EBA欧洲银行-LU_R7CQUF1DQM73HUTV1078_TR_2016_10页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Bank Information

Bank Name: Banque et Caisse d'Epargne de l'Etat, Luxembourg
LEI Code: R7CQUF1DQM73HUTV1078
Country Code: LU

Reporting Status

This bank does not report FINREP data on a consolidated level, and thus only COREP templates are published.

Own Funds (Transitional Period)

Item	Description	As of 31/12/2015	As of 30/06/2016
A	Own Funds	2,628	2,683
A.1	Common Equity Tier 1 Capital	2,528	2,589
A.1.1	Capital instruments eligible as CET1 Capital	174	174
A.1.2	Retained earnings	2,460	2,650
A.1.3	Accumulated other comprehensive income	818	538
A.1.4	Other Reserves	349	345
A.1.5	Funds for general banking risk	0	0
A.1.6	Minority interest given recognition in CET1 capital	0	0
A.1.7	Adjustments to CET1 due to prudential filters	0	2
A.1.8	Intangible assets (including Goodwill)	-15	-14
A.1.9	DTAs that rely on future profitability	0	0
A.1.10	IRB shortfall of credit risk adjustments to expected losses	-58	-113
A.1.11	Defined benefit pension fund assets	0	0
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0
A.1.13	Excess deduction from ATI items over ATI Capital	0	0
A.1.14	Deductions related to assets with 1.250% risk weight	0	0
A.1.15	Holdings of CET1 capital instruments of financial sector entities (no significant investment)	0	0
A.1.16	Deductible DTAs that rely on future profitability	0	0
A.1.17	Holdings of CET1 capital instruments of financial sector entities (significant investment)	-5	0
A.1.18	Amount exceeding 17.65% threshold	0	0
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0
A.1.20	CET1 capital elements or deductions - other	-195	-180
A.1.21	Transitional adjustments	-999	-812
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0
A.1.21.2	Transitional adjustments due to additional minority interests	0	0
A.1.21.3	Other transitional adjustments to CET1 Capital	-999	-812
A.2	Additional Tier 1 Capital	0	0
A.3	Tier 1 Capital	2,528	2,589
A.4	Tier 2 Capital	100	95

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2015	As of 30/06/2016
C.1	Common Equity Tier 1 Capital Ratio	17.84%	17.42%
C.2	Tier 1 Capital Ratio	17.84%	17.42%
C.3	Total Capital Ratio	18.54%	18.05%

Fully Loaded CET1 Capital

Item	Description	As of 31/12/2015	As of 30/06/2016
D	Common Equity Tier 1 Capital (Fully loaded)	3,527	3,401
E	Common Equity Tier 1 Capital Ratio (Fully loaded)	24.88%	22.88%

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (mIn EUR)	As of 30/06/2016 (mIn EUR)
Credit Risk	14,176	14,864
Securitisation and Re-securitisation in the Banking Book	387	358
Contributions to the Default Fund of a CCP	0	0
Other Credit Risk	12,558	13,182
Market Risk (Foreign Exchange and Commodities)	0	1
Credit Valuation Adjustment	122	200
Operational Risk	1,109	1,123
Total Risk Exposure Amount	14,176	14,864

Notes

The Total Risk Exposure Amount is calculated as the sum of all risk exposure types.
The Total Risk Exposure Amount is based on the formula provided in the COREP CODE column.
Original Exposure is reported before applying credit conversion factors or risk mitigation techniques.
Value adjustments and provisions do not include securitisation exposures.

Credit Risk - Standardised Approach

Country	Original Exposure	Exposure Value	Risk Exposure Amount	Value Adjustments and Provisions
Luxembourg	0	0	0	0
France	0	0	0	0
United Kingdom	0	0	0	0
Germany	0	0	0	0
Netherlands	0	0	0	0

Additional Notes on Credit Risk

The Standardised Approach is used for credit risk calculations.
Original Exposure is not adjusted for credit conversion factors or risk mitigation.
Value adjustments and provisions are reported for each country of counterparty and do not include securitisation exposures.
Equity risk exposure amounts are provided for each country.

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