EBA欧洲银行-FR_96950066U5XAAIRCPA78_TR_2017_14页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary: La Banque Postale

Core Content Overview

The document provides a detailed summary of the 2017 EU-wide Transparency Exercise for La Banque Postale, including information on own funds, capital ratios, leverage ratios, risk exposure amounts, and P&L (Profit and Loss) data.

Key Financial Metrics

Own Funds (Transitional Period)

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
OWN FUNDS	11,551	11,903
COMMON EQUITY TIER 1 CAPITAL	8,171	8,527
Capital instruments eligible as CET1 Capital	4,063	4,063
Retained earnings	1,384	1,484
Accumulated other comprehensive income	1,183	1,091
Other Reserves	2,803	2,915
Funds for general banking risk	0	0
Minority interest given recognition in CET1 capital	0	0
Adjustments to CET1 due to prudential filters	-286	-231
Intangible assets (including Goodwill)	-555	-576
DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	-10	-10
IRB shortfall of credit risk adjustments to expected losses	0	0
Defined benefit pension fund assets	0	0
Reciprocal cross holdings in CET1 Capital	0	0
Excess deduction from ATI items over ATI Capital	0	0
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0
Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0
Deductible DTAs that rely on future profitability and arise from temporary differences	0	0
Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	0
Amount exceeding the 17.65% threshold	0	0
Additional deductions of CET1 Capital due to Article 3 CRR	0	0
CET1 capital elements or deductions - other	0	0
Transitional adjustments	-411	-209

Capital Ratios (Transitional Period)

Capital Ratio	As of 31/12/2016	As of 30/06/2017
COMMON EQUITY TIER 1 CAPITAL RATIO	13.73%	13.55%
TIER 1 CAPITAL RATIO	15.07%	14.82%
TOTAL CAPITAL RATIO	19.40%	18.92%

CET1 Capital Fully Loaded

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
COMMON EQUITY TIER 1 CAPITAL	8,582	8,736

Leverage Ratios

Item	As of 31/12/2016	As of 30/06/2017
Tier 1 capital - transitional definition	8,971	9,327
Tier 1 capital - fully phased-in definition	9,382	9,536
Total leverage ratio exposures - using a transitional definition of Tier 1 capital	196,096	208,294
Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	196,507	208,503
Leverage ratio - using a transitional definition of Tier 1 capital	4.6%	4.5%
Leverage ratio - using a fully phased-in definition of Tier 1 capital	4.8%	4.6%

Risk Exposure Amounts

Risk Type	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Credit risk	59,534	62,918
Market risk	2,068	2,619
Operational risk	9,280	9,280

Profit and Loss (P&L) Summary

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Interest income	4,310	2,103
Of which debt securities income	862	418
Of which loans and advances income	3,050	1,429
Interest expenses	1,663	875
Of which deposits expenses	1,366	686
Of which debt securities issued expenses	144	84
Net Fee and commission income	2,556	1,338
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	180	93
Gains or (-) losses on financial assets and liabilities held for trading, net	-15	12
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	2	-3
Exchange differences [gain or (-) loss], net	2	-21
Net other operating income/(expenses)	-64	-5
TOTAL OPERATING INCOME, NET	5,323	2,662
Administrative expenses	4,370	2,207
Depreciation	171	87
Provisions or (-) reversal of provisions	-187	-65
Profit or (-) loss before tax from continuing operations	1,012	523
Profit or (-) loss after tax from continuing operations	736	383
Profit or (-) loss for the year	736	383
Of which attributable to owners of the parent	694	367

Market Risk Breakdown

Risk Type	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Equities	1,407	1,746
Foreign exchange risk	0	0
Commodities risk	228	226
Total market risk	2,068	2,619

Credit Risk - Standardised Approach

Consolidated Data

Risk Type	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Central governments or central banks	115,802	117,036
Regional governments or local authorities	7,333	5,953
Public sector entities	189	432
Multilateral Development Banks	182	178
International Organisations	431	476
Institutions	16,256	15,123
Corporates	12,368	14,638
Of which: SME	1,788	2,870
Retail	57,816	59,440
Of which: SME	1,067	1,221
Secured by mortgages on immovable property	16,193	16,197
Of which: SME	1,427	1,348
Exposures in default	1,354	1,382
Items associated with particularly high risk	648	619
Covered bonds	3,491	3,531
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	365	397
Equity	4,783	4,550
Securitisation	134	19
Other exposures	3,240	3,280
Standardised Total	240,585	245,264

Additional Notes

The CET1 capital increased from 8,171 million EUR to 8,527 million EUR during the transitional period.
The total risk exposure amount rose from 59,534 million EUR to 62,918 million EUR.
The leverage ratio decreased slightly from 4.6% to 4.5% using the transitional definition of Tier 1 capital.
The capital ratios showed a slight decline across all categories.
The P&L data reflects a significant drop in net operating income from 5,323 million EUR to 2,662 million EUR.
The market risk exposure increased from 2,068 million EUR to 2,619 million EUR.
The credit risk exposure, under the standardised approach, increased from 240,585 million EUR to 245,264 million EUR.