EBA欧洲银行-FR_R0MUWSFPU8MPRO8K5P83_TR_2016_15页_1mb

报告摘要

BNP Paribas SA 2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: BNP Paribas SA
LEI Code: R0MUWSFPU8MPRO8K5P83
Country Code: FR (France)

Capital Structure (Transitional Period)

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP Code	Regulation
OWN FUNDS	85,920	88,939	C.01.00 (r010,c010)	Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL	69,562	71,220	C.01.00 (r020,c010)	Article 50 of CRR
Capital instruments eligible as CET1 Capital	26,721	26,765	C.01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	51,863	53,498	C.01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	6,147	6,438	C.01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	359	356	C.01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
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
Minority interest given recognition in CET1 capital	1,659	1,671	C.01.00 (r230,c010)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-2,344	-3,018	C.01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-13,509	-13,323	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
DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	-1,010	-1,030	C.01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-880	-983	C.01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	-138	-16	C.01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	0	0	C.01.00 (r440,c010)	Articles 36(1) point (d) of CRR
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 (f) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 24(3) point (j) and 258 of CRR; Articles 36(1) point (k) (ii) and 37(3) of CRR; Articles 36(1) point (k) (iv) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
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 (k); 43 to 46, 49 (2) and (3) and 79 of CRR
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
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 (k); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount exceeding the 17.65% threshold	0	0	C.01.00 (r510,c010)	Article 48 of CRR
Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C.01.00 (r524,c010)	Article 3 CRR
CET1 capital elements or deductions - other	0	0	C.01.00 (r529,c010)	-
Transitional adjustments	695	862	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C.01.00 (r220,c010)	Articles 48(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	1,047	753	C.01.00 (r240,c010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	-352	109	C.01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR
Additional Tier 1 Capital (net of deductions and after transitional adjustments)	7,292	7,644	C.01.00 (r530,c010)	Article 61 of CRR
Additional Tier 1 Capital instruments	2,144	3,411	C.01.00 (r540,c010) + C.01.00 (r670,c010)	-
Excess deduction from T2 items over T2 capital	0	0	C.01.00 (r720,c010)	-
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 (r748,c010)	-
Tier 1 Capital (net of deductions and after transitional adjustments)	76,854	78,864	C.01.00 (r615,c010)	Article 25 of CRR
Tier 2 Capital (net of deductions and after transitional adjustments)	9,066	10,075	C.01.00 (r750,c010)	Article 71 of CRR
Tier 2 Capital instruments	10,148	12,115	C.01.00 (r760,c010) + C.01.00 (r890,c010)	-
Other Tier 2 Capital components and deductions	-2,688	-2,890	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)	-
Tier 2 transitional adjustments	1,606	850	C.01.00 (r880,c010) + C.01.00 (r900,c010) + C.01.00 (r960,c010)	-

Capital Ratios (Transitional Period)

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)
COMMON EQUITY TIER 1 CAPITAL RATIO	11.05%	11.24%
TIER 1 CAPITAL RATIO	12.21%	12.45%
TOTAL CAPITAL RATIO	13.65%	14.04%

Fully Loaded CET1 Capital

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	Formula
COMMON EQUITY TIER 1 CAPITAL (fully loaded)	68,867	70,358	[IA.1-A.I.13-A.I.21+MIN(A2+A.1.3- A2.2-A.2.4+MIN(A4+A.2.2- A4.3,0)] (I)
COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded)	10.94%	11.11%	[D-1]/[B-1]

Risk Exposure Amounts

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Risk exposure amounts for credit risk	539,456	542,994
Risk exposure amount for securitisation and re-securitisations in the banking book	12,625	10,135
Risk exposure amount for contributions to the default fund of a CCP	554	534
Risk exposure amount Other credit risk	526,277	532,326
Risk exposure amount for position, foreign exchange and commodities (Market risk)	23,764	22,192
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	1,624	1,180
Risk exposure amount for Credit Valuation Adjustment	3,507	4,412
Risk exposure amount for operational risk	60,548	61,459
Other risk exposure amounts	2,352	2,491
Total Risk Exposure Amount	629,626	633,548

