EBA欧洲银行-EBA_TR_FR_9695000CG7B84NLR5984_29页_5mb
报告摘要
2016 EU-wide Stress Test Summary
Groupe Crédit Mutuel Overview
General Information
- Bank Name: Groupe Crédit Mutuel
- LEI Code: 9695000CG7B84NLR5984
- Country Code: FR
Financial Performance (in mln EUR)
| Metric |
Actual (31/12/2015) |
Baseline Scenario (31/12/2018) |
Adverse Scenario (31/12/2018) |
| Net Interest Income (3y Cumulative) |
- |
16,164.65 |
14,490.18 |
| Gains/Losses on Financial Assets (3y Cumulative) |
- |
591.00 |
-1,205.04 |
| Impairment Reversal (3y Cumulative) |
- |
-2,812.00 |
-5,753.46 |
| Profit/Loss for the Year (3y Cumulative) |
- |
3,948.51 |
-1,812.39 |
Capital and Risk Metrics
| Metric |
Actual (31/12/2015) |
Baseline Scenario (31/12/2018) |
Adverse Scenario (31/12/2018) |
| Common Equity Tier 1 (CET1) Capital |
39,551.88 |
43,215.22 |
36,028.94 |
| CET1 Ratio |
15.5% |
16.8% |
13.5% |
| Fully Loaded CET1 Ratio |
15.5% |
16.6% |
13.4% |
| Tier 1 Capital |
41,159.34 |
44,186.91 |
37,000.64 |
| Leverage Ratio |
6.5% |
7.0% |
5.8% |
| Fully Loaded Leverage Ratio |
6.2% |
6.8% |
5.6% |
| Total Risk Exposure Amount |
254,624.65 |
257,469.67 |
266,104.63 |
Coverage Ratio - Default Stock
- Default Stock Coverage Ratio: 58.34% (Actual), 41.39% (Baseline), 44.76% (Adverse)
Exposure and Risk Analysis
Exposure Values
| Segment |
A-IRB (Non-defaulted) |
A-IRB (Defaulted) |
F-IRB (Non-defaulted) |
F-IRB (Defaulted) |
| Central banks and central governments |
0 |
0 |
0 |
0 |
| Institutions |
52,527 |
4 |
0 |
0 |
| Corporates |
87,056 |
2,370 |
7,783 |
90 |
| Corporates - Spaced Lending |
0 |
0 |
7,783 |
90 |
| Corporates - SME |
26,356 |
1,033 |
0 |
0 |
| Retail |
257,016 |
7,113 |
0 |
0 |
| Retail - Secured on real estate property |
145,165 |
3,277 |
18,739 |
496 |
| Retail - Secured on real estate property - SME |
19,858 |
854 |
4,122 |
122 |
| Retail - Secured on real estate property - non-SME |
125,306 |
2,422 |
14,607 |
374 |
| Retail - Qualifying Revolving |
8,619 |
175 |
942 |
20 |
| Retail - Other Retail |
103,233 |
3,661 |
10,999 |
418 |
| Retail - Other Retail - SME |
30,545 |
2,411 |
4,942 |
271 |
| Retail - Other Retail - non-SME |
72,688 |
1,251 |
5,077 |
146 |
| Equity |
0 |
0 |
17,144 |
0 |
| Securitisation |
- |
- |
- |
- |
| Other non-credit obligation assets |
0 |
0 |
6,508 |
0 |
Risk Exposure Amounts
| Segment |
A-IRB (Non-defaulted) |
A-IRB (Defaulted) |
F-IRB (Non-defaulted) |
F-IRB (Defaulted) |
| Central banks and central governments |
0 |
0 |
0 |
0 |
| Institutions |
9,199 |
0 |
6,035 |
0 |
| Corporates |
51,599 |
1,139 |
6,035 |
0 |
| Corporates - Spaced Lending |
0 |
0 |
6,035 |
0 |
| Corporates - SME |
11,612 |
585 |
0 |
0 |
| Retail |
29,769 |
933 |
10,999 |
418 |
| Retail - Secured on real estate property |
18,739 |
496 |
14,607 |
374 |
| Retail - Secured on real estate property - SME |
4,122 |
122 |
0 |
0 |
| Retail - Secured on real estate property - non-SME |
14,607 |
374 |
0 |
0 |
| Retail - Qualifying Revolving |
942 |
20 |
0 |
0 |
| Retail - Other Retail |
10,999 |
418 |
0 |
0 |
| Retail - Other Retail - SME |
4,942 |
271 |
0 |
0 |
| Retail - Other Retail - non-SME |
5,077 |
146 |
0 |
0 |
| Equity |
0 |
0 |
0 |
0 |
| Securitisation |
- |
- |
- |
- |
| Other non-credit obligation assets |
0 |
0 |
0 |
0 |
Stock of Provisions
| Segment |
A-IRB (Non-defaulted) |
A-IRB (Defaulted) |
F-IRB (Non-defaulted) |
F-IRB (Defaulted) |
| Central banks and central governments |
0 |
0 |
0 |
0 |
| Institutions |
0 |
0 |
0 |
0 |
| Corporates |
194 |
1,156 |
0 |
0 |
| Corporates - Spaced Lending |
