EBA欧洲银行-FR_FR969500TJ5KRTCJQWXH_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary - Groupe Crédit Agricole

Core Information

Bank Name: Groupe Crédit Agricole
LEI Code: FR969500TJ5KRTCJQWXH
Country Code: FR (France)

Capital Structure (Transitional Period)

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)	COREP Code	Regulation
OWN FUNDS	100,667	96,261	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL	74,949	74,510	C 0.00 (020,010)	Article 50 of CRR
Capital instruments eligible as CET1	20,529	20,625	C 0.00 (030,010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	3,979	0	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	4,446	3,802	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	63,076	66,522	C 0.00 (0200,010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1	1,148	1,361	C 0.00 (0230,010)	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-1,301	-1,486	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-15,767	-15,747	C 0.00 (0300,010) + C 0.00 (0340,010)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
DTAs that rely on future profitability	-59	-52	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-391	-389	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	-11	-11	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from ATI items over ATI Capital	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	Articles 4(36), 36(1) point (h) and 89 to 91 of CRR; Articles 36(1) point (i) (a), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C 0.00 (0490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount exceeding the 17.65% threshold	0	0	C 0.00 (0510,010)	Article 48 of CRR
Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C 0.00 (0524,010)	Article 3 CRR
CET1 capital elements or deductions - other	-181	-138	C 0.00 (0529,010)	-
Transitional adjustments	-518	22	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	534	415	C 0.00 (0240,010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	-1,053	-392	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Item	As of 31/12/2016	As of 30/06/2017	COREP Code	Regulation
COMMON EQUITY TIER 1 CAPITAL RATIO	14.39%	14.33%	C A3 (1)	-
TIER 1 CAPITAL RATIO	16.11%	15.81%	C A3 (3)	-
TOTAL CAPITAL RATIO	19.32%	18.52%	C A3 (5)	-

CET1 Capital Fully Loaded

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)	COREP Code	Regulation
COMMON EQUITY TIER 1 CAPITAL (fully loaded)	75,467	74,487	[A.1-A.1.1.3-0.1.21+MIN(A.2+A.1.3-2.2-2.4+MIN(A.4+2.2-4.3,0)]	-
COMMON EQUITY TIER 1 CAPITAL RATI (fully loaded)	14.49%	14.33%	[D.1]/[B.1]	-

Leverage Ratio

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)	COREP Code	Regulation
Tier 1 capital - transitional definition	83,927	82,218	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
Tier 1 capital - fully phased-in definition	80,884	79,584	C 47.00 (r310,c010)	-
Total leverage ratio exposures - using a transitional definition of Tier 1 capital	1,462,417	1,484,211	C 47.00 (r300,c010)	-
Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	1,464,416	1,485,089	C 47.00 (r290,c010)	-
Leverage ratio - using a transitional definition of Tier 1 capital	5.7%	5.5%	C 47.00 (r340,c010)	-
Leverage ratio - using a fully phased-in definition of Tier 1 capital	5.5%	5.4%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Credit risk	463,490	463,788
Securitisation and re-securitisations in the banking book	5,769	5,712
Contributions to the default fund of a CCP	527	363
Other credit risk	457,193	457,713
Position, foreign exchange and commodities (Market risk)	7,695	6,775
Risk exposure amount for securitisation and re-securitisations in the trading book	133	120
Risk exposure amount for Credit Valuation Adjustment	4,479	3,898
Risk exposure amount for operational risk	45,298	45,419
Other risk exposure amounts	1	1
Total Risk Exposure Amount	520,963	519,880

Profit and Loss (P&L)

P&L Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Interest income	28,900	14,337
Of which debt securities income	1,817	933
Of which loans and advances income	24,466	12,033
Interest expenses	14,925	7,069
Of which deposits expenses	7,042	3,668
Of which debt securities issued expenses	5,701	2,263
Net Fee and commission income	11,978	6,391
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	739	178
Gains or (-) losses on financial assets and liabilities held for trading, net	2,124	742
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	-841	-547
Gains or (-) losses from hedge accounting, net	-328	-237
Exchange differences [gain or (-) loss], net	-98	347
Net other operating income/(expenses)	625	309
TOTAL OPERATING INCOME, NET	28,306	14,681
Administrative expenses	18,635	9,716
Depreciation	1,182	589
Provisions or (-) reversal of provisions	440	-231
Commitments and guarantees given	18	33
Other provisions	422	-264
Of which pending legal issues and tax litigation	162	-
Of which restructuring	34	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	2,136	586
Of which loans and receivables	2,213	756
Of which held to maturity investments, AFS assets and financial assets measured at cost	-77	-170
Of which investments in subsidiaries, joint ventures and associates and on non-financial assets	609	-4
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	7,078	5,069
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	5,116	3,838
Profit or (-) loss after tax from discontinued operations	8	15
PROFIT OR (-) LOSS FOR THE YEAR	5,124	3,853
Of which attributable to owners of the parent	4,777	3,651

