EBA欧洲银行-FR_O2RNE8IBXP4R0TD8PU41_TR_2018_22页_3mb
报告摘要
Société Générale SA - 2018 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Société Générale SA
- LEI Code: O2RNE8IBXP4R0TD8PU41
- Country Code: FR (France)
- Exercise Year: 2018
- Transitional Period: Applicable for capital and risk-related calculations
Capital Structure and Ratios (Transitional Period)
Own Funds
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) | COREP Code | Regulation |
|---|---|---|---|---|
| A | 60,613 | 61,478 | C:0.00 (010;010) | Articles 4(118) and 72 of CRR |
| A.1 | 40,861 | 40,500 | C:0.00 (020;010) | Article 50 of CRR |
| A.1.1 | 18,633 | 18,631 | 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 | 6,207 | 4,927 | C:0.00 (130;010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | -651 | -1,174 | C:0.00 (180;010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | 24,632 | 26,510 | C:0.00 (300;010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | 0 | 0 | C:0.00 (210;010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | 1,572 | 1,537 | C:0.00 (230;010) | Article 84 of CRR |
| A.1.7 | -253 | -317 | C:0.00 (255;010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | -6,625 | -6,733 | C:0.00 (300;010) + C:0.00 (340;010) | Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR |
| A.1.9 | -2,102 | -2,055 | C:0.00 (370;010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | -868 | -466 | C:0.00 (380;010) | Articles 36(1) point (b), 40 and 159 of CRR |
| A.1.11 | -60 | -78 | C:0.00 (390;010) | Articles 4(109), 36(1) point (a) and 41 of CRR |
| A.1.12 | 0 | 0 | C:0.00 (430;010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | 0 | 0 | C:0.00 (440;010) | Articles 36(1) point (g) of CRR |
| A.1.14 | -24 | -13 | C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), and C:0.00 (471;010) | Articles 4(36), 36(1) point (b) and 89 to 91 of CRR. Articles 36(1) point (k), 74(3) point (b), 34(1) point (b) and 258 of CRR. Articles 36(1) point (k), 43, 45, 47; 48(1) point (b); 49(3) to (3) and 79 of CRR |
| A.1.15 | -24 | -13 | C:0.00 (460;010) | Articles 36(1) point (b), 243(1) point (b), 244(1) point (b) and 258 of CRR |
| A.1.16 | 0 | 0 | C:0.00 (480;010) | Articles 4(27), 36(1) point (h), 43 to 46, 49 (2) and (3) and 79 of CRR |
| A.1.17 | 0 | 0 | C:0.00 (490;010) | Articles 36(1) point (c) and 38. Articles 48(1) point (a) and 48(2) of CRR |
| A.1.18 | 0 | 0 | C:0.00 (510;010) | Articles 4(27); 36(1) point (b); 43, 45, 47; 48(1) point (b); 49(3) to (3) and 79 of CRR |
| A.1.19 | 0 | 0 | C:0.00 (524;010) | Article 3 CR |
| A.1.20 | -234 | -572 | C:0.00 (529;010) | - |
| A.1.21 | 634 | 302 | GAI (1.1.6 + 1.1.8 + 1.1.1.26) | - |
| A.1.21.1 | 0 | 0 | C:0.00 (226;010) | Articles 48(3) to (3), and 484 to 487 of CRR |
| A.1.21.2 | 262 | 0 | C:0.00 (246;010) | Articles 479 and 480 of CRR |
| A.1.21.3 | 373 | 302 | C:0.00 (528;010) | Articles 469 to 472, 478 and 481 of CRR |
Capital Ratios (Transitional Period)
| Ratio | As of 31/12/2017 | As of 30/06/2018 | COREP Code | Regulation |
|---|---|---|---|---|
| CET1 Capital | 40,861 | 40,500 | C:0.00 (020;010) | Article 50 of CRR |
| Tier 1 Capital | 49,514 | 49,731 | C:0.00 (615;010) | Article 25 of CRR |
| Tier 2 Capital | 11,100 | 11,747 | C:0.00 (750;010) | Article 71 of CRR |
| CET1 Capital Fully loaded | 40,227 | 40,197 | - | - |
| CET1 Capital Ratio (Fully loaded) | 11.39% | 11.07% | [D:A:1/(98-8.1)] | - |
Capital Ratios (Leverage Ratio)
| Item | As of 31/12/2017 | As of 30/06/2018 | COREP Code | Regulation |
|---|---|---|---|---|
| Tier 1 Capital - Transitional definition | 49,514 | 49,731 | C 47.00 (r320,c010) | Article 429 of the CRR; Delegated Regulation (EU) 2015/62 |
| Tier 1 Capital - Fully phased-in definition | 48,907 | 49,429 | C 47.00 (r310,c010) | - |
