EBA欧洲银行-FR_549300HFEHJOXGE4ZE63_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary - SFIL (Société de Financement Local)

Core Information

Bank Name: SFIL (Société de Financement Local)
LEI Code: 549300HFEHJOXGE4ZE63
Country Code: FR (France)
Reporting Period: As of 31/12/2015 and 30/06/2016

Capital Structure (Transitional Period)

Own Funds

Item	31/12/2015 (€m)	30/06/2016 (€m)	COREP Code	Regulation
A.1.1	1,445	1,445	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	7	7	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR
A.1.3	-113	-131	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR
A.1.4	46	46	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR
A.1.6	0	0	C 0.00 (020,010)	Article 84 of CRR
A.1.7	-4	12	C 0.00 (0250,010)	Articles 32 to 35 of and 36(1) point (f) of CRR
A.1.8	-13	-18	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 CRR
A.1.9	-89	-121	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	0	0	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	0	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	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 (i) and 89 to 91 of CRR; Articles 36(1) point (ii), 243(1) point (iii), 244(1) point (iv), 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
A.1.14.1	0	0	C 0.00 (0460,010)	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 (0480,010)	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 (0490,010)	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 (0500,010)	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 (0510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (0524,010)	Article 3 CRR
A.1.20	0	0	C 0.00 (0529,010)	-
A.1.21	125	135	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	0	0	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	125	135	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Common Equity Tier 1 (CET1) Ratio: 24.51% (31/12/2015) → 23.37% (30/06/2016)
Tier 1 Ratio: 24.51% (31/12/2015) → 23.37% (30/06/2016)
Total Capital Ratio: 25.31% (31/12/2015) → 24.15% (30/06/2016)

Fully Loaded CET1 Capital

CET1 Capital (Fully Loaded): 1,280 (31/12/2015) → 1,240 (30/06/2016)
CET1 Capital Ratio (Fully Loaded): 22.33% (31/12/2015) → 21.07% (30/06/2016)

Risk Exposure Amounts

Risk Exposure Type	31/12/2015 (€m)	30/06/2016 (€m)
Credit Risk	4,951	5,112
Securitisation and Re-securitisation (Banking Book)	199	181
Contributions to the Default Fund of a CCP	0	0
Other Credit Risk	4,753	4,932
Market Risk (Foreign Exchange and Commodities)	2	0
Credit Valuation Adjustment	512	512
Operational Risk	197	197
Other Risk Exposure Amounts	68	65
Total Risk Exposure Amount	5,731	5,886

Profit and Loss (P&L)

P&L Item	31/12/2015 (€m)	30/06/2016 (€m)
Interest Income	4,095	1,806
Of which Debt Securities Income	39	19
Of which Loans and Advances Income	1,696	762
Interest Expenses	4,006	1,715
Of which Deposits Expenses	57	22
Of which Debt Securities Issued Expenses	1,846	827
Net Fee and Commission Income	-4	0
Gains or (-) Losses on Derecognition	-1	8
Gains or (-) Losses on Financial Assets (Trading)	0	0
Gains or (-) Losses on Financial Assets (FVTPL)	0	0
Gains or (-) Losses from Hedge Accounting	2	-35
Exchange Differences	0	0
Net Other Operating Income/(Expenses)	0	0
Total Operating Income, Net	86	64
Administrative Expenses	99	55
Depreciation	3	2
Profit or (-) Loss Before Tax	-30	13
Profit or (-) Loss After Tax	-59	7
Profit or (-) Loss for the Year	-59	7

Market Risk

Market Risk Exposure (Total): 2 (31/12/2015) → 0 (30/06/2016)
Market Risk Components:
- Traded Debt Instruments: 1 (31/12/2015) → 0 (30/06/2016)
- Foreign Exchange Risk: 1 (31/12/2015) → 0 (30/06/2016)
- Commodities Risk: 0 (31/12/2015) → 0 (30/06/2016)
- Credit Valuation Adjustment: 512 (31/12/2015) → 512 (30/06/2016)

Credit Risk - Standardised Approach

Total Risk Exposure Amount (Standardised Approach):

As of 31/12/2015: 11,822 (€m)
As of 30/06/2016: 12,186 (€m)

Breakdown by Counterparty Type (Standardised Approach):

Counterparty Type	31/12/2015 (€m)	30/06/2016 (€m)
Central Governments or Central Banks	1,079	960
Regional Governments or Local Authorities	4,902	5,143
Public Sector Entities	940	924
Corporates	832	798
Exposures in Default	238	238
Other Exposures	14	19
Standardised Total	11,822	12,186

Notes:

Original Exposure is reported before credit conversion factors or credit risk mitigation.
Value adjustments and provisions are not included in securitisation exposures.

Key Observations

SFIL's CET1 capital decreased from 1,445 (31/12/2015) to 1,422 (30/06/2016) due to deductions and transitional adjustments.
The CET1 capital ratio dropped from 24.51% to 23.37% during the transitional period.
Total risk exposure increased from 5,731 (31/12/2015) to 5,886 (30/06/2016).
The P&L showed a significant shift from a loss of -59 (31/12/2015) to a profit of 7 (30/06/2016).
Market risk exposure was minimal, with only 2 (€m) as of 31/12/2015 and dropped to 0 as of 30/06/2016.
The Standardised Approach for credit risk shows an increase in total risk exposure from 11,822 (€m) to 12,186 (€m).

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