Magnetic fields are a distinctive feature of accretion disc plasmas around compact objects (i.e., black holes and neutron stars) and they play a decisive role in their dynamical evolution. A fundamental theoretical question related with this concerns investigation of the so-called gravitational MHD dynamo effect, responsible for the self-generation of magnetic fields in these systems. Experimental observations and theoretical models, based on fluid MHD descriptions of various types support the conjecture that accretion discs should be characterized by coherent and slowly time-varying magnetic fields with both poloidal and toroidal components. However, the precise origin of these magnetic structures and their interaction with the disc plasmas is currently unclear. The aim of this paper is to address this problem in the context of kinetic theory. The starting point is the investigation of a general class of Vlasov-Maxwell kinetic equilibria for axi-symmetric collisionless magnetized plasmas characterized by temperature anisotropy and mainly toroidal flow velocity. Retaining finite Larmor-radius effects in the calculation of the fluid fields, we show how these configurations are capable of sustaining both toroidal and poloidal current densities. As a result, we suggest the possible existence of a kinetic dynamo effect, which can generate a stationary toroidal magnetic field in the disc even without any net radial accretion flow. The results presented may have important implications for equilibrium solutions and stability analysis of accretion disc dynamics.