EBA欧洲银行-FR_O2RNE8IBXP4R0TD8PU41_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Société Générale SA

Core Information

Bank Name: Société Générale SA
LEI Code: O2RNE8IBXP4R0TD8PU41
Country Code: FR (France)

Capital Structure (Transitional Period)

Own Funds

Item	Description	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)	COREP Code	Regulation
A	Own Funds	64,601	62,816	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions)	41,963	41,817	C 0.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1	18,626	18,628	C 0.00 (030,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained earnings	6,020	6,462	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	1,670	173	C 0.00 (018,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	22,693	24,171	C 0.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	1,522	1,569	C 0.00 (020,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-351	-206	C 0.00 (025,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-6,334	-6,365	C 0.00 (030,010) + C 0.00 (030,010)	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	-2,123	-2,355	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments	-666	-726	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	-43	-58	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from ATI items over ATI Capital	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	Deductions related to assets which can alternatively be subject to a 1.250% risk weight	-34	-33	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) (ii) and 258 of CRR; Articles 36(1) point (l) (i), and 379(3) of CRR; Articles 36(1) point (k) (iv) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	From securitisation positions	-34	-33	C 0.00 (0460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 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 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 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 0.00 (0490,010)	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 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (k); 49(1) to (3) and 79 of CRR
A.1.18	Amount exceeding the 17.65% threshold	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C 0.00 (0520,010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	-43	-240	C 0.00 (0529,010)	-
A.1.21	Transitional adjustments	1,026	796	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 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	362	238	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	664	558	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 Capital

Item	Description	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)	COREP Code	Regulation
A.2	Additional Tier 1 Capital (net of deductions)	10,643	9,419	C 0.00 (0530,010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	7,626	7,305	C 0.00 (0540,010) + C 0.00 (0670,010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C 0.00 (0720,010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	-13	-12	C 0.00 (0690,010) + C 0.00 (0700,010) + C 0.00 (0710,010) + C 0.00 (0720,010) + C 0.00 (0740,010) + C 0.00 (0741,010) + C 0.00 (0748,010) + C 0.00 (0750,010)	-
A.2.4	Additional Tier 1 transitional adjustments	3,030	2,126	C 0.00 (0660,010) + C 0.00 (0680,010) + C 0.00 (0730,010)	-

Tier 1 and Tier 2 Capital

Item	Description	As of 31/12/2016	As of 30/06/2017	COREP Code	Regulation
A.3	Tier 1 Capital (net of deductions)	52,606	51,236	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital (net of deductions)	11,994	11,581	C 0.00 (0750,010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	12,639	12,551	C 0.00 (0760,010) + C 0.00 (0890,010)	-
A.4.2	Other Tier 2 Capital components and deductions	-923	-1,219	C 0.00 (0910,010) + C 0.00 (0920,010) + C 0.00 (0930,010) + C 0.00 (0940,010) + C 0.00 (0950,010) + C 0.00 (0970,010) + C 0.00 (0974,010) + C 0.00 (0978,010)	-
A.4.3	Tier 2 transitional adjustments	278	249	C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010)	-

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2016	As of 30/06/2017	COREP Code	Regulation
C.1	CET1 Capital Ratio	11.80%	11.91%	CA3 (1)	-
C.2	Tier 1 Capital Ratio	14.80%	14.60%	CA3 (3)	-
C.3	Total Capital Ratio	18.17%	17.90%	CA3 (5)	-

CET1 Capital Fully Loaded

Item	Description	As of 31/12/2016	As of 30/06/2017	Formula	Regulation
D	CET1 Capital (fully loaded)	40,937	41,021	[A.1-A.1.1.3- A.1.1.2+ MIN(A.2+A.1.3- A.2.2-A.2.2+ MIN(A.4+A.2.2- A.4.3,0)]	-
E	CET1 Capital Ratio (fully loaded)	11.52%	11.69%	[D.1]/[B.8-1]	-