Profit and Loss (P&L)

Item	As of 31/12/2015 (mln EUR)	As of 30/06/2016 (mln EUR)
Interest income	38,000	18,548
Of which debt securities income	3,440	1,566
Of which loans and advances income	27,207	13,333
Interest expenses	15,881	7,530
(Of which deposits expenses)	6,648	3,508
(Of which debt securities issued expenses)	2,476	982
(Expenses on share capital repayable on demand)	0	0
Dividend income	2,404	1,240
Net Fee and commission income	10,798	5,060
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	1,597	1,151
Gains or (-) losses on financial assets and liabilities held for trading, net	3,794	-1,082
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	2,953	1,341
Gains or (-) losses from hedge accounting, net	162	-11
Exchange differences [gain or (-) loss], net	-3,571	1,696
Net other operating income /(expenses)	1,561	876
TOTAL OPERATING INCOME, NET	41,816	21,290
(Administrative expenses)	26,774	13,379
(Depreciation)	1,624	797
(Provisions or (-) reversal of provisions)	-794	57
(Commitments and guarantees given)	19	17
(Other provisions)	-814	40
(Of which pending legal issues and tax litigation)	4	-
(Of which restructuring)	64	-
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	3,801	1,563
(Loans and receivables)	3,767	1,511
(Held to maturity investments, AFS assets and financial assets measured at cost)	34	52
(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets)	982	42
(of which Goodwill)	993	54
Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates	1,069	574
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	0	0
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	10,498	6,025
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	7,036	4,577
Profit or (-) loss after tax from discontinued operations	0	0
PROFIT OR (-) LOSS FOR THE YEAR	7,036	4,577
Of which attributable to owners of the parent	6,694	4,374

Market Risk

Item	As of 31/12/2015 (mil EUR)	As of 30/06/2016 (mil EUR)
Traded Debt Instruments	850	497
Of which: General risk	112	166
Of which: Specific risk	739	330
Equities	1	0
Of which: General risk	0	0
Of which: Specific risk	0	0
Foreign exchange risk	1,874	979
Commodities risk	0	0
Total	2,725	1,476

Credit Risk - Standardised Approach

Consolidated Data

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	49,106	43,971
Regional governments or local authorities	4,408	4,846
Public sector entities	14,899	15,233
Multilateral Development Banks	20	15
International Organisations	1,358	60
Institutions	71,694	88,323
Corporates	151,863	162,777
of which: SME	15,070	12,403
Retail	95,473	102,283
of which: SME	23,605	30,172
Secured by mortgages on immovable property	71,900	72,835
of which: SME	11,325	11,386
Exposures in default	16,105	14,629
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	1,676	1,815
Equity	5,708	6,059
Securitisation	649	907
Other exposures	26,858	26,248
Standardised Total	511,717	540,002

France

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	10,078	8,251
Regional governments or local authorities	348	397
Public sector entities	307	431
Multilateral Development Banks	0	0
International Organisations	60	60
Institutions	3,012	3,032
Corporates	2,449	2,896
of which: SME	231	234
Retail	1,870	2,094
of which: SME	319	350
Secured by mortgages on immovable property	63	111
of which: SME	173	126
Exposures in default	3,104	2,641
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	1,637	1,758
Equity	2,556	1,005
Securitisation	649	907
Other exposures	11,054	10,286
Standardised Total	511,717	540,002

United States

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)
Central governments or central banks	13,221	8,964
Regional governments or local authorities	1,056	1,050
Public sector entities	10,873	12,614
Multilateral Development Banks	0	0
International Organisations	0	0
Institutions	15,386	25,461
Corporates	43,638	45,559
of which: SME	3,754	1,490
Retail	22,074	27,156
of which: SME	105	5,007
Secured by mortgages on immovable property	21,815	23,053
of which: SME	173	126
Exposures in default	247	192
Items associated with particularly high risk	0	0
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	29	29
Equity	56	193
Securitisation	0	0
Other exposures	1,285	1,264
Standardised Total	511,717	540,002