EBA欧洲银行-FR_9695000CG7B84NLR5984_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - Crédit Mutuel Group

Core Content Overview

The document provides a detailed summary of the 2016 EU-wide Transparency Exercise for Crédit Mutuel Group, covering various aspects of capital structure, risk exposure, and profit and loss (P&L) performance. It includes data for both the transitional period and fully loaded capital, as well as breakdowns of credit risk and market risk.

Key Financial Indicators

Capital Structure (Transitional Period)

Own Funds: Increased from 43,097 million EUR to 47,297 million EUR
CET1 Capital: Increased from 36,199 million EUR to 39,344 million EUR
- CET1 Capital Elements:
  - Capital instruments eligible as CET1 Capital: Increased from 9,436 million EUR to 9,627 million EUR
  - Retained earnings: Increased from 33,288 million EUR to 36,390 million EUR
  - Accumulated other comprehensive income: Decreased from 844 million EUR to 488 million EUR
  - Minority interest given recognition in CET1 capital: Increased from 597 million EUR to 671 million EUR
  - Adjustments to CET1 due to prudential filters: Increased from -63 million EUR to -45 million EUR
  - Intangible assets: Decreased from 6,514 million EUR to 6,474 million EUR
  - Deductible DTAs: Decreased from 12 million EUR to 15 million EUR
  - IRB shortfall of credit risk adjustments: Decreased from 858 million EUR to 992 million EUR
  - Other deductions: Decreased from 497 million EUR to 430 million EUR
- Additional Tier 1 Capital: Decreased from 1,607 million EUR to 1,403 million EUR
- Tier 1 Capital: Increased from 37,806 million EUR to 40,747 million EUR
- Tier 2 Capital: Increased from 5,291 million EUR to 6,550 million EUR

Capital Ratios (Transitional Period)

Common Equity Tier 1 Ratio: Increased from 14.84% to 15.48%
Tier 1 Capital Ratio: Increased from 15.50% to 16.03%
Total Capital Ratio: Increased from 17.66% to 18.61%

Fully Loaded CET1 Capital

CET1 Capital: Increased from 36,222 million EUR to 39,220 million EUR
CET1 Capital Ratio: Increased from 14.85% to 15.43%

Risk Exposure Amounts

Total Risk Exposure Amount: Increased from 243,972 million EUR to 254,162 million EUR
- Credit Risk: Increased from 206,656 million EUR to 215,987 million EUR
- Securitisation and Re-securitisations (Banking Book): Increased from 771 million EUR to 926 million EUR
- Contributions to the Default Fund of a CCP: Increased from 19 million EUR to 91 million EUR
- Other Credit Risk: Increased from 205,866 million EUR to 214,970 million EUR
- Market Risk (Position, Foreign Exchange and Commodities): Increased from 4,451 million EUR to 4,614 million EUR
  - Traded Debt Instruments: Increased from 2,687 million EUR to 2,920 million EUR
  - Equities: Decreased from 1,762 million EUR to 1,691 million EUR
  - Commodities Risk: Remained constant at 2 million EUR

Profit and Loss (P&L)

Total Operating Income, Net: Decreased from 14,219 million EUR to 7,449 million EUR
Profit or (Loss) Before Tax from Continuing Operations: Decreased from 4,411 million EUR to 2,033 million EUR
Profit or (Loss) After Tax from Continuing Operations: Decreased from 3,118 million EUR to 1,461 million EUR
Profit or (Loss) from Discontinued Operations: Increased from -23 million EUR to 46 million EUR
Profit or (Loss) for the Year: Decreased from 3,096 million EUR to 1,508 million EUR

Credit Risk - Standardised Approach

Consolidated Data

Central Governments or Central Banks: Decreased from 107,970 million EUR to 72,198 million EUR
Regional Governments or Local Authorities: Decreased from 10,870 million EUR to 9,871 million EUR
Public Sector Entities: Increased from 2,361 million EUR to 34,655 million EUR
Multilateral Development Banks: Remained constant at 531 million EUR
International Organisations: Remained constant at 1,020 million EUR
Institutions: Decreased from 4,342 million EUR to 1,754 million EUR
Corporates: Decreased from 18,221 million EUR to 8,186 million EUR
- SME Corporates: Decreased from 1,444 million EUR to 1,084 million EUR
Retail: Increased from 39,792 million EUR to 13,988 million EUR
- SME Retail: Decreased from 3,553 million EUR to 1,511 million EUR
Secured by Mortgages on Immovable Property: Decreased from 10,003 million EUR to 4,474 million EUR
- SME Secured by Mortgages: Decreased from 2,239 million EUR to 334 million EUR
Exposures in Default: Decreased from 6,627 million EUR to 3,165 million EUR
Items Associated with Particularly High Risk: Decreased from 167 million EUR to 27 million EUR
Covered Bonds: Decreased from 296 million EUR to 136 million EUR
CIU (Collective Investments Undertakings): Decreased from 74 million EUR to 56 million EUR
Equity: Decreased from 224 million EUR to 197 million EUR
Securitisation: Remained constant at 229 million EUR
Other Exposures: Remained constant at 1,104 million EUR
Standardised Total: Decreased from 203,829 million EUR to 227,295 million EUR

