EBA欧洲银行-BE_A5GWLFH3KM7YV2SFQL84_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - Belfius Banque SA

Core Information

Bank Name: Belfius Banque SA
LEI Code: A5GWLFH3KM7YV2SFQL84
Country Code: BE (Belgium)

Capital Structure (Transitional Period)

Own Funds

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)	COREP Code	Regulation
A	8,328	8,888	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	7,479	7,523	C 0.00 (020,010)	Article 50 of CRR
A.1.1	3,667	3,667	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	1,222	834	C 0.00 (130,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-534	-573	C 0.00 (180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	3,382	3,863	C 0.00 (200,010)	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	0	0	C 0.00 (230,010)	Article 84 of CRR
A.1.7	-155	-91	C 0.00 (250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-174	-185	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	-218	-25	C 0.00 (370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C 0.00 (380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (390,010)	Articles 4(109), 36(1) point (e) 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)	Article 36(1) point (j) of CRR
A.1.14	-303	-293	C 0.00 (450,010) + C 0.00 (460,010) + C 0.00 (470,010) + C 0.00 (471,010) + C 0.00 (472,010)	Articles 4(36), 36(1) point (b) 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 (k) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	-303	-293	C 0.00 (460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	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 (i); 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 of CRR
A.1.20	0	0	C 0.00 (529,010)	-
A.1.21	592	326	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (520,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	0	0	C 0.00 (524,010)	Articles 479 and 480 of CRR
A.1.21.3	592	326	C 0.00 (520,010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Item	As of 31/12/2015 (%)	As of 30/06/2016 (%)	COREP Code
C.1	15.90%	15.73%	C A3 (1)
C.2	15.90%	15.73%	C A3 (3)
C.3	17.71%	18.58%	C A3 (5)

CET1 Capital Fully Loaded

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)	Formula
D	6,887	7,197	[D.1]/[B.8-1]
E	14.65%	15.05%	-

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Credit risk	38,204	39,261
Securitisation risk	87	85
Default fund risk	109	151
Other credit risk	38,008	39,024
Market risk	1,777	1,322
Of which: FX and commodities	1,777	1,322
Of which: CVA risk	3,154	3,314
Operational risk	2,802	2,802
Other risk	1,089	1,134
Total Risk Exposure Amount	47,026	47,832

Profit and Loss (P&L)

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Interest income	4,052	1,760
Of which: Debt securities	505	215
Of which: Loans and advances	2,317	1,086
Interest expenses	2,614	1,066
Of which: Deposits expenses	199	79
Of which: Debt securities issued expenses	664	268
Dividend income	149	124
Net Fee and commission income	221	119
Gains or losses on derecognition	-98	-12
Gains or losses on trading	2	37
Gains or losses on fair value through profit or loss	46	-31
Gains or losses on hedge accounting	6	-33
Exchange differences	-17	16
Net other operating income/(expenses)	-173	-157
Total Operating Income, Net	1,573	757
Administrative expenses	821	397
Depreciation	77	35
Provisions or reversal of provisions	-3	0
Commitments and guarantees given	-3	0
Profit or loss before tax from continuing operations	565	297
Profit or loss after tax from continuing operations	445	243
Profit or loss for the year	445	243

Market Risk

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Traded Debt Instruments	76	66
Of which: General risk	0	0
Of which: Specific risk	76	66
Equities	261	316
Of which: Specific risk	15	1
Foreign exchange risk	0	0
Commodities risk	1	1
Total Risk Exposure Amount	338	384

Credit Risk - Standardised Approach

Consolidated Data (Belgium)

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Central governments or central banks	1.341	1.481
Regional governments or local authorities	401	1.102
Public sector entities	418	21
Multilateral Development Banks	126	136
International Organisations	317	751
Institutions	2.067	2.589
Corporates	6.029	6.350
Of which: SME	1.914	2.221
Retail	620	639
Of which: SME	618	632
Secured by mortgages on immovable property	334	571
Of which: SME	153	205
Exposures in default	209	61
Items associated with particularly high risk	127	145
Covered bonds	32	31
Claims on institutions and corporates with a ST credit assessment	9	9
Collective investments undertakings (CIU)	5	3
Equity	1,696	1,706
Other exposures	5,328	5,967
Standardised Total	19,060	22,116

Country Breakdown

Belgium

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Central governments or central banks	24	24
Regional governments or local authorities	73	68
Public sector entities	66	22
Institutions	4	15
Corporates	4,895	5,558
Of which: SME	0	0
Retail	0	0
Secured by mortgages on immovable property	10	13
Exposures in default	9	3
Items associated with particularly high risk	1	1
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	9	9
Collective investments undertakings (CIU)	3	3
Equity	1,696	1,706
Other exposures	4,895	5,558
Standardised Total	37	42

United Kingdom

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Central governments or central banks	0	0
Regional governments or local authorities	0	0
Public sector entities	0	0
Institutions	0	22
Corporates	61	65
Of which: SME	17	16
Secured by mortgages on immovable property	10	13
Exposures in default	9	3
Items associated with particularly high risk	1	1
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	9	9
Collective investments undertakings (CIU)	0	0
Equity	0	0
Other exposures	0	0
Standardised Total	0	4

France

Item	As of 31/12/2015 (EUR m)	As of 30/06/2016 (EUR m)
Central governments or central banks	927	929
Regional governments or local authorities	0	713
Public sector entities	0	0
Institutions	0	22
Corporates	61	65
Of which: SME	17	16
Secured by mortgages on immovable property	10	13
Exposures in default	9	3
Items associated with particularly high risk	1	1
Covered bonds	0	0
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	0	0
Other exposures	0	0
Standardised Total	0	4

Summary of Key Observations

Capital Adequacy: Belfius Banque SA maintained a CET1 capital ratio of 15.90% and 15.73% during the transitional period, with a fully loaded CET1 ratio of 14.65% and 15.05%.
Risk Exposure: The total risk exposure increased from 47,026 million EUR (as of 31/12/2015) to 47,832 million EUR (as of 30/06/2016), with credit risk being the largest component.
Market Risk: Market risk exposure decreased from 1,777 million EUR to 1,322 million EUR, primarily due to FX and commodities risk.
P&L Performance: Operating income declined from 1,573 million EUR (as of 31/12/2015) to 757 million EUR (as of 30/06/2016), with a net profit after tax of 243 million EUR.
Credit Risk by Country: Belgium had the highest credit risk exposure, with 19,060 million EUR as of 31/12/2015 and 22,116 million EUR as of 30/06/2016. The UK and France had minimal exposures.