D (Fully loaded CET1 Capital): 73,562 (2016) → 75,147 (2017)
E (Fully loaded CET1 Capital Ratio): 11.53% (2016) → 11.77% (2017)
Leverage Ratio
Item
As of 31/12/2016
As of 30/06/2017
A.1 (Tier 1 capital - transitional definition)
82,152
83,423
A.2 (Tier 1 capital - fully phased-in definition)
77,909
79,521
B.1 (Total leverage ratio exposures - transitional Tier 1)
1,859,091
1,978,711
B.2 (Total leverage ratio exposures - fully phased-in Tier 1)
1,860,151
1,979,163
C.1 (Leverage ratio - transitional Tier 1)
4.4%
4.2%
C.2 (Leverage ratio - fully phased-in Tier 1)
4.2%
4.0%
Risk Exposure Amounts
Risk Type
As of 31/12/2016 (EUR)
As of 30/06/2017 (EUR)
Credit Risk
638,207
638,399
- Traded Debt Instruments
908
1,030
- Foreign Exchange Risk
846
1,510
- Commodities Risk
0
0
- Other Risk Exposure Amounts
2,505
2,524
Credit Risk - Standardised Approach
Consolidated Data
Risk Type
As of 31/12/2016 (EUR)
As of 30/06/2017 (EUR)
Central governments or central banks
542,510
472,800
Regional governments or local authorities
535,750
543,626
Public sector entities
452,510
472,800
Corporates
529,390
459,282
- SME
440,510
412,282
Retail
232,839
228,111
- SME
1,585
1,690
Secured by mortgages on immovable property
1,585
1,690
- SME
3,247
3,234
Exposures in default
1,585
1,690
Standardised Total
1,585
1,690
Profit and Loss (P&L) Summary
Item
As of 31/12/2016 (EUR)
As of 30/06/2017 (EUR)
Interest Income
37,613
19,024
- Debt Securities Income
3,014
1,365
- Loans and Advances Income
27,124
13,959
Interest Expenses
15,760
8,165
- Deposits Expenses
7,575
3,993
- Debt Securities Issued Expenses
2,003
1,175
Dividend Income
1,855
1,595
Net Fee and Commission Income
10,335
5,438
Gains or (-) losses on derecognition
1,468
786
Gains or (-) losses on financial assets held for trading
3,356
4,430
Gains or (-) losses on financial assets at fair value through profit or loss
-799
-1,263
Gains or (-) losses from hedge accounting
36
73
Exchange differences
1,687
-1,735
Net other operating income/(expenses)
1,738
797
Total Operating Income, Net
41,528
20,980
Profit or (-) Loss Before Tax from Continuing Operations
10,661
6,176
Profit or (-) Loss After Tax from Continuing Operations
8,105
4,512
Key Information and Regulatory Context
Regulation: The data is based on the Capital Requirements Regulation (CRR), including Articles 4(118), 72, 36, 40, 42, 48, 50, 61, 71, 84, 89, 91, 153, 155, 159, 243, 258, 26(1), 26(2), 32–35, 429, 469–472, 478, 480, 481, 484–487.
Transitional Period: The capital ratios and components are calculated under the transitional period framework, reflecting adjustments from the previous capital standards.
Fully Loaded CET1 Capital: This is calculated using the formula: CET1 Capital (fully loaded) = [CET1 Capital (transitional) - A.1.3 + A.1.6 - A.1.7 - A.1.8 - A.1.9 - A.1.10 - A.1.11] + [A.2.4 - A.4.3]
The fully loaded CET1 Capital ratio is calculated as: CET1 Capital Ratio (fully loaded) = [D - 1] / [B - 1]
Summary of Trends
BNP Paribas SA showed a positive trend in CET1 Capital during the transitional period, increasing from 74,075 mln EUR to 75,530 mln EUR.
Total Capital increased slightly from 92,454 mln EUR to 93,762 mln EUR.
Leverage ratios decreased from 4.4% to 4.2% using the transitional definition and from 4.2% to 4.0% using the fully phased-in definition.
Credit Risk remained stable at around 638,207 mln EUR in both periods.
Profitability declined significantly, with Total Operating Income, Net dropping from 41,528 mln EUR to 20,980 mln EUR.
Net Profit After Tax also declined from 8,105 mln EUR to 4,512 mln EUR, indicating a challenging year for the bank.
