EBA欧洲银行-BE_LSGM84136ACA92XCN876_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary: AXA Bank Belgium SA

Core Information

Bank Name: AXA Bank Belgium SA
LEI Code: LSGM84136ACA92XCN876
Country Code: BE (Belgium)
Reporting Periods:
- As of 31/12/2016
- As of 30/06/2017

Own Funds (Transitional Period)

Item	Description	31/12/2016 (m€)	30/06/2017 (m€)	COREP Code	Regulation
A	Own Funds	1,105	1,054	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	CET1 Capital (net of deductions and after transitional adjustments)	994	947	C 0.00 (020,010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	681	636	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	Retained earnings	361	362	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	48	21	C 0.00 (018,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	1	1	C 0.00 (020,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	0	0	C 0.00 (020,010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential filters	-26	-7	C 0.00 (020,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	(-) Intangible assets (including Goodwill)	-9	-12	C 0.00 (030,010) + C 0.00 (030,010)	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	(-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	-18	-25	C 0.00 (030,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	(-) IRB shortfall of credit risk adjustments to expected losses	-17	-19	C 0.00 (030,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	(-) Defined benefit pension fund assets	0	0	C 0.00 (030,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	(-) Reciprocal cross holdings in CET1 Capital	0	0	C 0.00 (040,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	(-) Excess deduction from ATI items over ATI Capital	0	0	C 0.00 (040,010)	Article 36(1) point (j) of CRR
A.1.14	(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C 0.00 (040,010) + C 0.00 (040,010) + ...	Various CRR Articles
A.1.14.1	Of which: from securitisation positions (-)	0	0	C 0.00 (040,010)	Articles 36(1) point (k), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	(-) Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment	0	0	C 0.00 (040,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	(-) Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C 0.00 (040,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	(-) Holdings of CET1 capital instruments of financial sector entities where the institution has a significant investment	0	0	C 0.00 (050,010)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (j); 49(1) to (3) and 79 of CRR
A.1.18	(-) Amount exceeding the 17.65% threshold	0	0	C 0.00 (050,010)	Article 48 of CRR
A.1.19	(-) Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C 0.00 (050,010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	0	-7	C 0.00 (050,010)	-
A.1.21	Transitional adjustments	-28	-4	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C 0.00 (020,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C 0.00 (020,010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	-28	-4	C 0.00 (050,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	Additional Tier 1 Capital	90	90	C 0.00 (050,010)	Article 61 of CRR
A.3	Tier 1 Capital	1,084	1,037	C 0.00 (015,010)	Article 25 of CRR
A.4	Tier 2 Capital	21	16	C 0.00 (075,010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	12	9	C 0.00 (075,010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	C 0.00 (090,010) + ...	-
A.4.3	Tier 2 transitional adjustments	10	8	C 0.00 (080,010) + ...	-

Capital Ratios (Transitional Period)

Item	Description	31/12/2016 (%)	30/06/2017 (%)	COREP Code	Regulation
C.1	CET1 Capital Ratio	21.18%	19.41%	C33 (1)	-
C.2	Tier 1 Capital Ratio	23.10%	21.25%	C33 (3)	-
C.3	Total Capital Ratio	23.55%	21.59%	C33 (5)	-

CET1 Capital Fully Loaded

Item	Description	31/12/2016 (m€)	30/06/2017 (m€)	COREP Code	Regulation
D	CET1 Capital (Fully loaded)	1,022	951	[A.1-A.1.13-A.1.21+MIN(A.2+A.1.3- A.2.2-A.2.4+MIN(A.4+A.2.2+A.4.3,0)]	-

Leverage Ratio

Item	Description	31/12/2016 (%)	30/06/2017 (%)	COREP Code	Regulation
A.1	Tier 1 Capital - Transitional definition	1,084	1,037	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
A.2	Tier 1 Capital - Fully phased-in definition	1,112	1,041	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - Transitional definition	26,459	26,187	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - Fully phased-in definition	26,487	26,191	C 47.00 (r290,c010)	-
C.1	Leverage ratio - Transitional definition	4.1%	4.0%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - Fully phased-in definition	4.2%	4.0%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	31/12/2016 (m€)
Risk exposure amounts for credit risk	2,908	3,056
Risk exposure amount for securitisation and re-securitisations in the banking book	0	0
Risk exposure amount for contributions to the default fund of a CCP	1	1
Risk exposure amount Other credit risk	2,907	3,055
Risk exposure amount for position, foreign exchange and commodities (Market risk)	136	137
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	87	86
Risk exposure amount for operational risk	736	736
Other risk exposure amounts	825	865
Total Risk Exposure Amount	4,692	4,880