| Total Leverage Ratio Exposures - Transitional definition | 1,150,217 | 1,194,754 | C 47.00 (r300,c010) | - |
| Total Leverage Ratio Exposures - Fully phased-in definition | 1,149,844 | 1,194,452 | C 47.00 (r290,c010) | - |
| Leverage Ratio - Transitional definition | 4.3% | 4.2% | C 47.00 (r340,c010) | - |
| Leverage Ratio - Fully phased-in definition | 4.3% | 4.1% | C 47.00 (r330,c010) | - |
Risk Exposure Amounts
| Risk Exposure | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Credit Risk | 285,749 | 292,040 |
| Securitisation and Re-securitisation in Banking Book | 1,779 | 1,747 |
| Contributions to Default Fund of CCP | 1,163 | 1,058 |
| Other Credit Risk | 282,808 | 289,236 |
| Market Risk (Position, FX, Commodities) | 14,800 | 17,078 |
| Of which: Securitisation in Trading Book | 3,006 | 3,199 |
| Credit Valuation Adjustment | 3,760 | 5,036 |
| Operational Risk | 48,995 | 48,930 |
| Other Risk Exposure | 2 | 3 |
| Total Risk Exposure Amount | 353,306 | 363,087 |
P&L Summary
| Item | As of 31/12/2017 (EUR) | As of 30/06/2018 (EUR) |
|---|---|---|
| Interest Income | 21,702 | 10,877 |
| Of which: Debt Securities Income | 855 | 420 |
| Of which: Loans and Advances Income | 14,304 | 7,023 |
| Interest Expenses | 11,113 | 5,443 |
| Of which: Deposits Expenses | 3,833 | 1,967 |
| Of which: Debt Securities Issued Expenses | 0 | 0 |
| Dividend Income | 110 | 73 |
| Net Fee and Commission Income | 6,273 | 3,104 |
| Gains or (-) Losses on Derecognition | 363 | 92 |
| Gains or (-) Losses on Trading Financial Assets | 10,357 | -192 |
| Gains or (-) Losses on Financial Assets at Fair Value | -5,412 | 2,745 |
| Gains or (-) Losses from Hedge Accounting | 0 | 116 |
| Exchange Differences | 0 | 0 |
| Net Other Operating Income/(Expenses) | 664 | 766 |
| Total Operating Income, Net | 22,944 | 12,137 |
| Administrative Expenses | 16,061 | 9,446 |
| Depreciation | 972 | 470 |
| Modification Gains or (-) Losses | n.a. | 0 |
| Provisions or (-) Reversal of Provisions | 773 | -1,117 |
| Commitments and Guarantees Given | -9 | -75 |
| Other Provisions | 782 | -1,041 |
| Profit or (-) Loss Before Tax from Continuing Operations | 4,646 | 3,133 |
| Profit or (-) Loss After Tax from Continuing Operations | 3,186 | 2,335 |
| Profit or (-) Loss for the Year | 3,186 | 2,335 |
Market Risk Summary
| Risk Exposure | As of 31/12/2017 | As of 30/06/2018 |
|---|---|---|
| Traded Debt Instruments | 557 | 467 |
| Of which: General Risk | 96 | 31 |
| Of which: Specific Risk | 18 | 6 |
| Equities | 108 | 106 |
| Of which: General Risk | 77 | 25 |
| Of which: Specific Risk | 31 | 8 |
| Foreign Exchange Risk | 640 | 584 |
| Commodities Risk | 79 | 30 |
| Total Risk Exposure Amount | 1,384 | 1,187 |
Credit Risk - Standardised Approach Summary
| Exposure Type | As of 31/12/2017 | As of 30/06/2018 |
|---|---|---|
| Central Governments or Central Banks | 10,003 | 9,803 |
| Regional Governments or Local Authorities | 917 | 1,036 |
| Public Sector Entities | 491 | 359 |
| Multilateral Development Banks | 35 | 20 |
| Institutions | 54,232 | 53,346 |
| Corporates | 64,035 | 66,376 |
| Of which: SME | 18,841 | 19,077 |
| Retail | 41,261 | 42,019 |
| Of which: SME | 9,369 | 2,807 |
| Secured by Mortgages on Immovable Property | 13,229 | 13,688 |
| Of which: SME | 489 | 216 |
| Exposures in Default | 7,418 | 7,329 |
| Standardised Total | 218,988 | 222,407 |
Key Notes
- Fully loaded CET1 capital is calculated using specific COREP codes and may differ from ratios published by the bank in Pillar 3 disclosures.
- Original Exposure is reported before credit conversion factors or risk mitigation techniques.
- Value adjustments and provisions are included in the calculation of risk exposure amounts.
- The total risk exposure amount increased from 353,306 EUR to 363,087 EUR during the transitional period.
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