EBA欧洲银行-BE_A5GWLFH3KM7YV2SFQL84_TR_2017_16页_1mb

报告摘要

2017 EU-wide Transparency Exercise Summary for Belfius Banque SA

Core Content

This document provides detailed financial and regulatory data for Belfius Banque SA from the 2017 EU-wide Transparency Exercise, including information on capital structure, capital ratios, leverage ratios, risk exposure amounts, and profit and loss (P&L). The data is presented for two reporting periods: As of 31/12/2016 and As of 30/06/2017.

Capital Structure (Transitional Period)

Own Funds

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)	COREP Code	Regulation
A	9,076	9,176	C 0.00 (010,010)	Articles 4(118) and 72 of CRR
A.1	7,767	7,836	C 0.00 (020,010)	Article 50 of CRR
A.1.1	3,667	3,667	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	1,023	822	C 0.00 (030,010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	-494	-449	C 0.00 (0180,010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	3,863	4,148	C 0.00 (0200,010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	0	0	C 0.00 (010,010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	0	0	C 0.00 (020,010)	Article 84 of CRR
A.1.7	-96	-91	C 0.00 (0250,010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	-200	-209	C 0.00 (0300,010) + C 0.00 (0340,010)	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	-13	-8	C 0.00 (0370,010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	-2	-2	C 0.00 (0380,010)	Articles 36(1) point (d), 40 and 159 of CRR
A.1.11	0	-10	C 0.00 (0390,010)	Articles 4(109), 36(1) point (e) and 41 of CRR
A.1.12	0	0	C 0.00 (0430,010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	0	0	C 0.00 (0440,010)	Article 36(1) point (j) of CRR
A.1.14	-234	-149	C 0.00 (0450,010) + C 0.00 (0460,010) + C 0.00 (0470,010) + C 0.00 (0471,010) + C 0.00 (0472,010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR; Articles 36(1) point (ii), 243(1) point (iii), 244(1) point (iv) and 258 of CRR; Articles 36(1) point (k) (o) and 379(3) of CRR; Articles 36(1) point (l) (v) and 153(3) of CRR and Articles 36(1) point (k) (v) and 155(4) of CRR
A.1.14.1	-234	-149	C 0.00 (0460,010)	Articles 36(1) point (k) (i), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.15	0	0	C 0.00 (0480,010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
A.1.16	0	0	C 0.00 (0490,010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	0	0	C 0.00 (0500,010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
A.1.18	0	0	C 0.00 (0510,010)	Article 48 of CRR
A.1.19	0	0	C 0.00 (0524,010)	Article 3 CRR
A.1.20	0	0	C 0.00 (0529,010)	-
A.1.21	251	117	CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26)	-
A.1.21.1	0	0	C 0.00 (0220,010)	Articles 483(1) to (3), and 484 to 487 of CRR
A.1.21.2	0	0	C 0.00 (0240,010)	Articles 479 and 480 of CRR
A.1.21.3	251	117	C 0.00 (0520,010)	Articles 469 to 472, 478 and 481 of CRR
A.2	0	0	C 0.00 (0530,010)	Article 61 of CRR
A.3	7,767	7,836	C 0.00 (015,010)	Article 25 of CRR
A.4	1,309	1,340	C 0.00 (0750,010)	Article 71 of CRR

Capital Ratios (Transitional Period)

Ratio	As of 31/12/2016 (%)	As of 30/06/2017 (%)
CET1 Capital Ratio	16.62%	16.33%
Tier 1 Capital Ratio	16.62%	16.33%
Total Capital Ratio	19.42%	19.12%

Leverage Ratios

Item	As of 31/12/2016	As of 30/06/2017	COREP Code	Regulation
Tier 1 Capital - Transitional Definition	7,767 mln EUR	7,836 mln EUR	C 47.00 (r320,c010)	Article 429 of the CRR
Tier 1 Capital - Fully Phased-in Definition	7,516 mln EUR	7,719 mln EUR	C 47.00 (r310,c010)	Article 429 of the CRR
Total Leverage Ratio Exposures (Transitional)	143,088 mln EUR	145,322 mln EUR	C 47.00 (r300,c010)	Article 429 of the CRR
Total Leverage Ratio Exposures (Fully Phased-in)	143,083 mln EUR	145,320 mln EUR	C 47.00 (r290,c010)	Article 429 of the CRR
Leverage Ratio (Transitional)	5.4%	5.4%	C 47.00 (r340,c010)	Article 429 of the CRR
Leverage Ratio (Fully Phased-in)	5.3%	5.3%	C 47.00 (r330,c010)	Article 429 of the CRR

Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Credit Risk	39,216	39,901
Securitisation Risk	68	65
Default Fund Risk	65	63
Other Credit Risk	39,083	39,773
Market Risk	1,136	1,770
- Securitisation in Trading Book	15	15
- Credit Valuation Adjustment	2,291	2,174
- Operational Risk	2,915	2,915
- Other Risk	1,173	1,236
Total Risk Exposure Amount	46,730	47,996

Profit and Loss (P&L)

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Interest Income	3,455	1,592
- Debt Securities Income	421	189
- Loans and Advances Income	2,173	1,021
Interest Expenses	2,040	844
- Deposits Expenses	139	53
- Debt Securities Issued Expenses	500	194
Dividend Income	142	126
Net Fee and Commission Income	231	136
Gains/Losses on Derecognition	41	14
Gains/Losses on Trading Financial Assets	7	209
Gains/Losses on Fair Value Through Profit or Loss	-12	27
Gains/Losses from Hedge Accounting	-28	-188
Exchange Differences	49	21
Net Other Operating Income/(Expenses)	-156	-231
Total Operating Income, Net	1,689	861
Administrative Expenses	817	391
Depreciation	72	37
Provisions/Reversal of Provisions	0	-1
Profit or Loss Before Tax from Continuing Operations	686	403
Profit or Loss After Tax from Continuing Operations	498	358
Profit or Loss for the Year	498	358

Market Risk (Standardised Approach)

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Traded Debt Instruments	70	72
- General Risk	0	0
- Specific Risk	70	72
Equities	282	402
- General Risk	11	18
- Specific Risk	155	196
Foreign Exchange Risk	0	0
Commodities Risk	2	1
Total Risk Exposure Amount	354	475

Credit Risk - Standardised Approach

Item	As of 31/12/2016 (mln EUR)	As of 30/06/2017 (mln EUR)
Consolidated Data	24,813	29,651
- Central Governments or Central Banks	1.365	1.309
- Regional Governments or Local Authorities	673	454
- Public Sector Entities	420	23
- Multilateral Development Banks	133	123
- International Organisations	4,875	10,078
- Institutions	1,644	1,177
- Corporates	3,96	245
- Retail	676	721
- Secured by Mortgages	690	544
- Exposures in Default	82	81
- Items with Particularly High Risk	137	140
- Covered Bonds	0	0
- Claims on Institutions and Corporates with ST Credit Assessment	0	0
- Collective Investments Undertakings (CIU)	3	3
- Equity	1,868	1,876
- Other Exposures	4,661	4,265
Standardised Total	24,813	29,651

Key Information

LEI Code: A5GWLFH3KM7YV2SFQL84
Country Code: BE
Total Risk Exposure Amount increased from 46,730 mln EUR (31/12/2016) to 47,996 mln EUR (30/06/2017).
CET1 Capital decreased slightly from 7,767 mln EUR (31/12/2016) to 7,836 mln EUR (30/06/2017).
Capital Ratios showed a slight decline: CET1 Capital Ratio (16.62% to 16.33%), Tier 1 Capital Ratio (16.62% to 16.33%), and Total Capital Ratio (19.42% to 19.12%).
Leverage Ratio remained stable at 5.4% and 5.3% for the transitional and fully phased-in definitions, respectively.
P&L decreased from 1,689 mln EUR (31/12/2016) to 861 mln EUR (30/06/2017), with Profit or Loss After Tax also declining from 498 mln EUR to 358 mln EUR.
Market Risk increased from 354 mln EUR to 475 mln EUR.
Credit Risk increased from 24,813 mln EUR to 29,651 mln EUR.