EBA欧洲银行-FR_96950001WI712W7PQG45_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - RCI Banque (Renault Crédit International)

Core Information

Bank Name: RCI Banque (Renault Crédit International)
LEI Code: 96950001WI712W7PQG45
Country Code: FR (France)

Own Funds - Transitional Period

Item	Description	31/12/2016 (EUR)	30/08/2017 (EUR)	COREP Code	Regulation
A	Own Funds	3,907	4,147	C.01.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	3,899	4,140	C.01.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	814	814	C.01.00 (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	1,896	2,015	C.01.00 (r130,010)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	-197	-251	C.01.00 (r180,010)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
A.1.4	Other Reserves	1,533	1,761	C.01.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C.01.00 (210,010)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	0	0	C.01.00 (r230,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	15	17	C.01.00 (r250,010)	Articles 32 to 35 of and 36(1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-92	-91	C.01.00 (r300,010) + C.01.00 (r340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
A.1.9	DTAs that rely on future profitability and do not arise from temporary differences	-49	-44	C.01.00 (r370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-52	-100	C.01.00 (r380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C.01.00 (r390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C.01.00 (r430,010)	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.01.00 (r440,010)	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	0	0	C.01.00 (r450,010) + C.01.00 (r460,010) + C.01.00 (r470,010) + C.01.00 (r472,010)	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) and 258 of CRR; Articles 36(1) point (l) (i), and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	Of which: from securitisation positions	0	0	C.01.00 (r460,010)	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.01.00 (r480,010)	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.01.00 (r490,010)	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.01.00 (r500,010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.18	Amount exceeding the 17.65% threshold	0	0	C.01.00 (r510,010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C.01.00 (r524,010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	0	C.01.00 (r529,010)	-
A.1.21	Transitional adjustments	32	20	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.01.00 (r220,010)	Articles 48(3) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	5	7	C.01.00 (r240,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	26	13	C.01.00 (r520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	0	0	C.01.00 (r530,010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	0	0	C.01.00 (r540,010) + C.01.00 (r670,010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C.01.00 (r720,010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	C.01.00 (r690,010) + C.01.00 (r700,010) + C.01.00 (r710,010) + C.01.00 (r720,010) + C.01.00 (r744,010) + C.01.00 (r748,010)	-
A.2.4	Additional Tier 1 transitional adjustments	0	0	C.01.00 (r660,010) + C.01.00 (r680,010) + C.01.00 (r730,010)	-
A.3	Tier 1 Capital	3,899	4,140	C.01.00 (r615,010)	Article 25 of CRR
A.4	Tier 2 Capital	7	7	C.01.00 (r750,010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	7	7	C.01.00 (r760,010) + C.01.00 (r890,010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	C.01.00 (r910,010) + C.01.00 (r920,010) + C.01.00 (r930,010) + C.01.00 (r940,010) + C.01.00 (r950,010) + C.01.00 (r970,010) + C.01.00 (r974,010) + C.01.00 (r978,010)	-
A.4.3	Tier 2 transitional adjustments	0	0	C.01.00 (r880,010) + C.01.00 (r900,010) + C.01.00 (r960,010)	-
Own Funds Requirements	Total Risk Exposure Amount	24,771	28,389	C.02.00 (r10,010)	Articles 92(3), 95, 96 and 98 of CRR

Capital Ratios - Transitional Period

Item	Description	31/12/2016 (%)	30/08/2017 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	15.74%	14.58%	CA3 (1)	-
C.2	Tier 1 Capital Ratio	15.74%	14.58%	CA3 (3)	-
C.3	Total Capital Ratio	15.77%	14.61%	CA3 (5)	-

CET1 Capital Fully Loaded

Item	Description	31/12/2016 (EUR)	30/08/2017 (EUR)	COREP Code	Regulation
D	CET1 Capital (fully loaded)	3,868	4,120	[Al:4.1.1.13-4.1.1.21+MIN(A:2.4+A:2.4+A:2.4+A:2.4+A:2.4)]	-
E	CET1 Capital Ratio (fully loaded)	15.61%	14.51%	[D:1] [B:8-1]	-

Leverage Ratio

Item	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)	COREP Code	Regulation
A.1	Tier 1 capital - transitional definition	3,899	4,140	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 capital - fully phased-in definition	3,868	4,120	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - using a transitional definition of Tier 1 capital	45,200	49,802	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	45,174	49,789	C 47.00 (r290,c010)	-
C.1	Leverage ratio - using a transitional definition of Tier 1 capital	8.6%	8.3%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - using a fully phased-in definition of Tier 1 capital	8.6%	8.3%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Risk exposure amount for credit risk	-	21,741	25,368
Risk exposure amount for securitisation and re-securitisations in the banking book	-	0	0
Risk exposure amount for contributions to the default fund of a CCP	-	0	0
Risk exposure amount Other credit risk	-	21,741	25,368
Risk exposure amount for position, foreign exchange and commodities (Market risk)	-	0	0
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	-	0	0
Risk exposure amount for Credit Valuation Adjustment	-	85	76
Risk exposure amount for operational risk	-	2,945	2,945
Other risk exposure amounts	-	0	0
Total Risk Exposure Amount	-	24,771	28,389

