EBA欧洲银行-FR_9695000CG7B84NLR5984_TR_2018_22页_3mb
报告摘要
2018 EU-wide Transparency Exercise Summary - Groupe Crédit Mutuel
Core Information
- Bank Name: Groupe Crédit Mutuel
- LEI Code: 9695000CG7B84NLR5984
- Country Code: FR (France)
Own Funds (Transitional Period)
| Item | As of 31/12/2017 (min EUR) | As of 30/06/2018 (min EUR) | COREP CODE | Regulation |
|---|---|---|---|---|
| A | 53,648 | 53,207 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | 44,420 | 44,274 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | 9,781 | 9,961 | 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 | 41,628 | 40,979 | C:0.00 (130;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | 509 | 20 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 0 | 0 | C:0.00 (000;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C:0.00 (210;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 362 | 372 | C:0.00 (230;010) | Article 84 of CRR |
| A.1.7 | -74 | -68 | C:0.00 (255;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -6,376 | -6,391 | C:0.00 (300;010) + C:0.00 (340;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 | -4 | -5 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -1,170 | -518 | C:0.00 (380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | 0 | 0 | C:0.00 (390;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | 0 | 0 | C:0.00 (430;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | 0 | 0 | C:0.00 (440;010) | Articles 36(1) point (g) of CRR |
| A.1.14 | -296 | -260 | C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), C:0.00 (471;010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (b), 243(1) point (b), 244(1) point (b), and 258 of CRR |
| A.1.15 | -296 | -260 | C:0.00 (460;010) | Articles 36(1) point (b), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.16 | 0 | 0 | C:0.00 (480;010) | Articles 4(27), 36(1) point (h), 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.16 | 0 | 0 | C:0.00 (490;010) | Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR |
| A.1.17 | 0 | 0 | C:0.00 (500;010) | Articles 4(27); 36(1) point (b); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR |
| A.1.18 | 0 | 0 | C:0.00 (510;010) | Article 48 of CRR |
| A.1.19 | 0 | 0 | C:0.00 (524;010) | Article 3 CRR |
| A.1.20 | 0 | 0 | C:0.00 (529;010) | - |
| A.1.21 | 61 | 185 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 224 | 208 | C:0.00 (226;010) | Articles 48(1) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 1 | -23 | C:0.00 (246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | -164 | 0 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
| A.2 | 1,158 | 1,019 | C:0.00 (530;010) | Article 61 of CRR |
| A.3 | 45,578 | 45,293 | C:0.00 (615;010) | Article 25 of CRR |
| A.4 | 8,070 | 7,915 | C:0.00 (750;010) | Article 71 of CRR |
Capital Ratios (Transitional Period)
| Ratio | As of 31/12/2017 | As of 30/06/2018 | COREP CODE | Regulation |
|---|---|---|---|---|
| Common Equity Tier 1 Capital Ratio | 17.44% | 16.66% | GA3 (1) | - |
| Tier 1 Capital Ratio | 17.90% | 17.04% | GA3 (3) | - |
| Total Capital Ratio | 21.06% | 20.02% | GA3 (5) | - |
Fully Loaded CET1 Capital
- As of 31/12/2017: 44,359 mln EUR
- As of 30/06/2018: 44,089 mln EUR
- Note: Fully loaded CET1 capital ratio estimation is based on the formulae stated in column "COREP CODE". Differences may occur compared to the ratios published by the participating banks in their Pillar 3 disclosures.
Leverage Ratio
| Item | As of 31/12/2017 (mln EUR) | As of 30/06/2018 (mln EUR) | COREP CODE | Regulation |
|---|---|---|---|---|
| Tier 1 Capital - Transitional Definition | 45,578 | 45,293 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital - Fully Phased-in Definition | 44,406 | 44,136 | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures - Transitional Definition | 692,726 | 731,874 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures - Fully Phased-in Definition | 692,726 | 731,874 | C 47.00 (r290,c010) | - |
| Leverage Ratio - Transitional Definition | 6.6% | 6.2% | C 47.00 (r340,c010) | - |
| Leverage Ratio - Fully Phased-in Definition | 6.4% | 6.0% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Type | As of 31/12/2017 (mIn EUR) | As of 30/06/2018 (mIn EUR) |
|---|---|---|
| Credit Risk | 229,568 | 237,412 |
| Securitisation and Re-securitisations in the Banking Book | 702 | 752 |
| Contributions to the Default Fund of a CCP | 96 | 155 |
| Other Credit Risk | 228,770 | 236,505 |
| Position, Foreign Exchange and Commodities (Market Risk) | 2,625 | 3,496 |
| Risk Exposure Amount for Securitisation and Re-securitisations in the Trading Book | 264 | 157 |
| Credit Valuation Adjustment | 958 | 925 |
| Operational Risk | 21,528 | 23,940 |
| Other Risk Exposure Amounts | 6 | 0 |
| Total Risk Exposure Amount | 254,685 | 265,774 |
Credit Risk - Standardised Approach
| Item | As of 31/12/2017 | As of 30/06/2018 | Regulation |
|---|---|---|---|
| Original Exposure | 253,550 | 261,697 | Articles 8(3), 95, 96 and 98 of CRR |
| Exposure Value | - | - | - |
| Risk Exposure Amount | 60,690 | 59,578 | - |
| Value Adjustments and Provisions | 1,857 | 1,697 | - |
Additional Notes
- Original exposure is reported before considering credit conversion factors or credit risk mitigation techniques.
- Total value adjustments and provisions include general credit risk adjustments but not those countervailing securitisation purposes or other fund reductions.
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