EBA欧洲银行-DE_0W2PZJM8XOY22M4GG883_16页_3mb

报告摘要

2014 EU-wide Stress Test Summary for DekaBank Deutsche Girozentrale

Core Information

Bank Name: DekaBank Deutsche Girozentrale
LEI Code: 0W2PZJM8XOY22M4GG883
Country: Germany

Summary of Adverse Scenario (as of 31 December 2016)

Metric	Value (min EUR, %)
3-year cumulative operating profit before impairments	187
3-year cumulative impairment losses on financial and non-financial assets in the banking book	330
3-year cumulative losses from the stress in the trading book	882
Valuation losses due to sovereign shock after tax and prudential filters	0
Common Equity Tier 1 capital (CET1)	2,621
Total Risk Exposure	32,714
Common Equity Tier 1 ratio	8.0%

Summary of Baseline Scenario (as of 31 December 2016)

Metric	Value (min EUR, %)
3-year cumulative operating profit before impairments	541
3-year cumulative impairment losses on financial and non-financial assets in the banking book	271
3-year cumulative losses from the stress in the trading book	698
Common Equity Tier 1 capital (CET1)	3,556
Total Risk Exposure	29,013
Common Equity Tier 1 ratio	12.3%

CET1 Threshold and Eligible Instruments

Item	Value (min EUR)
Common EU wide CET1 Threshold (5.5%)	1,799
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions	0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario	0

Exposure and Risk Breakdown (as of 31 December 2013)

Adverse Scenario

Segment	LTV %	Exposure Values (F-IRB)	Exposure Values (A-IRB)	Exposure Values (STA)	Risk Exposure Amounts (F-IRB)	Risk Exposure Amounts (A-IRB)	Risk Exposure Amounts (STA)	Value Adjustments and Provisions (F-IRB)	Value Adjustments and Provisions (A-IRB)	Value Adjustments and Provisions (STA)
Non-defaulted	-	42,337	17,877	3,613	14,348	8,280	1,727	26	37	11
Defaulted	-	716	1,571	38,230	41	660	2	0	0	0
Total	-	42,337	17,877	3,613	14,348	8,280	1,727	26	37	11

Baseline Scenario

Segment	LTV %	Exposure Values (F-IRB)	Exposure Values (A-IRB)	Exposure Values (STA)	Risk Exposure Amounts (F-IRB)	Risk Exposure Amounts (A-IRB)	Risk Exposure Amounts (STA)	Value Adjustments and Provisions (F-IRB)	Value Adjustments and Provisions (A-IRB)	Value Adjustments and Provisions (STA)
Non-defaulted	-	42,337	17,877	3,613	14,348	8,280	1,727	26	37	11
Defaulted	-	716	1,571	38,230	41	660	2	0	0	0
Total	-	42,337	17,877	3,613	14,348	8,280	1,727	26	37	11

Additional Data for Baseline and Adverse Scenarios

Baseline Scenario (as of 31 December 2014, 2015, 2016)

Year	Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
2014	0.06%	5	20.62%
2015	0.06%	9	26.55%
2016	0.06%	12	34.47%

Adverse Scenario (as of 31 December 2014, 2015, 2016)

Year	Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
2014	0.06%	5	21.85%
2015	0.07%	10	28.07%
2016	0.08%	15	31.32%

Notes

The figures for 31 December 2013 are computed as of the first day of application (01/01/2014).
Conversions not considered for CET1 computation are excluded.
Instruments with mandatory conversion into ordinary shares are not included in CET1.
The "Securitisation and re-securitisations positions deducted from capital" are not included in Risk Weighted Assets (RWA).

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