Profit and Loss (P&L)

Item	Description	31/12/2016 (m€)
Interest income	2,319	815
Of which debt securities income	100	15
Of which loans and advances income	464	215
Interest expenses	2,082	715
(Of which deposits expenses)	124	56
(Of which debt securities issued expenses)	116	50
(Expenses on share capital repayable on demand)	0	0
Dividend income	2	0
Net Fee and commission income	11	5
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	262	47
Gains or (-) losses on financial assets and liabilities held for trading, net	-2	-10
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	3	-8
Gains or (-) losses from hedge accounting, net	-206	7
Exchange differences [gain or (-) loss], net	24	3
Net other operating income/(expenses)	32	18
TOTAL OPERATING INCOME, NET	362	161
(Administrative expenses)	256	149
(Depreciation)	5	2
(Provisions or (-) reversal of provisions)	6	-8
(Commitments and guarantees given)	10	0
(Other provisions)	-4	-8
Of which pending legal issues and tax litigation	1	-
Of which restructuring	0	-
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	13	4
(Loans and receivables)	13	4
(Held to maturity investments, AFS assets and financial assets measured at cost)	0	0
(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets)	0	0
(of which Goodwill)	0	0
Negative goodwill recognised in profit or loss	0	0
Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates	0	0
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	0	0
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	83	13
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	67	20
Profit or (-) loss after tax from discontinued operations	28	0
PROFIT OR (-) LOSS FOR THE YEAR	95	20
Of which attributable to owners of the parent	95	20

Market Risk

Item	Description	31/12/2016 (m€)
Traded Debt Instruments	136	137
Of which: General risk	136	137
Of which: Specific risk	0	0
Equities	0	0
Risk exposure amount for position, foreign exchange and commodities (Market risk)	136	137
of which: Risk exposure amount for securitisation and re-securitisations in the trading book	0	0
Risk exposure amount for Credit Valuation Adjustment	87	86
Risk exposure amount for operational risk	736	736
Other risk exposure amounts	825	865
Total Risk Exposure Amount	4,692	4,880

Credit Risk - Standardised Approach

Item	Description	31/12/2016 (m€)
Central governments or central banks	3.231	1.953
Regional governments or local authorities	0	0
Public sector entities	208	205
Multilateral Development Banks	360	355
International Organisations	810	795
Institutions	1.019	1.580
Corporates	350	359
of which: SME	61	75
Retail	250	267
of which: SME	19	26
Secured by mortgages on immovable property	114	114
of which: SME	3	4
Exposures in default	15	13
Items associated with particularly high risk	8	8
Covered bonds	231	229
Claims on institutions and corporates with a ST credit assessment	0	0
Collective investments undertakings (CIU)	0	0
Equity	0	0
Securitisation	0	0
Other exposures	212	267
Standardised Total	6,807	6,145

Key Observations

The bank's CET1 capital decreased from 1,105 m€ to 1,054 m€ during the reporting period.
Tier 1 capital also decreased from 1,084 m€ to 1,037 m€, and Tier 2 capital from 21 m€ to 16 m€.
The CET1 capital ratio dropped from 21.18% to 19.41%, while the Tier 1 ratio decreased from 23.10% to 21.25%, and the Total capital ratio from 23.55% to 21.59%.
The leverage ratio was 4.1% in 2016 and 4.0% in 2017 under the transitional definition.
Total risk exposure increased from 4,692 m€ to 4,880 m€.
The P&L showed a significant decline in net income, from 362 m€ to 161 m€, with a decrease in profit after tax from 67 m€ to 20 m€.
The bank reported no securitisation exposures in the risk exposure amounts.
In the credit risk standardised approach, the total exposure decreased from 6,807 m€ to 6,145 m€, with some sub-sectors showing a decline in risk exposure.

展开完整摘要