EBA欧洲银行-LU_7W1GMC6J4KGLBBUSYP52_TR_2017_9页_925kb

报告摘要

2017 EU-wide Transparency Exercise Summary for J.P. Morgan Bank Luxembourg S.A.

Core Information

Bank Name: J.P. Morgan Bank Luxembourg S.A.
LEI Code: 7W1GMC6J4KGLBBUSYP52
Country Code: LU
Transparency Period: 2017 EU-wide Transparency Exercise

Capital Structure

Own Funds (Transitional Period)

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)	COREP Code	Regulation
A	1,143	1,116	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	1,143	1,116	C 0.00 (020,010)	Article 50 of CRR
A.1.1	10	10	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	1,115	1,090	C 0.00 (130,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	0	0	C 0.00 (180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	18	16	C 0.00 (200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (210,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	0	0	C 0.00 (230,010)	Article 84 of CRR
A.1.7	0	0	C 0.00 (250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	0	0	C 0.00 (300,010) + C 0.00 (340,010)	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	0	0	C 0.00 (370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C 0.00 (380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (440,010)	Article 36(1) point (j) of CRR
A.1.14	0	0	C 0.00 (450,010) + C 0.00 (460,010) + C 0.00 (470,010) + C 0.00 (471,010) + C 0.00 (472,010)	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 (460,010)	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 (480,010)	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 (490,010)	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 (500,010)	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	0	0	C 0.00 (510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (524,010)	Article 3 of CRR
A.1.20	0	0	C 0.00 (529,010)	-
A.1.21	0	0	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (520,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	0	0	C 0.00 (524,010)	Articles 479 and 480 of CRR
A.1.21.3	0	0	C 0.00 (520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	0	0	C 0.00 (530,010)	Article 61 of CRR
A.2.1	0	0	C 0.00 (540,010) + C 0.00 (570,010)	-
A.2.2	0	0	C 0.00 (5720,010)	-
A.2.3	0	0	C 0.00 (5690,010) + C 0.00 (790,010) + C 0.00 (710,010) + C 0.00 (740,010) + C 0.00 (744,010) + C 0.00 (748,010)	-
A.2.4	0	0	C 0.00 (5660,010) + C 0.00 (5680,010) + C 0.00 (770,010)	-
A.3	1,143	1,116	C 0.00 (615,010)	Article 25 of CRR
A.4	0	0	C 0.00 (750,010)	Article 71 of CRR
A.4.1	0	0	C 0.00 (760,010) + C 0.00 (890,010)	-
A.4.2	0	0	C 0.00 (910,010) + C 0.00 (920,010) + C 0.00 (930,010) + C 0.00 (940,010) + C 0.00 (950,010) + C 0.00 (970,010) + C 0.00 (974,010) + C 0.00 (978,010)	-
A.4.3	0	0	C 0.00 (480,010) + C 0.00 (590,010) + C 0.00 (596,010)	-

Capital Ratios (Transitional Period)

Item	As of 31/12/2016 (%)	As of 30/06/2017 (%)
C.1	54.90%	36.81%
C.2	54.90%	36.81%
C.3	54.90%	36.81%

CET1 Capital Fully Loaded

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
D	1,143	1,116
E	54.90%	36.81%

Leverage Ratio

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)	Leverage Ratio (%)
A.1	1,143	1,116	8.7%
A.2	1,143	1,116	8.7%
B.1	13,151	14,638	7.6%
B.2	13,151	14,638	7.6%

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Credit Risk	1,455	2,451
Securitisation and re-securitisations in the banking book	0	0
Contributions to the default fund of a CCP	0	0
Other credit risk	1,455	2,451
Market risk (position, foreign exchange and commodities)	0	0
Operational risk	626	581
Other risk exposure amounts	0	0
Total Risk Exposure Amount	2,082	3,032

Market Risk Details

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Traded Debt Instruments	0	0
Equities	0	0
Foreign exchange risk	0	0
Commodities risk	0	0
Total	0	0

Credit Risk - Standardised Approach

Item	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Total Risk Exposure Amount	1,455	2,451

Breakdown by Counterparty

Counterparty Type	As of 31/12/2016 (m€)	As of 30/06/2017 (m€)
Central governments or central banks	4,620	2,315
Corporates	2,748	1,085
Other exposures	67	111
Standardised Total	15,560	13,114

Key Notes

The bank does not report FINREP data on a consolidated level, so only COREP templates are published.
Original exposure is reported before applying credit conversion factors or risk mitigation techniques.
Total value adjustments and provisions do not include securitisation exposures.

展开完整摘要