk Exposure Amounts

Risk Type	31/12/2015 (EUR)	30/06/2016 (EUR)
Credit Risk	86	39
Securitisation and Re-securitisation (Banking Book)	0	0
Contributions to CCP Default Fund	0	0
Other Credit Risk	86	39
Market Risk (Position, FX, Commodities)	210	105
Operational Risk	282	253
Total Risk Exposure Amount	577	397

Notes:

Market Risk includes:
- Traded Debt Instruments: 210 (31/12/2015) and 105 (30/06/2016)
- VaR and STressed VaR: All values are 0
- Incremental Default and Migration Risk Capital Charge: All values are 0
- All Price Risks Capital Charge for CTP: All values are 0

Credit Risk - Standardised Approach

Consolidated Data (As of 31/12/2015 and 30/06/2016)

Counterparty Type	31/12/2015 (EUR)	30/06/2016 (EUR)
Central Governments or Central Banks	9,966	11,683
Regional Governments or Local Authorities	0	0
Public Sector Entities	0	0
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	606	85
Corporates	70	23
Retail	0	0
Secured by Mortgages on Immovable Property	0	0
Exposures in Default	0	0
Items with Particularly High Risk	0	0
Covered Bonds	0	0
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	0	0
Equity	0	0
Securitisation	0	0
Other Exposures	0	0
Standardised Total	10,642	11,791

Additional Notes:

Original Exposure is reported before credit conversion factors or mitigation techniques.
Total value adjustments and provisions do not include securitisation exposures.

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