Profit and Loss (P&L)

Item	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Interest income	-	1,882	1,013
Of which debt securities income	-	10	6
Of which loans and advances income	-	1,803	973
Interest expenses	-	795	408
(Of which deposits expenses)	-	332	169
(Of which debt securities issued expenses)	-	431	206
(Expenses on share capital repayable on demand)	-	0	0
Dividend income	-	2	5
Net Fee and commission income	-	11	7
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	-	0	-7
Gains or (-) losses on financial assets and liabilities held for trading, net	-	-10	-8
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	-	0	0
Gains or (-) losses from hedge accounting, net	-	3	6
Exchange differences [gain or (-) loss], net	-	16	12
Net other operating income/(expenses)	-	269	185
TOTAL OPERATING INCOME, NET	-	1,377	804
(Administrative expenses)	-	455	263
(Depreciation)	-	7	4
(Provisions or (-) reversal of provisions)	-	5	-4
(Commitments and guarantees given)	-	4	1
(Other provisions)	-	2	-5
Of which pending legal issues and tax litigation	-	31	-
Of which restructuring	-	0	-
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	-	102	55
(Loans and receivables)	-	102	55
(Held to maturity investments, AFS assets and financial assets measured at cost)	-	0	0
(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets)	-	0	0
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	-	901	524
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	-	626	357
Profit or (-) loss after tax from discontinued operations	-	0	0
PROFIT OR (-) LOSS FOR THE YEAR	-	626	357
Of which attributable to owners of the parent	-	602	347

Market Risk

Item	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Traded Debt Instruments	-	0	0
Of which: General risk	-	0	0
Of which: Specific risk	-	0	0
Equities	-	0	0
Of which: General risk	-	0	0
Of which: Specific risk	-	0	0
Foreign exchange risk	-	0	0
Commodities risk	-	0	0
Total Risk Exposure Amount	-	0	0

Credit Risk - Standardised Approach

Consolidated Data (France)

Item	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Central governments or central banks	-	2,234	2,967
Regional governments or local authorities	-	41	42
Public sector entities	-	37	21
Multilateral Development Banks	-	5	5
International Organisations	-	118	112
Institutions	-	1,089	1,260
Corporates	-	5,027	5,668
of which: SME	-	2,844	3,049
Retail	-	5,436	5,834
of which: SME	-	1,130	1,340
Secured by mortgages on immovable property	-	0	0
of which: SME	-	0	0
Exposures in default	-	241	189
Items associated with particularly high risk	-	0	0
Covered bonds	-	0	0
Claims on institutions and corporates with a ST credit assessment	-	125	176
Collective investments undertakings (CIU)	-	0	0
Equity	-	198	177
Securitisation	-	0	0
Other exposures	-	1,213	1,342
Standardised Total	-	15,764	17,793

France (Detailed)

Item	Description	31/12/2016 (mln EUR)	30/06/2017 (mln EUR)
Central governments or central banks	-	1,436	2,036
Regional governments or local authorities	-	41	42
Public sector entities	-	0	0
Multilateral Development Banks	-	0	0
International Organisations	-	0	0
Institutions	-	107	112
Corporates	-	285	469
of which: SME	-	127	207
Retail	-	155	194
of which: SME	-	0	7
Secured by mortgages on immovable property	-	0	0
of which: SME	-	0	0
Exposures in default	-	11	10
Items associated with particularly high risk	-	0	0
Covered bonds	-	0	0
Claims on institutions and corporates with a ST credit assessment	-	41	52
Collective investments undertakings (CIU)	-	0	0
Equity	-	29	15
Securitisation	-	-	-
Other exposures	-	508	491
Standardised Total	-	15,764	17,793

Key Information

The bank's Own Funds increased from EUR 3,907 million to EUR 4,147 million during the transitional period.
CET1 Capital rose from EUR 3,899 million to EUR 4,140 million, while Tier 2 Capital remained constant at EUR 7 million.
Total Risk Exposure Amount increased from EUR 24,771 million to EUR 28,389 million.
Leverage ratio decreased from 8.6% to 8.3% using both transitional and fully phased-in definitions of Tier 1 capital.
Profit and Loss (P&L) showed a significant decline, with Net Operating Income dropping from EUR 1,377 million to EUR 804 million.
Credit Risk - Standardised Approach indicates a shift in risk exposure across various categories, with a notable increase in Standardised Total from EUR 15,764 million to EUR 17,793 million.