EBA欧洲银行-FR_R0MUWSFPU8MPRO8K5P83_TR_2015_25页_4mb

报告摘要

2015 EU-wide Transparency Exercise Summary - BNP Paribas SA

Core Information

Bank Name: BNP Paribas SA
LEI Code: R0MUWSFPU8MPRO8K5P83
Country Code: FR (France)

Capital Structure Overview

The document outlines the capital structure of BNP Paribas SA as of December 31, 2014, and June 30, 2015, based on the Capital Requirements Regulation (CRR) and Capital Conservation Regulation (CCR). It includes various components of capital and their corresponding capital ratios.

Capital Components (as of 31/12/2014 and 30/06/2015)

Capital Component	31/12/2014 (EUR)	30/06/2015 (EUR)	COREP Code	Regulation
Own Funds	77,168	81,622	CA1 (1)	Articles 4(118) and 72 of CRR
CET1 Capital	64,470	67,855	CA1 (1.1.1)	Article 50 of CRR
Capital Instruments Eligible as CET1	26,810	26,873	CA1 (1.1.1.1)	Articles 26(1) (a) and (b), 27 to 29, 36(1) (f), and 42 of CRR
Retained Earnings	47,870	50,376	CA1 (1.1.1.2)	Articles 26(1) (c), 26(2), and 36(1) (a) and (f) of CRR
Accumulated Other Comprehensive Income	5,651	6,259	CA1 (1.1.1.3)	Articles 4(100), 26(1) (d), and 36(1) (f) of CRR
Other Reserves	365	363	CA1 (1.1.1.4)	Articles 4(117) and 26(1) (e) of CRR
Minority Interest	1,256	1,345	CA1 (1.1.1.7)	Article 84 of CRR
Adjustments to CET1	-2,516	-2,091	CA1 (1.1.1.9)	Articles 32 to 35 and 36(1) (f) of CRR
Intangible Assets	-13,760	-14,193	CA1 (1.1.1.10 + 1.1.1.11)	Articles 4(113), 36(1) (b), 37, 4(115), 36(1) (b), 37 (a), and 379(3) of CRR
DTA Adjustments	-1,232	-1,100	CA1 (1.1.1.12)	Articles 36(1) (c) and 38 of CRR
IRB Shortfall	-738	-853	CA1 (1.1.1.13)	Articles 36(1) (d), 40, and 159 of CRR
Defined Benefit Pension Fund Assets	-44	-151	CA1 (1.1.1.14)	Articles 4(109), 36(1) (e), and 41 of CRR
Additional Tier 1 Capital	5,908	6,053	CA1 (1.1.2)	Article 61 of CRR
Tier 1 Capital	70,378	73,908	CA1 (1.1)	Article 25 of CRR
Tier 2 Capital	6,790	7,713	CA1 (1.2)	Article 71 of CRR
Total Capital	12.56%	12.96%	CA3 (5)	-

Capital Ratios

Common Equity Tier 1 (CET1) Ratio: 10.49% (31/12/2014) → 10.78% (30/06/2015)
Tier 1 Capital Ratio: 11.45% (31/12/2014) → 11.74% (30/06/2015)
Total Capital Ratio: 12.56% (31/12/2014) → 12.96% (30/06/2015)

Risk Exposure Amounts

The total risk exposure amounts for BNP Paribas SA are reported as follows:

As of 31/12/2014: 614,450 EUR
As of 30/06/2015: 629,585 EUR

Breakdown of Risk Exposure

Risk Type	31/12/2014 (EUR)	30/06/2015 (EUR)
Credit Risk	534,634	542,228
Securitisation and Re-securitisation (Banking Book)	13,988	14,813
Contributions to Default Fund of CCP	592	673
Other Credit Risk	520,055	526,743
Market Risk (Position, FX, Commodities)	20,357	24,050
Securitisation (Trading Book)	1,611	1,818
Credit Valuation Adjustment (CVA)	2,800	3,543
Operational Risk	54,433	57,397
Other Risk Exposure	2,225	2,366

Risk Exposure by Country

The risk exposure amounts are also broken down by country:

France: 50,375 EUR (Original Exposure) → 55,531 EUR (Exposure Value)
United States: 22,093 EUR (Original Exposure) → 22,094 EUR (Exposure Value)
Belgium: 5,533 EUR (Original Exposure) → 5,535 EUR (Exposure Value)
Italy: 3,901 EUR (Original Exposure) → 4,017 EUR (Exposure Value)

Key Notes

The "Original Exposure" is reported before considering credit conversion factors or credit risk mitigation techniques.
The "Value adjustments and provisions" are not included in the securitisation exposures.
The data includes various risk components such as VaR, Stressed VaR, Incremental Default and Migration Risk Capital Charge, and All Price Risks Capital Charge for CTP.

Profit and Loss (P&L) Overview

The P&L data shows the following:

As of 31/12/2014: Total Operating Income, Net = 37,876 EUR
As of 30/06/2015: Total Operating Income, Net = 21,876 EUR

Key P&L Items

P&L Item	31/12/2014 (EUR)	30/06/2015 (EUR)
Interest Income	36,469	20,491
Interest Expenses	16,100	9,377
Net Fee and Commission Income	10,369	5,470
Gains or Losses on Derecognition	1,293	1,082
Gains or Losses on Trading Financial Assets	987	2,931
Gains or Losses on Financial Assets at FVTPL	554	34
Gains or Losses from Hedge Accounting	34	52
Exchange Differences	633	-1,217
Net Other Operating Income/(Expenses)	1,462	786
Profit or Loss Before Tax from Continuing Operations	2,338	6,357
Profit or Loss After Tax from Continuing Operations	497	4,383
Profit or Loss for the Year	497	4,383

Provisions and Expenses

Item	31/12/2014 (EUR)	30/06/2015 (EUR)
Administrative Expenses	24,045	13,728
Depreciation	1,526	795
Provisions or Reversal of Provisions	695	-419
Commitments and Guarantees Given	-5	-8
Other Provisions	700	-411
Impairment or Reversal of Impairment	9,851	1,971
Impairment on Loans and Advances	9,826	1,938
Impairment on Held to Maturity Investments	25	33
Impairment on Investments in Subsidiaries, Joint Ventures, and Associates	374	-7
Impairment on Goodwill	357	0
Share of Profit or Loss on Investments	953	549
Net Other Operating Income/(Expenses)	1,462	786

Summary of Key Trends

BNP Paribas SA showed an increase in both CET1 and Tier 1 capital from 2014 to 2015.
The Total Capital ratio also improved during the same period.
The risk exposure increased from 614,450 EUR to 629,585 EUR, with notable increases in market risk and operational risk.
The P&L for the year improved significantly, with a profit after tax increasing from 497 EUR to 4,383 EUR.

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