EBA欧洲银行-BE_213800X3Q9LSAKRUWY91_TR_2015_25页_4mb

2015 EU-wide Transparency Exercise Summary for KBC Group NV

Core Content

The document presents the results of the 2015 EU-wide Transparency Exercise for KBC Group NV, a Belgian banking institution. It includes financial data related to capital structure, risk exposure amounts, and profit and loss (P&L) performance. The data is structured according to the Capital Requirements Regulation (CRR) and is reported for two key dates: 31 December 2014 and 30 June 2015.

Capital Structure

Own Funds

• 31/12/2014: 16,723 mln EUR
• 30/06/2015: 18,362 mln EUR

Common Equity Tier 1 (CET1) Capital

• 31/12/2014: 12,684 mln EUR
• 30/06/2015: 14,248 mln EUR
• CET1 Capital Ratio:
  • 31/12/2014: 14.35%
  • 30/06/2015: 16.89%

Additional Tier 1 (AT1) Capital

• 31/12/2014: 1,452 mln EUR
• 30/06/2015: 1,452 mln EUR

Tier 1 Capital

• 31/12/2014: 14,136 mln EUR
• 30/06/2015: 15,700 mln EUR
• Tier 1 Capital Ratio:
  • 31/12/2014: 15.99%
  • 30/06/2015: 18.61%

Tier 2 Capital

• 31/12/2014: 2,587 mln EUR
• 30/06/2015: 2,662 mln EUR
• Total Capital Ratio:
  • 31/12/2014: 18.92%
  • 30/06/2015: 21.76%

Key Capital Components

• Capital Instruments Eligible as CET1:

  • 31/12/2014: 6,715 mln EUR
  • 30/06/2015: 6,735 mln EUR

• Retained Earnings:

  • 31/12/2014: 5,793 mln EUR
  • 30/06/2015: 6,967 mln EUR

• Accumulated Other Comprehensive Income:

  • 31/12/2014: -1,084 mln EUR
  • 30/06/2015: -682 mln EUR

• Transitional Adjustments to CET1:

  • 31/12/2014: 1,607 mln EUR
  • 30/06/2015: 1,780 mln EUR

• Transitional Adjustments from Grandfathered CET1 Instruments:

  • 31/12/2014: 2,000 mln EUR
  • 30/06/2015: 2,000 mln EUR

• Other Transitional Adjustments to CET1:

  • 31/12/2014: -393 mln EUR
  • 30/06/2015: -220 mln EUR

Risk Exposure Amounts

Total Risk Exposure Amount

• 31/12/2014: 88,384 mln EUR
• 30/06/2015: 84,375 mln EUR

Breakdown of Risk Exposure Amounts

• Credit Risk:

  • 31/12/2014: 72,553 mln EUR
  • 30/06/2015: 68,471 mln EUR

• Securitisation and Re-securitisation (Banking Book):

  • 31/12/2014: 730 mln EUR
  • 30/06/2015: 577 mln EUR

• Contributions to the Default Fund of a CCP:

  • 31/12/2014: 10 mln EUR
  • 30/06/2015: 6 mln EUR

• Other Credit Risk:

  • 31/12/2014: 71,813 mln EUR
  • 30/06/2015: 67,888 mln EUR

• Market Risk (Foreign Exchange and Commodities):

  • 31/12/2014: 2,424 mln EUR
  • 30/06/2015: 2,679 mln EUR

• Operational Risk:

  • 31/12/2014: 10,612 mln EUR
  • 30/06/2015: 10,612 mln EUR

• Other Risk Exposure Amounts:

  • 31/12/2014: 1,567 mln EUR
  • 30/06/2015: 1,655 mln EUR

Additional Risk Exposure Details

• Securitisation Positions (Market Risk):

  • 31/12/2014: 237 mln EUR
  • 30/06/2015: 154 mln EUR

• Credit Valuation Adjustment (CVA):

  • 31/12/2014: 1,228 mln EUR
  • 30/06/2015: 958 mln EUR

• Value at Risk (VaR):

  • 31/12/2014: 51 mln EUR
  • 30/06/2015: 57 mln EUR

• Stressed VaR:

  • 31/12/2014: 18 mln EUR
  • 30/06/2015: 34 mln EUR

• Incremental Default and Migration Risk Capital Charge:

  • 31/12/2014: 76 mln EUR
  • 30/06/2015: 101 mln EUR

• All Price Risks Capital Charge for CTP:

  • 31/12/2014: 1,972 mln EUR
  • 30/06/2015: 9,184 mln EUR

Profit and Loss (P&L)

Total Operating Income, Net

• 31/12/2014: 6,356 mln EUR
• 30/06/2015: 3,319 mln EUR

Key P&L Components

• Interest Income:

  • 31/12/2014: 7,302 mln EUR
  • 30/06/2015: 3,387 mln EUR

• Interest Expenses:

  • 31/12/2014: 3,676 mln EUR
  • 30/06/2015: 1,528 mln EUR

• Dividend Income:

  • 31/12/2014: 507 mln EUR
  • 30/06/2015: 65 mln EUR

• Net Fee and Commission Income:

  • 31/12/2014: 1,822 mln EUR
  • 30/06/2015: 1,045 mln EUR

• Gains or Losses on Derecognition of Financial Assets and Liabilities:

  • 31/12/2014: 86 mln EUR
  • 30/06/2015: 40 mln EUR

• Gains or Losses on Financial Assets Held for Trading:

  • 31/12/2014: 107 mln EUR
  • 30/06/2015: 211 mln EUR

• Gains or Losses on Financial Assets Designated at Fair Value Through Profit or Loss:

  • 31/12/2014: -43 mln EUR
  • 30/06/2015: 7 mln EUR

• Gains or Losses from Hedge Accounting:

  • 31/12/2014: 12 mln EUR
  • 30/06/2015: -14 mln EUR

• Exchange Differences:

  • 31/12/2014: 109 mln EUR
  • 30/06/2015: 34 mln EUR

• Net Other Operating Income/(Expenses):

  • 31/12/2014: 130 mln EUR
  • 30/06/2015: 71 mln EUR

Profit and Loss

• Profit or Loss Before Tax from Continuing Operations:

  • 31/12/2014: 2,365 mln EUR
  • 30/06/2015: 1,309 mln EUR

• Profit or Loss After Tax from Continuing Operations:

  • 31/12/2014: 1,863 mln EUR
  • 30/06/2015: 984 mln EUR

• Profit or Loss for the Year:

  • 31/12/2014: 1,863 mln EUR
  • 30/06/2015: 984 mln EUR

Key Observations

• Capital Adequacy: KBC Group NV showed an improvement in its capital adequacy ratios from 2014 to 2015, with all three capital ratios increasing.
• Risk Exposure: The total risk exposure decreased from 88,384 mln EUR in 2014 to 84,375 mln EUR in 2015, indicating a reduction in overall risk.
• P&L Performance: Operating income and profit for the year both declined, reflecting a challenging financial environment.
• Transparency Exercise: The report aligns with the EU's regulatory framework, using the Standardised Approach for risk exposure and capital calculation.