France Data

Central Governments or Central Banks: Decreased from 90,384 million EUR to 72,198 million EUR
Regional Governments or Local Authorities: Decreased from 10,485 million EUR to 9,871 million EUR
Public Sector Entities: Increased from 2,359 million EUR to 34,655 million EUR
Institutions: Decreased from 1,275 million EUR to 1,754 million EUR
Corporates: Decreased from 8,386 million EUR to 8,186 million EUR
- SME Corporates: Decreased from 740 million EUR to 1,084 million EUR
Retail: Decreased from 11,584 million EUR to 13,988 million EUR
- SME Retail: Decreased from 1,562 million EUR to 1,511 million EUR
Secured by Mortgages on Immovable Property: Decreased from 4,159 million EUR to 4,474 million EUR
- SME Secured by Mortgages: Decreased from 349 million EUR to 44 million EUR
Exposures in Default: Decreased from 2,622 million EUR to 1,643 million EUR
Items Associated with Particularly High Risk: Decreased from 166 million EUR to 0 million EUR
Covered Bonds: Decreased from 44 million EUR to 136 million EUR
CIU: Decreased from 74 million EUR to 56 million EUR
Equity: Decreased from 17 million EUR to 9 million EUR
Other Exposures: Decreased from 457 million EUR to 449 million EUR
Standardised Total: Decreased from 180,702 million EUR to 201,863 million EUR

Germany Data

Central Governments or Central Banks: Remained constant at 3,914 million EUR
Regional Governments or Local Authorities: Remained constant at 231 million EUR
Public Sector Entities: Remained constant at 0 million EUR
Institutions: Decreased from 759 million EUR to 915 million EUR
Corporates: Decreased from 739 million EUR to 731 million EUR
- SME Corporates: Decreased from 58 million EUR to 32 million EUR
Retail: Decreased from 16,524 million EUR to 12,271 million EUR
- SME Retail: Decreased from 49 million EUR to 44 million EUR
Secured by Mortgages on Immovable Property: Decreased from 14 million EUR to 18 million EUR
- SME Secured by Mortgages: Remained constant at 0 million EUR
Exposures in Default: Decreased from 2,817 million EUR to 1,643 million EUR
Items Associated with Particularly High Risk: Remained constant at 0 million EUR
Covered Bonds: Remained constant at 0 million EUR
CIU: Remained constant at 0 million EUR
Equity: Decreased from 11 million EUR to 5 million EUR
Other Exposures: Remained constant at 208 million EUR
Standardised Total: Decreased from 2,660 million EUR to 1,627 million EUR

Luxembourg Data

Central Governments or Central Banks: Increased from 578 million EUR to 1,049 million EUR
Regional Governments or Local Authorities: Decreased from 9 million EUR to 9 million EUR
Public Sector Entities: Remained constant at 1 million EUR
Multilateral Development Banks: Decreased from 421 million EUR to 405 million EUR
International Organisations: Increased from 1,020 million EUR to 1,275 million EUR
Institutions: Increased from 194 million EUR to 266 million EUR
Corporates: Increased from 6,177 million EUR to 7,497 million EUR
- SME Corporates: Increased from 30 million EUR to 45 million EUR
Retail: Decreased from 175 million EUR to 142 million EUR
- SME Retail: Decreased from 21 million EUR to 13 million EUR
Secured by Mortgages on Immovable Property: Increased from 622 million EUR to 868 million EUR
- SME Secured by Mortgages: Increased from 0 million EUR to 1 million EUR
Exposures in Default: Increased from 62 million EUR to 128 million EUR
Items Associated with Particularly High Risk: Remained constant at 0 million EUR
Covered Bonds: Remained constant at 0 million EUR
CIU: Remained constant at 0 million EUR
Equity: Increased from 81 million EUR to 81 million EUR
Other Exposures: Increased from 208 million EUR to 208 million EUR
Standardised Total: Increased from 1,491 million EUR to 1,627 million EUR

Key Information and Regulatory Context

CET1 Capital is calculated under the transitional period, with adjustments made for minority interests, prudential filters, and intangible assets.
Tier 1 and Tier 2 Capital are also reported, showing an increase in both categories over the period.
The Total Risk Exposure Amount increased from 243,972 million EUR to 254,162 million EUR, with a notable rise in market risk exposure.
The Profit and Loss for the year decreased, reflecting a reduction in both pre- and post-tax profits from continuing operations.
The Standardised Approach is used for credit risk calculations, and the data is broken down by country, showing varying trends across France, Germany, and Luxembourg.

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