EBA欧洲银行-FR_FR9695005MSX1OYEMGDF_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary for Groupe BPCE

Core Information

Bank Name: Groupe BPCE
LEI Code: FR9695005MSX1OYEMGDF
Country Code: FR (France)

Own Funds - Transitional Period

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
A	65,802	69,114	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	50,962	53,049	C 0.00 (020,010)	Article 50 of CRR
A.1.1	21,048	21,430	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	32,040	33,716	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	2,377	1,558	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	-1,624	-1,137	C 0.00 (0200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	3,891	3,941	C 0.00 (020,010)	Article 84 of CRR
A.1.7	7	117	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-4,684	-4,650	C 0.00 (030,010) + C 0.00 (0340,010)	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	-1,787	-1,587	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	-1,191	-1,277	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	0	0	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) (ii) 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	0	0	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	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	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	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.20	0	0	C 0.00 (0529,010)	-
A.1.21	885	937	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	760	489	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	125	448	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios - Transitional Period

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)	COREP CODE	Regulation
C.1	13.01%	13.70%	C A3 (1)	-
C.2	13.33%	14.02%	C A3 (3)	-
C.3	16.80%	17.84%	C A3 (5)	-

CET1 Capital Fully Loaded

Item	As of 31/12/2015	As of 30/06/2016	COREP CODE	Regulation
D	50,037	52,050	-	-
E	12.78%	13.44%	[D.1]/[B.8.1]	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (mIn EUR)	As of 30/06/2016 (mIn EUR)
Credit risk	334,387	331,343
Securitisation and re-securitisations in the banking book	12,485	9,867
Contributions to the default fund of a CCP	241	270
Other credit risk	321,661	321,206
Market risk (position, foreign exchange and commodities)	13,668	13,005
Risk exposure amount for securitisation and re-securitisations in the trading book	547	101
Risk exposure amount for Credit Valuation Adjustment	5,845	5,288
Operational risk	37,645	37,645
Other risk exposure amounts	23	45
Total Risk Exposure Amount	391,567	387,326

Profit and Loss (P&L)

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	27,516	12,960
Of which debt securities income	936	701
Of which loans and advances income	20,712	9,467
Interest expenses	17,513	8,174
Of which deposits expenses	6,094	2,949
Of which debt securities issued expenses	5,481	2,566
Net Fee and commission income	9,836	4,682
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	295	1,049
Gains or (-) losses on financial assets and liabilities held for trading, net	1,678	1,273
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	370	-385
Gains or (-) losses from hedge accounting, net	-106	-21
Exchange differences [gain or (-) loss], net	5	98
Net other operating income/(expenses)	465	279
TOTAL OPERATING INCOME, NET	22,670	11,860
Administrative expenses	14,692	7,703
Depreciation	900	435
Provisions or (-) reversal of provisions	123	5
Commitments and guarantees given	-5	-4
Other provisions	128	9
Of which pending legal issues and tax litigation	149	-
Of which restructuring	-9	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	1,708	759
Loans and receivables	1,650	717
Held to maturity investments, AFS assets and financial assets measured at cost	58	42
Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets	50	36
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	5,865	3,258
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	3,738	2,626
Profit or (-) loss for the year	3,738	2,626
Of which attributable to owners of the parent	3,243	2,427

Market Risk

Risk Exposure Type	As of 31/12/2015 (mIn EUR)	As of 30/06/2016 (mIn EUR)
Traded Debt Instruments	2,484	2,058
Of which: General risk	1,067	863
Of which: Specific risk	1,263	872
Equities	349	510
Of which: General risk	60	109
Of which: Specific risk	172	271
Foreign exchange risk	2,862	3,083
Commodities risk	1,110	633
Total Risk Exposure Amount	6,804	6,284

Credit Risk - Standardised Approach

Consolidated Data (France)

Risk Exposure Type	As of 31/12/2015	As of 30/06/2016
Central governments or central banks	88,441	103,108
Regional governments or local authorities	59,108	58,376
Public sector entities	22,364	22,232
Multilateral Development Banks	1,347	236
International Organisations	656	790
Institutions	18,309	17,524
Corporates	91,101	91,069
Of which: SME	23,221	21,653
Retail	21,647	21,737
Of which: SME	2,645	1,806
Secured by mortgages on immovable property	62,561	67,607
Of which: SME	5,680	6,386
Exposures in default	10,408	10,884
Items associated with particularly high risk	17	10
Covered bonds	280	302
Claims on institutions and corporates with a ST credit assessment	1,979	2,613
Collective investments undertakings (CIU)	1,330	1,154
Equity	123	58
Other exposures	8,260	4,068
Standardised Total	396,955	410,428

United States

Risk Exposure Type	As of 31/12/2015	As of 30/06/2016
Central governments or central banks	146	151
Regional governments or local authorities	2,426	2,402
Public sector entities	2	20
Multilateral Development Banks	288	0
International Organisations	0	0
Institutions	1,439	3,432
Corporates	834	1,758
Of which: SME	2	11
Retail	9	9
Of which: SME	1	0
Secured by mortgages on immovable property	83	99
Of which: SME	0	0
Exposures in default	4	2
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	69	202
Collective investments undertakings (CIU)	0	0
Equity	0	0
Other exposures	1,169	572
Standardised Total	1,169	572

Key Information

Total Risk Exposure Amount for Groupe BPCE decreased from 391,567 mIn EUR (as of 31/12/2015) to 387,326 mIn EUR (as of 30/06/2016).
The CET1 capital increased from 50,962 (as of 31/12/2015) to 53,049 (as of 30/06/2016), and the CET1 capital fully loaded increased from 50,037 to 52,050.
Capital ratios improved, with CET1 increasing from 13.01% to 13.70%, Tier 1 from 13.33% to 14.02%, and Total Capital from 16.80% to 17.84%.
Profit or loss for the year decreased from 3,738 mln EUR (as of 31/12/2015) to 2,626 mln EUR (as of 30/06/2016), with profit attributable to owners of the parent also decreasing.
The Standardised Approach for credit risk showed a decrease in total risk exposure from 396,955 (as of 31/12/2015) to 410,428 (as of 30/06/2016) for France, and from 1,169 to 572 for the United States.