EBA欧洲银行-ES_54930056IRBXK0Q1FP96_16页_3mb

报告摘要

2014 EU-wide Stress Test Summary for ES - NCG Banco, S.A.

Core Information

Bank Name: ES - NCG Banco, S.A.
LEI Code: 54930056IRBXK0Q1FP96
Country: Spain

Key Metrics

Actual Figures as of 31 December 2013

Metric	Value (in EUR)	Percentage
Operating profit before impairments	855	-
Impairment losses on financial and non-financial assets in the banking book	974	-
Common Equity Tier 1 capital	2,643	-
Total Risk Exposure	25,958	-
Common Equity Tier 1 ratio, %	10.2%	-

Outcome of the Adverse Scenario as of 31 December 2016

Metric	Value (in EUR)	Percentage
3 yr cumulative operating profit before impairments	747	-
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	1,506	-
3 yr cumulative losses from the stress in the trading book	13	-
Valuation losses due to sovereign shock after tax and prudential filters	4	-
Common Equity Tier 1 capital	2,043	-
Total Risk Exposure	22,340	-
Common Equity Tier 1 ratio, %	9.1%	-

Outcome of the Baseline Scenario as of 31 December 2016

Metric	Value (in EUR)	Percentage
3 yr cumulative operating profit before impairments	1,207	-
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	726	-
3 yr cumulative losses from the stress in the trading book	6	-
Common Equity Tier 1 capital	2,981	-
Total Risk Exposure	21,467	-
Common Equity Tier 1 ratio, %	13.9%	-

Memorandum Items

Common EU wide CET1 Threshold (5.5%) - 1,229 EUR
Total amount of instruments with mandatory conversion into ordinary shares (2014-2016) - 0 EUR
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital (CRR provisions) - 0 EUR
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario - 0 EUR
Common EU wide CET1 Threshold (8.0%) - 1,717 EUR

Adverse Scenario Impairment and Coverage Ratios (as of 31/12/2016)

Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
0.89%	412	69.07%
0.44%	34	14.69%
3.93%	2,402	56.18%
0.22%	1,034	43.63%
2.13%	16	84.99%
1.37%	571	53.80%
2.08%	415	52.16%
0.79%	156	58.86%
0.50%	14	100.00%

Baseline Scenario Impairment and Coverage Ratios (as of 31/12/2016)

Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
0.26%	128	81.27%
0.24%	25	16.45%
2.06%	1,993	51.29%
0.18%	986	43.77%
0.28%	32	29.54%
0.22%	994	43.96%
2.13%	16	84.99%
1.16%	527	50.57%
1.73%	387	49.26%
0.69%	141	54.72%
0.52%	3,707	49.06%

Exposure and Risk Analysis (as of 31 December 2013)

Category	F-IRB	A-IRB	STA	Risk Exposure (F-IRB)	Risk Exposure (A-IRB)	Risk Exposure (STA)	Value Adjustments and Provisions (F-IRB)	Value Adjustments and Provisions (A-IRB)	Value Adjustments and Provisions (STA)
Central banks and central governments	0	0	0	19,820	6	279	2	2	6
Institutions	0	0	0	1,540	31	25	0	0	5
Corporates	0	0	0	5,321	1,294	233	0	0	1,445
Corporates - Of Which: Specialised Lending	0	0	0	279	99	12	0	0	131
Corporates - Of Which: SME	0	0	0	2,693	701	96	0	0	789
Retail	0	0	0	15,818	1,728	275	0	0	1,007
Retail - Secured on real estate property	67.6%	0	0	13,419	1,311	217	0	0	639
Retail - Secured on real estate property - Of Which: SME	42.4%	0	0	452	9	19	0	0	10
Retail - Secured on real estate property - Of Which: non-SME	68.4%	0	0	12,967	1,302	198	0	0	629
Retail - Qualifying Revolving	0	0	0	163	0	4	0	0	1
Retail - Other Retail	0	0	0	2,236	417	54	0	0	368
Retail - Other Retail - Of Which: SME	0	0	0	1,040	335	40	0	0	284
Retail - Other Retail - Of Which: non-SME	0	0	0	1,196	82	14	0	0	83
Equity	0	0	0	748	0	0	0	0	0
Securitisation	0	0	0	870	0	0	0	0	0
Other non-credit obligation assets	0	0	0	4,362	14	0	0	0	9
TOTAL	0	0	0	48,479	3,074	514	21,097	3,077	2,234

Notes

Securitisation and re-securitisations positions deducted from capital - 0 EUR
The data reflects the bank's financial status under the CRR/CRD4 definition with transitional arrangements as of the reporting date.
The figures for 31 December 2013 are computed as of the first day of application (01/01/2014).

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