EBA欧洲银行-BE_LSGM84136ACA92XCN876_TR_2016_15页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary: AXA Bank Europe SA

Core Information

Bank Name: AXA Bank Europe SA
LEI Code: LSGM84136ACA92XCN876
Country Code: BE (Belgium)

Capital Structure (Transitional Period)

Own Funds

Item	As of 31/12/2015 (EUR)	As of 30/06/2016 (EUR)	COREP CODE	Regulation
Own Funds	1,038	991	C.01.00 (€010,c010)	Articles 4(118) and 72 of CRR
CET1 Capital	890	859	C.01.00 (€020,c010)	Article 50 of CRR
CET1 Eligible Instruments	681	681	C.01.00 (€030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained Earnings	267	266	C.01.00 (€130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated Other Comprehensive Income	134	100	C.01.00 (€180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	1	1	C.01.00 (€200,c010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for General Banking Risk	0	0	C.01.00 (€210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority Interest in CET1	0	0	C.01.00 (€230,c010)	Article 84 of CRR
Adjustments to CET1 due to Prudential Filters	-13	-21	C.01.00 (€250,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible Assets	-7	-7	C.01.00 (€300,c010) + C.01.00 (€340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
DTA on Future Profitability	-34	-28	C.01.00 (€370,c010)	Articles 36(1) point (c) and 38 of CRR
IRB Shortfall of Credit Risk Adjustments	-22	-23	C.01.00 (€380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets	0	0	C.01.00 (€390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings	0	0	C.01.00 (€430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from ATI Items	0	0	C.01.00 (€440,c010)	Articles 36(1) point (j) of CRR
Deductions on 1.250% Risk Weight Assets	0	0	C.01.00 (€450,c010) + C.01.00 (€460,c010) + C.01.00 (€470,c010) + C.01.00 (€471,c010) + C.01.00 (€472,c010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (k) (i), 243(1) point (k), 244(1) point (k) and 258 of CRR; Articles 36(1) point (l) (i), and 379(3) of CRR; Articles 36(1) point (k) (v) and 153(8) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
Holdings of CET1 Instruments (Non-Significant)	0	0	C.01.00 (€460,c010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
Deductible DTAs (Temporary Differences)	0	0	C.01.00 (€490,c010)	Articles 4(27), 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 Instruments (Significant)	0	0	C.01.00 (€500,c010)	Articles 4(27); 36(1) point (i), 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount Exceeding 17.65% Threshold	0	0	C.01.00 (€510,c010)	Article 48 of CRR
Additional Deductions due to Article 3 CRR	0	0	C.01.00 (€524,c010)	Article 3 CRR
CET1 Capital Elements or Deductions - Other	0	0	C.01.00 (€529,c010)	-
Transitional Adjustments	-117	-109	GA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-

Capital Ratios (Transitional Period)

Capital Ratio	As of 31/12/2015 (%)	As of 30/06/2016 (%)
CET1 Capital Ratio	18.20%	17.47%
Tier 1 Capital Ratio	20.04%	19.31%
Total Capital Ratio	21.23%	20.16%

Fully Loaded CET1 Capital

CET1 Capital (Fully Loaded): 1,008 (31/12/2015), 968 (30/06/2016)
CET1 Capital Ratio (Fully Loaded): 20.61% (31/12/2015), 20.09% (30/06/2016)

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Credit Risk	3,188	3,166
Securitisation (Banking Book)	0	0
Contributions to CCP Default Fund	8	3
Other Credit Risk	3,180	3,163
Market Risk (Position, FX, Commodities)	112	146
Credit Valuation Adjustment	98	80
Operational Risk	732	732
Other Risk Exposure Amounts	762	792
Total Risk Exposure Amount	4,891	4,916

Profit and Loss (P&L)

P&L Item	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Interest Income	2,235	1,331
Debt Securities Income	135	62
Loans and Advances Income	514	245
Interest Expenses	1,999	1,192
Deposits Expenses	168	65
Debt Securities Issued Expenses	131	59
Net Fee and Commission Income	8	4
Gains or Losses on Derecognition	59	47
Gains or Losses on Trading Financial Assets	32	-5
Gains or Losses on FVTPL Financial Assets	45	-3
Gains or Losses from Hedge Accounting	-45	-25
Exchange Differences	5	19
Net Other Operating Income/(Expenses)	30	17
Total Operating Income, Net	370	192
Administrative Expenses	247	158
Depreciation	4	2
Provisions or Reversal of Provisions	-7	-5
Commitments and Guarantees Given	-1	0
Other Provisions	-6	-5
Profit or Loss Before Tax from Continuing Operations	97	32
Profit or Loss After Tax from Continuing Operations	81	35
Profit or Loss from Discontinued Operations	-53	7
Profit or Loss for the Year	27	41

Capital Ratios by Country (Standardised Approach)

Belgium

Standardised Total: 10,963 (31/12/2015), 10,223 (30/06/2016)
Risk Exposure Amount: 1,155 (31/12/2015), 1,124 (30/06/2016)
Value Adjustments and Provisions: 153 (31/12/2015), 219 (30/06/2016)

Luxembourg

Standardised Total: 0 (31/12/2015), 0 (30/06/2016)
Risk Exposure Amount: 0 (31/12/2015), 0 (30/06/2016)
Value Adjustments and Provisions: 0 (31/12/2015), 0 (30/06/2016)

France

Standardised Total: 0 (31/12/2015), 0 (30/06/2016)
Risk Exposure Amount: 0 (31/12/2015), 0 (30/06/2016)
Value Adjustments and Provisions: 0 (31/12/2015), 0 (30/06/2016)

Notes

Original Exposure: Refers to the exposure before applying credit conversion factors or credit risk mitigation techniques.
Value Adjustments and Provisions: Include adjustments and provisions for risk exposure amounts.
Securitisation Exposures: Are excluded from the total value adjustments and provisions.

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