0 |
0 |
0 |
0 |
| Corporates - SME |
2 |
529 |
0 |
0 |
| Retail |
186 |
3,548 |
0 |
0 |
| Retail - Secured on real estate property |
1 |
1,133 |
0 |
0 |
| Retail - Secured on real estate property - SME |
1 |
309 |
0 |
0 |
| Retail - Secured on real estate property - non-SME |
4 |
824 |
0 |
0 |
| Retail - Qualifying Revolving |
0 |
141 |
0 |
0 |
| Retail - Other Retail |
128 |
2,374 |
0 |
0 |
| Retail - Other Retail - SME |
30 |
1,494 |
0 |
0 |
| Retail - Other Retail - non-SME |
180 |
781 |
0 |
0 |
| Equity |
0 |
0 |
0 |
0 |
| Securitisation |
- |
- |
- |
- |
| Other non-credit obligation assets |
0 |
0 |
0 |
0 |
Coverage Ratios
| Segment |
Coverage Ratio |
| Corporates - Spaced Lending |
11.9% |
| Corporates - SME |
51.2% |
| Retail |
49.9% |
| Retail - Secured on real estate property |
34.6% |
| Retail - Secured on real estate property - SME |
36.2% |
| Retail - Secured on real estate property - non-SME |
34.0% |
| Retail - Qualifying Revolving |
80.2% |
| Retail - Other Retail |
62.1% |
| Retail - Other Retail - SME |
62.0% |
| Retail - Other Retail - non-SME |
62.4% |
| IRB TOTAL |
11.0% |
Country-Specific Data
France
- IRB TOTAL: 367,114 (Exposure Values), 76,727 (Risk Exposure Amounts), 385 (Stock of Provisions)
- Coverage Ratio - Default Stock: 50.5%
- Retail - Secured on real estate property: 34.4%
- Retail - Secured on real estate property - SME: 36.1%
- Retail - Secured on real estate property - non-SME: 33.8%
- Retail - Other Retail: 62.0%
- Retail - Other Retail - SME: 62.0%
- Retail - Other Retail - non-SME: 62.3%
Germany
- IRB TOTAL: 6,406 (Exposure Values), 2,125 (Risk Exposure Amounts), 5 (Stock of Provisions)
- Coverage Ratio - Default Stock: 23.1%
- Retail - Secured on real estate property: 54.4%
- Retail - Secured on real estate property - SME: 44.6%
- Retail - Secured on real estate property - non-SME: 44.7%
- Retail - Other Retail: 23.6%
- Retail - Other Retail - SME: 71.6%
- Retail - Other Retail - non-SME: 21.2%
United States
- IRR TOTAL: 6,406 (Exposure Values), 2,125 (Risk Exposure Amounts), 5 (Stock of Provisions)
- Coverage Ratio - Default Stock: 100.0%
- Retail - Secured on real estate property: 86.2%
- Retail - Other Retail: 23.6%
- Retail - Other Retail - SME: 74.5%
- Retail - Other Retail - non-SME: 82.0%
Belgium
- TBB TOTAL: 1,127 (Exposure Values), 373 (Risk Exposure Amounts), 12 (Stock of Provisions)
- Coverage Ratio - Default Stock: 72.0%
- Retail - Secured on real estate property: 51.0%
- Retail - Secured on real estate property - SME: 44.6%
- Retail - Secured on real estate property - non-SME: 44.7%
- Retail - Other Retail: 81.1%
- Retail - Other Retail - SME: 46.0%
- Retail - Other Retail - non-SME: 82.0%
Switzerland
- IRB TOTAL: 1,181 (Exposure Values), 373 (Risk Exposure Amounts), 12 (Stock of Provisions)
- Coverage Ratio - Default Stock: 54.1%
- Retail - Secured on real estate property: 44.6%
- Retail - Secured on real estate property - SME: 23.7%
- Retail - Secured on real estate property - non-SME: 44.7%
- Retail - Other Retail: 81.1%
- Retail - Other Retail - SME: 46.0%
- Retail - Other Retail - non-SME: 82.0%
Luxembourg
- IRR TOTAL: 4,241 (Exposure Values), 3,310 (Risk Exposure Amounts), 0 (Stock of Provisions)
- Coverage Ratio - Default Stock: 75.4%
- Retail - Secured on real estate property: 47.9%
- Retail - Secured on real estate property - SME: 42.7%
- Retail - Other Retail: 64.4%
- Retail - Other Retail - SME: 74.5%
- Retail - Other Retail - non-SME: 78.5%
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