EBA欧洲银行-BE_LSGM84136ACA92XCN876_TR_2018_22页_2mb
报告摘要
2018 EU-wide Transparency Exercise Summary - AXA Bank Belgium (ABB)
Core Information
- Bank Name: AXA Bank Belgium (ABB)
- LEI Code: LSGM84136ACA92XCN876
- Country Code: BE
Capital Structure (Transitional Period)
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | OWN FUNDS | 1,146 | 1,114 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | COMMON EQUITY TIER 1 CAPITAL | 1,042 | 1,013 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital | 636 | 636 | 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 | Retained earnings | 426 | 420 | C:0.00 (030;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | 9 | -1 | C:0.00 (018;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 1 | 2 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 0 | 0 | C:0.00 (021;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 0 | 0 | C:0.00 (023;010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential fibers | 11 | 13 | C:0.00 (025;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | (-) Intangible assets (including Goodwill) | -12 | -15 | C:0.00 (030;010) + C:0.00 (040;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 | (-) TFAs that rely on future profitability and do not arise from temporary differences net of associated DTIs | 0 | -12 | C:0.00 (037;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | (-) IRB shortfall of credit risk adjustments to expected losses | -18 | -17 | C:0.00 (038;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | (-) Defined benefit pension fund assets | 0 | 0 | C:0.00 (039;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | (-) Reciprocal cross holdings in CET1 Capital | 0 | 0 | C:0.00 (043;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | (-) Excess deduction from AT1 items over AT1 Capital | 0 | 0 | C:0.00 (046;010) | Articles 36(1) point (g) of CRR |
| A.1.14 | (-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight | 0 | 0 | C:0.00 (045;010) + C:0.00 (046;010), C:0.00 (047;010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 74(3)1 point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (b), 43, 45, 47, 48(1) point (b), 49(3) to (3) and 75(4) of CRR |
| A.1.15 | (-) Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment | 0 | 0 | C:0.00 (046;010) | Articles 36(1) point (b), 24(3)1 point (b), 24(4)1 point (b) and 258 of CRR |
| A.1.16 | (-) Deductible DTAs that rely on future profitability and arise from temporary differences | 0 | 0 | C:0.00 (049;010) | Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | (-) Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment | 0 | 0 | C:0.00 (050;010) | Articles 4(27); 36(1) point (b); 43, 45, 47, 48(1) point (b); 49(3) to (3) and 79 of CRR |
| A.1.18 | (-) Amount exceeding the 17.65% threshold | 0 | 0 | C:0.00 (051;010) | Article 48 of CRR |
| A.1.19 | (-) Additional deductions of CET1 Capital due to Article 3 CRR | 0 | 0 | C:0.00 (054;010) | Article 3 CRR |
| A.1.20 | CET1 capital elements or deductions - other | -3 | -12 | C:0.00 (059;010) | - |
| A.1.21 | Transitional adjustments | -10 | 0 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | Transitional adjustments due to grandfathered CET1 Capital instruments | 0 | 0 | C:0.00 (022;010) | Articles 48(3)1 point (3), and 494 to 487 of CRR |
| A.1.21.2 | Transitional adjustments due to additional minority interests | 0 | 0 | C:0.00 (024;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | -10 | 0 | C:0.00 (052;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | ADDITIONAL TIER 1 CAPITAL | 90 | 90 | C:0.00 (053;010) | Article 61 of CRR |
