2018 EU-wide Transparency Exercise Summary
Bank Information
- Bank Name: Banque et Caisse d'Epargne de l'Etat, Luxembourg
- LEI Code: R7CQUF1DQM73HUTV1078
- Country Code: LU
Capital Structure (Transitional Period)
The bank does not report FINREP data on a consolidated level and only publishes COREP templates.
| Item |
As of 31/12/2017 (EUR) |
As of 30/06/2018 (EUR) |
COREP CODE |
Regulation |
| A.1.1 |
174 |
174 |
€1.00 (€0.00,€0.00) |
Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 |
2,850 |
3,020 |
€1.00 (€0.130,€0.10) |
Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 |
546 |
580 |
€1.00 (€0.180,€0.10) |
Articles €(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 |
331 |
312 |
€1.00 (€0.00,€0.00) |
Articles €(117) and 26(1) point (e) of CRR |
| A.1.5 |
0 |
0 |
€1.00 (€0.15,€0.10) |
Articles €(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 |
0 |
0 |
€1.00 (€0.230,€0.10) |
Article 84 of CRR |
| A.1.7 |
-2 |
-3 |
€1.00 (€0.250,€0.10) |
Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 |
-19 |
-18 |
€1.00 (€0.300,€0.10) + C 0.00 (€0.40,€0.10) |
Articles €(113), 36(1) point (b) and 37 of CRR. Articles €(115), 36(1) point (b) and 37 point (a) of CCR |
| A.1.9 |
0 |
0 |
€1.00 (€0.370,€0.10) |
Articles 36(1) point (c) and 38 of CRR |
| A.1.10 |
-85 |
-20 |
€1.00 (€0.380,€0.10) |
Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 |
0 |
0 |
€1.00 (€0.390,€0.10) |
Articles €(109), 36(1) point (a) and 41 of CRR |
| A.1.12 |
0 |
0 |
€1.00 (€0.430,€0.10) |
Articles €(122), 36(1) point (g) and 44 of CRR |
| A.1.13 |
0 |
0 |
€1.00 (€0.460,€0.10) |
Articles 36(1) point (g) of CRR |
| A.1.20 |
-161 |
-140 |
€1.00 (€0.529,€0.10) |
- |
| A.1.21 |
-778 |
0 |
GAI (1.1.1.6 + 1.1.1.8 + 1.1.1.26) |
- |
| A.1.21.1 |
0 |
0 |
€1.00 (€0.226,€0.10) |
Articles 48(3)1 point (3), and 494 to 487 of CRR |
| A.1.21.2 |
0 |
0 |
€1.00 (€0.246,€0.10) |
Articles 479 and 480 of CRR |
| A.1.21.3 |
-778 |
0 |
€1.00 (€0.528,€0.10) |
Articles 469 to 472, 478 and 481 of CRR |
| A.2 |
0 |
0 |
€1.00 (€0.530,€0.10) |
Article 61 of CRR |
| A.3 |
2,855 |
3,904 |
€1.00 (€0.15,€0.10) |
Article 25 of CRR |
| A.4 |
79 |
69 |
€1.00 (€0.750,€0.10) |
Article 71 of CRR |
Capital Ratios (Transitional Period)
| Ratio |
As of 31/12/2017 |
As of 30/06/2018 |
COREP CODE |
| C.1 |
18.33% |
23.07% |
GAI (1) |
| C.2 |
18.33% |
23.07% |
GAI (3) |
| C.3 |
18.84% |
23.48% |
GAI (5) |
Fully Loaded CET1 Capital
- As of 31/12/2017: 3,634 EUR
- As of 30/06/2018: 3,904 EUR
Leverage Ratio
| Item |
As of 31/12/2017 (mln EUR) |
As of 30/06/2018 (mln EUR) |
COREP CODE |
Regulation |
| A.1 |
2,855 |
3,904 |
C 47.00 (r320,c010) |
Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| A.2 |
3,634 |
3,904 |
C 47.00 (r310,c010) |
- |
| B.1 |
48,946 |
50,820 |
C 47.00 (r300,c010) |
- |
| B.2 |
48,946 |
50,820 |
C 47.00 (r290,c010) |
- |
| C.1 |
5.8% |
7.7% |
C 47.00 (r340,c010) |
- |
| C.2 |
7.4% |
7.7% |
C 47.00 (r330,c010) |
- |
Risk Exposure Amounts
| Risk Exposure |
As of 31/12/2017 (mIn EUR) |
As of 30/06/2018 (mIn EUR) |
| Credit Risk |
13,314 |
14,506 |
| Securitisation and re-securitisations in the banking book |
291 |
62 |
| Contributions to the default fund of a CCP |
0 |
0 |
| Other credit risk |
13,023 |
14,444 |
| Market Risk (Foreign Exchange and Commodities) |
41 |
61 |
| Total Risk Exposure Amount |
15,576 |
16,922 |
Credit Risk - Standardised Approach
- As of 31/12/2017: 252 EUR
- As of 30/06/2018: 252 EUR
Credit Risk - IRB Approach
- As of 31/12/2017: 13,061 EUR
- As of 30/06/2018: 14,506 EUR
Summary of Key Information
- The bank does not report FINREP data on a consolidated level and only provides COREP templates.
- The capital structure is detailed, with all items reported under the transitional period.
- The fully loaded CET1 capital increased from 3,634 EUR to 3,904 EUR between the two reporting periods.
- The leverage ratio improved from 5.8% to 7.7%.
- Total risk exposure increased from 15,576 EUR to 16,922 EUR.
- Credit risk exposure rose from 13,314 EUR to 14,506 EUR.
- The IRB approach shows a higher risk exposure compared to the standardised approach.
- The bank's capital ratios under the transitional period increased, indicating improved capital position.