Leverage Ratio

Item	Description	As of 31/12/2016	As of 30/06/2017	COREP Code	Regulation
A.1	Tier 1 Capital (transitional definition)	52,606	51,236	C 47.00 (r320,c010)	Article 429 of CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 Capital (fully phased-in definition)	51,548	50,464	C 47.00 (r310,c010)	-
B.1	Total Leverage Ratio Exposures (transitional Tier 1)	1,217,515	1,193,941	C 47.00 (r300,c010)	-
B.2	Total Leverage Ratio Exposures (fully phased-in Tier 1)	1,216,851	1,193,383	C 47.00 (r290,c010)	-
C.1	Leverage Ratio (transitional Tier 1)	4.3%	4.3%	C 47.00 (r340,c010)	-
C.2	Leverage Ratio (fully phased-in Tier 1)	4.2%	4.2%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	As of 31/12/2016 (EUR)
Risk exposure amount for credit risk	289,121	281,188
Risk exposure amount for securitisation and re-securitisations in the banking book	1,821	1,838
Risk exposure amount for contributions to the default fund of a CCP	899	1,207
Risk exposure amount Other credit risk	286,401	278,143
Risk exposure amount for position, foreign exchange and commodities (Market risk)	16,873	17,190
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	2,742	2,221
Risk exposure amount for Credit Valuation Adjustment	5,089	3,846
Risk exposure amount for operational risk	44,387	48,734
Other risk exposure amounts	8	6
Total Risk Exposure Amount	355,478	350,965

Profit and Loss (P&L)

Item	Description	As of 31/12/2016 (EUR)
Interest income	22,742	11,144
Of which debt securities income	1,040	456
Of which loans and advances income	14,355	7,269
Interest expenses	13,067	5,826
Of which deposits expenses	3,503	1,945
Of which debt securities issued expenses	0	0
Expenses on share capital repayable on demand	0	0
Dividend income	59	77
Net Fee and commission income	6,321	3,208
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	783	375
Gains or (-) losses on financial assets and liabilities held for trading, net	5,471	4,851
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	59	-2,322
Gains or (-) losses from hedge accounting, net	86	72
Exchange differences [gain or (-) loss], net	0	0
Net other operating income/(expenses)	4,432	1,242
Total Operating Income, Net	26,887	12,820
Administrative expenses	15,587	8,259
Depreciation	3,846	2,038
Provisions or (-) reversal of provisions	341	-126
Commitments and guarantees given	57	86
Other provisions	284	-212
Of which pending legal issues and tax litigation	60	-
Of which restructuring	6	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	1,562	482
Loans and receivables	1,566	491
Held to maturity investments, AFS assets and financial assets measured at cost	-4	-9
Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets	31	14
Negative goodwill recognised in profit or loss	0	1
Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates	548	298
Profit or (-) loss before tax from continuing operations	6,068	2,452
Profit or (-) loss after tax from continuing operations	4,301	1,874
Profit or (-) loss for the year	4,301	1,874
Of which attributable to owners of the parent	3,874	1,602

Market Risk

Item	Description	As of 31/12/2016 (EUR)
Traded Debt Instruments	319	431
Of which: General risk	85	92
Of which: Specific risk	234	339
Equities	225	301
Of which: General risk	9	138
Of which: Specific risk	216	163
Foreign exchange risk	600	563
Commodities risk	94	54
Total Risk Exposure Amount	1,238	1,350

Credit Risk - Standardised Approach

Item	Description	As of 31/12/2016 (EUR)	As of 30/06/2017 (EUR)
Total Risk Exposure Amount	355,478	350,965
Standardised Total	245,866	214,125

Key Observations

The bank's CET1 capital decreased slightly from 41,963 mln EUR to 41,817 mln EUR during the transitional period.
Tier 1 capital also decreased from 52,606 mln EUR to 51,236 mln EUR.
Tier 2 capital showed a similar trend, decreasing from 11,994 mln EUR to 11,581 mln EUR.
The total risk exposure amount was 355,478 mln EUR as of 31/12/2016, and decreased to 350,965 mln EUR as of 30/06/2017.
Leverage ratio remained stable at 4.3% and 4.2% using the transitional and fully phased-in definitions, respectively.
The profit and loss from continuing operations declined significantly from 6,068 mln EUR to 2,452 mln EUR, and the net profit after tax also dropped from 4,301 mln EUR to 1,874 mln EUR.
Market risk exposure increased slightly, from 1,238 mln EUR to 1,350 mln EUR.