| A.2.1 | Additional Tier 1 Capital instruments | 90 | 90 | C:0.00 (054;010) + C:0.00 (057;010) | - |
| A.2.2 | (-) Excess deduction from T2 items over T2 capital | 0 | 0 | C:0.00 (072;010) | - |
| A.2.3 | Other Additional Tier 1 Capital components and deductions | 0 | 0 | C:0.00 (069;010) + C:0.00 (070;010), + C:0.00 (071;010), + C:0.00 (072;010), + C:0.00 (073;010), + C:0.00 (074;010) | - |
| A.2.4 | Additional Tier 1 transitional adjustments | 0 | 0 | C:0.00 (069;010) + C:0.00 (068;010), + C:0.00 (073;010) | - |
| A.3 | TIER 1 CAPITAL | 1,132 | 1,103 | C:0.00 (015;010) | Article 25 of CRR |
| A.4 | TIER 2 CAPITAL | 14 | 10 | C:0.00 (075;010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 6 | 4 | C:0.00 (076;010) + C:0.00 (089;010) | - |
| A.4.2 | Other Tier 2 Capital components and deductions | 0 | 0 | C:0.00 (093;010) + C:0.00 (092;010), + C:0.00 (093;010), + C:0.00 (094;010), + C:0.00 (095;010), + C:0.00 (096;010), + C:0.00 (097;010), + C:0.00 (098;010) | - |
| A.4.3 | Tier 2 transitional adjustments | 8 | 6 | C:0.00 (088;010) + C:0.00 (090;010), + C:0.00 (096;010) | - |
Capital Ratios (Transitional Period)
| Item | Description | As of 31/12/2017 (%) | As of 30/06/2018 (%) | COREP Code | Regulation |
|---|---|---|---|---|---|
| C.1 | COMMON EQUITY TIER 1 CAPITAL RATIO | 19.70% | 17.25% | GAI (1) | - |
| C.2 | TIER 1 CAPITAL RATIO | 21.40% | 18.78% | GAI (3) | - |
| C.3 | TOTAL CAPITAL RATIO | 21.66% | 18.96% | GAI (5) | - |
CET1 Capital Fully loaded
| Item | Description | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| D | COMMON EQUITY TIER 1 CAPITAL (fully loaded) | 1,051 | 1,013 | (A:1-A:1,13-A:1,11-MHN:A:2,4-A:1,3-A:2,4-MHN:A:4,4-A:2,2-A:3,4-A:1,1) | - |
| E | COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded) | 20.20% | 17.25% | (D:1)/(F:8-1) | - |
Memo Items
| Item | Description | As of 31/12/2017 | As of 30/06/2018 | COREP Code | Regulation |
|---|---|---|---|---|---|
| F | Adjustments to CET1 due to IFRS 9 transitional arrangements | - | 0 | C:0.01 (044;010) | - |
| F | Adjustments to ATI due to IFRS 9 transitional arrangements | - | 0 | C:0.01 (044;010) | - |
| F | Adjustments to T2 due to IFRS 9 transitional arrangements | - | 0 | C:0.01 (044;010) | - |
| F | Adjustments included in RWAs due to IFRS 9 transitional arrangements | - | 0 | C:0.01 (045;040) | - |
Leverage Ratio
| Item | Description | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) | COREP Code | Regulation |
|---|---|---|---|---|---|
| A.1 | Tier 1 capital - transitional definition | 1,132 | 1,103 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR |
| A.2 | Tier 1 capital - fully phased-in definition | 1,141 | 1,103 | C 47.00 (r310,c010) | - |
| B.1 | Total leverage ratio exposures - using a transitional definition of Tier 1 capital | 26,284 | 27,261 | C 47.00 (r300,c010) | - |
| B.2 | Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital | 26,294 | 27,261 | C 47.00 (r290,c010) | - |
| C.1 | Leverage ratio - using a transitional definition of Tier 1 capital | 4.3% | 4.1% | C 47.00 (r340,c010) | - |
| C.2 | Leverage ratio - using a fully phased-in definition of Tier 1 capital | 4.3% | 4.1% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Item | Description | As of 31/12/2017 (mIn EUR) | As of 30/06/2018 (mIn EUR) | Regulation |
|---|---|---|---|---|
| Risk exposure amounts for credit risk | 3,468 | 3,515 | - | - |
| Risk exposure amount for securitisation and re-securitisations in the banking book | 0 | 0 | - | - |
| Risk exposure amount for contributions to the default fund of a CCP | 2 | 3 | - | - |