Risk Exposure Amounts by Country

France

Risk Exposure Type	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Credit risk	463,490	463,788
Securitisation and re-securitisations in the banking book	5,769	5,712
Contributions to the default fund of a CCP	527	363
Other credit risk	457,193	457,713
Position, foreign exchange and commodities (Market risk)	7,695	6,775
Risk exposure amount for securitisation and re-securitisations in the trading book	133	120
Risk exposure amount for Credit Valuation Adjustment	4,479	3,898
Risk exposure amount for operational risk	45,298	45,419
Other risk exposure amounts	1	1
Total Risk Exposure Amount	520,963	519,880

Italy

Risk Exposure Type	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Credit risk	463,490	463,788
Securitisation and re-securitisations in the banking book	5,769	5,712
Contributions to the default fund of a CCP	527	363
Other credit risk	457,193	457,713
Position, foreign exchange and commodities (Market risk)	7,695	6,775
Risk exposure amount for securitisation and re-securitisations in the trading book	133	120
Risk exposure amount for Credit Valuation Adjustment	4,479	3,898
Risk exposure amount for operational risk	45,298	45,419
Other risk exposure amounts	1	1
Total Risk Exposure Amount	520,963	519,880

United States

Risk Exposure Type	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Credit risk	463,490	463,788
Securitisation and re-securitisations in the banking book	5,769	5,712
Contributions to the default fund of a CCP	527	363
Other credit risk	457,193	457,713
Position, foreign exchange and commodities (Market risk)	7,695	6,775
Risk exposure amount for securitisation and re-securitisations in the trading book	133	120
Risk exposure amount for Credit Valuation Adjustment	4,479	3,898
Risk exposure amount for operational risk	45,298	45,419
Other risk exposure amounts	1	1
Total Risk Exposure Amount	520,963	519,880

Market Risk

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Traded Debt Instruments	939	974
Of which: General risk	400	418
Of which: Specific risk	538	553
Equities	1	10
Of which: General risk	0	0
Of which: Specific risk	0	0
Foreign exchange risk	0	0
Commodities risk	0	0
Total Risk Exposure Amount	940	984

Credit Risk - Standardised Approach

Item	As of 31/12/2016 (€m)	As of 30/06/2017 (€m)
Central governments or central banks	50,858	36,073
Regional governments or local authorities	1,868	582
Public sector entities	3,413	719
Multilateral Development Banks	953	98
International Organisations	1,241	371
Institutions	63,609	43,921
Corporates	107,073	96,839
Of which: SME	14,282	7,473
Retail	30,447	10,873
Of which: SME	7,250	4,154
Secured by mortgages on immovable property	10,623	968
Of which: SME	655	356
Exposures in default	7,031	6,964
Items associated with particularly high risk	1	1
Covered bonds	197	76
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	29,007	32,422
Equity	1,845	1,670
Other exposures	19,792	17,875
Standardised Total	328,656	285,334

Key Observations

Capital Structure: The bank reported a decline in CET1 capital from 100,667 €m to 96,261 €m, and a decrease in Tier 1 capital from 83,927 €m to 82,218 €m during the transitional period.
Capital Ratios: The CET1 capital ratio decreased from 14.39% to 14.33%, and the total capital ratio decreased from 19.32% to 18.52%.
Leverage Ratio: The leverage ratio decreased from 5.7% to 5.5% using the transitional definition and from 5.5% to 5.4% using the fully phased-in definition.
Risk Exposure: The total risk exposure amount slightly decreased from 520,963 €m to 519,880 €m.
P&L: The bank reported a significant decline in operating income from 28,306 €m to 14,681 €m, along with a decrease in profit from continuing operations from 7,078 €m to 5,069 €m.
Market Risk: The total market risk exposure increased slightly from 940 €m to 984 €m.
Credit Risk: The bank's credit risk exposure under the standardised approach decreased from 328,656 €m to 285,334 €m.