EBA欧洲银行-FR_969500TJ5KRTCJQWXH05_TR_2015_25页_4mb

报告摘要

2015 EU-wide Transparency Exercise Summary: Crédit Agricole Group

Core Content Overview

The 2015 EU-wide Transparency Exercise provides detailed financial and risk exposure data for Crédit Agricole Group, including capital structure, risk exposure amounts, and profit and loss (P&L) figures. The data is categorized under the Capital Requirements Regulation (CRR) and the Standardised Approach for risk assessment. It covers the period from 31/12/2014 to 30/06/2015, offering insights into the bank's financial health and risk profile across different countries and sectors.

Capital Structure

Capital Component	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)	COREP Code	Regulation
Own Funds	88,506	91,642	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital	61,076	63,921	CA1 (1.1.1)	Article 50 of CRR
Capital Instruments Eligible as CET1	23,123	20,112	CA1 (1.1.1.1)	Articles 26(1) (a) and (b), 27 to 29, 36(1) (f), 42 of CRR
Retained Earnings	1,941	0	CA1 (1.1.1.2)	Articles 26(1) (c), 26(2), 36(1) (a) and (f) of CRR
Accumulated Other Comprehensive Income	4,632	3,869	CA1 (1.1.1.3)	Articles 4(100), 26(1) (d), 36(1) (f) of CRR
Other Reserves	49,960	58,385	CA1 (1.1.1.4)	Articles 4(117), 26(1) (e) of CRR
Minority Interest	964	1,068	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1	-1,597	-1,196	CA1 (1.1.1.9)	Articles 32 to 35, 36(1) (f) of CRR
Additional Tier 1 Capital	9,643	9,005	CA1 (1.1.1.2)	Article 61 of CRR
Tier 1 Capital	70,719	72,925	CA1 (1.1)	Article 25 of CRR
Tier 2 Capital	17,788	18,716	CA1 (1.2)	Article 71 of CRR
Total Capital	17.88%	18.09%	CA3 (5)	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2014 (EUR)	As of 30/06/2015 (EUR)	Regulation
Credit Risk	440,981	450,001	Articles 92(3), 95, 96, 98 of CRR
Securitisation Risk	6,733	6,068	-
CCP Default Fund Risk	1,227	617	-
Other Credit Risk	433,021	443,316	-
Market Risk (FX & Commodities)	8,849	11,653	Articles 92(3), 95, 96, 98 of CRR
Total Risk Exposure	494,934	506,518	-

Profit and Loss (P&L) Summary

P&L Component	As of 31/12/2014 (mln EUR)	As of 30/06/2015 (mln EUR)
Interest Income	31,946	15,380
Interest Expenses	17,566	8,159
Dividend Income	162	68
Net Fee and Commission Income	11,355	6,131
Gains/Losses on Derecognition	882	294
Gains/Losses on Trading Financial Assets	1,933	548
Gains/Losses on Fair Value through Profit or Loss	-773	526
Exchange Differences	74	389
Net Other Operating Income/Expenses	698	342
Total Operating Income, Net	28,758	15,501
Administrative Expenses	17,870	9,244
Depreciation	1,088	532
Provisions/Reversal of Provisions	250	610
Profit or Loss Before Tax from Continuing Operations	7,486	4,338
Profit or Loss After Tax from Continuing Operations	5,406	2,950
Profit or Loss for the Year	5,398	2,931

Risk Exposure by Country and Sector

France

Standardised Total: 38,040 (31/12/2014), 36,130 (30/06/2015)
Key Exposures:
- Central Governments: 29,541 (31/12/2014), 21,997 (30/06/2015)
- Corporates: 38,040 (31/12/2014), 36,130 (30/06/2015)
- Securitisation: 1,707 (31/12/2014), 1,660 (30/06/2015)

Italy

Standardised Total: 1,707 (31/12/2014), 1,660 (30/06/2015)
Key Exposures:
- Central Governments: 8,568 (31/12/2014), 8,767 (30/06/2015)
- Corporates: 1,707 (31/12/2014), 1,660 (30/06/2015)
- Securitisation: 30 (31/12/2014), 29 (30/06/2015)

United States

Standardised Total: 460 (31/12/2014), 102 (30/06/2015)
Key Exposures:
- Corporates: 460 (31/12/2014), 102 (30/06/2015)
- Securitisation: 87 (31/12/2014), 42 (30/06/2015)

Luxembourg

Standardised Total: 2,581 (31/12/2014), 7,800 (30/06/2015)
Key Exposures:
- Central Governments: 2,581 (31/12/2014), 7,800 (30/06/2015)
- Corporates: 2,581 (31/12/2014), 7,800 (30/06/2015)

Key Observations

Capital Increase: Own funds increased from 88,506 (31/12/2014) to 91,642 (30/06/2015), with CET1 capital also rising.
Capital Quality: CET1 capital increased from 61,076 to 63,921, indicating improved capital quality.
Risk Exposure: Total risk exposure increased from 494,934 (31/12/2014) to 506,518 (30/06/2015), with a notable rise in market risk.
Profit Decline: Operating income decreased significantly from 28,758 (31/12/2014) to 15,501 (30/06/2015), and net profit after tax also declined.
Country-Specific Exposure: Exposures vary significantly by country, with France having the highest, followed by Italy and Luxembourg.

Summary of Key Financial Metrics

Common Equity Tier 1 (CET1) Ratio: 12.34% (31/12/2014), 12.62% (30/06/2015)
Tier 1 Capital Ratio: 14.29% (31/12/2014), 14.40% (30/06/2015)
Total Capital Ratio: 17.88% (31/12/2014), 18.09% (30/06/2015)

Notes

Original Exposure is reported before applying credit conversion factors or credit risk mitigation techniques.
Securitisation Exposures are excluded from value adjustments and provisions.
The data is consistent with the CRR regulations, which govern capital requirements and risk exposures for EU banks.

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