| Risk exposure amount Other credit risk | 3,466 | 3,512 | - | - |
| Total Risk Exposure Amount | 5,289 | 5,875 | - | - |
P&L (Profit and Loss)
| Item | Description | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) |
|---|---|---|---|
| Interest income | 1,606 | 1,003 | |
| Of which debt securities income | 35 | 19 | |
| Of which loans and advances income | 427 | 224 | |
| Interest expenses | 1,406 | 870 | |
| (Of which deposits expenses) | 108 | 43 | |
| (Of which debt securities issued expenses) | 97 | 43 | |
| (Expenses on share capital repayable on demand) | 0 | 0 | |
| Dividend income | 0 | 0 | |
| Net Fee and commission income | 10 | 10 | |
| 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 | 54 | 7 | |
| Gains or (-) losses on financial assets and liabilities held for trading, net | -8 | -4 | |
| Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net | 11 | 11 | |
| Gains or (-) losses from hedge accounting, net | 2 | -1 | |
| Exchange differences [gain or (-) loss], net | -4 | -6 | |
| Net other operating income /(expenses) | 37 | 18 | |
| TOTAL OPERATING INCOME, NET | 302 | 168 | |
| (Administrative expenses) | 235 | 133 | |
| (Depreciation) | 5 | 2 | |
| Modification gains or (-) losses, net | n.a. | 0 | |
| (Provisions or (-) reversal of provisions) | -13 | -4 | |
| (Commitments and guarantees given) | 0 | 0 | |
| (Other provisions) | -13 | -4 | |
| Of which pending legal issues and tax litigation1 | 1 | - | |
| Of which restructuring1 | 0 | - | |
| (Increases or (-) decreases of the fund for general banking risks, net)2 | 0 | 0 | |
| (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) | 13 | 9 | |
| (Financial assets at amortised cost) | n.a. | 9 | |
| (Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets) | 0 | 0 | |
| (of which Goodwill) | 0 | 0 | |
| Profit or (-) loss after tax from discontinued operations | 0 | 0 | |
| Profit or (-) loss for the year | 41 | 20 | |
| Of which attributable to owners of the parent | 41 | 20 |
Market Risk
| Item | Description | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) |
|---|---|---|---|
| Traded Debt Instruments | 178 | 156 | |
| Of which: General risk | 178 | 156 | |
| Of which: Specific risk | 0 | 0 | |
| Equities | 0 | 0 | |
| Foreign exchange risk | 0 | 0 | |
| Commodities risk | 0 | 0 | |
| Total Risk Exposure Amount | 178 | 156 |
Credit Risk - Standardised Approach
| Item | Description | As of 31/12/2017 (mIn EUR) | As of 30/06/2018 (mIn EUR) |
|---|---|---|---|
| Risk exposure amount for credit risk | 3,468 | 3,515 | |
| Risk exposure amount for securitisation and re-securitisations in the banking book | 0 | 0 | |
| Risk exposure amount for contributions to the default fund of a CCP | 2 | 3 | |
| Risk exposure amount Other credit risk | 3,466 | 3,512 | |
| Total Risk Exposure Amount | 5,289 | 5,875 |
Key Observations
- The own funds of AXA Bank Belgium (ABB) decreased from 1,146 mln EUR at the end of 2017 to 1,114 mln EUR at the end of 2018.
- The CET1 capital was 1,042 mln EUR at the end of 2017 and 1,013 mln EUR at the end of 2018.
- The total risk exposure amount increased from 5,289 mln EUR to 5,875 mln EUR, reflecting a rise in credit risk exposure.
- The leverage ratio decreased from 4.3% to 4.1% using both transitional and fully phased-in definitions.
- The capital ratios also declined, with the common equity tier 1 capital ratio dropping from 19.70% to 17.25%, and the total capital ratio from 21.66% to 18.96%.
- The profit and loss for the year decreased from 41 mln EUR to 20 mln EUR, indicating a decline in net income.
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