EBA欧洲银行-EBA_ST_PL_P4GTT6GF1W40CVIMFR43_34页_5mb

报告摘要

2018 EU-wide Stress Test Summary: Powszechna Kasa Oszczędności Bank Polski SA

Core Information

Bank Name: Powszechna Kasa Oszczędności Bank Polski SA
LEI Code: P4GTT6GF1W40CVIMFR43
Country Code: PL (Poland)
Test Type: EU-wide Stress Test
Year of Test: 2018

Financial Performance Overview

Metric	Actual (31/12/2017)	Baseline Scenario	Adverse Scenario
Net Interest Income (mln EUR)	2,057	2,089 (31/12/2018), 2,179 (31/12/2019), 2,164 (31/12/2020)	2,044 (31/12/2018), 2,032 (31/12/2019), 2,020 (31/12/2020)
Gains or Losses on Financial Assets (mln EUR)	-155	-75 (31/12/2018), -75 (31/12/2019), -75 (31/12/2020)	-120 (31/12/2018), -75 (31/12/2019), -75 (31/12/2020)
Impairment or Reversal of Impairment (mln EUR)	-375	-427 (31/12/2018), -505 (31/12/2019), -532 (31/12/2020)	-1,095 (31/12/2018), -866 (31/12/2019), -881 (31/12/2020)
Profit or Loss for the Year (mln EUR)	736	282 (31/12/2018), 217 (31/12/2019), 158 (31/12/2020)	-155 (31/12/2018), 57 (31/12/2019), 45 (31/12/2020)

Capital Ratios

Capital Ratio	Actual (31/12/2017)	Baseline Scenario	Adverse Scenario
Common Equity Tier 1 (CET1) Capital (mln EUR)	7,739	7,956 (31/12/2018), 8,091 (31/12/2019), 8,176 (31/12/2020)	7,438 (31/12/2018), 7,478 (31/12/2019), 7,497 (31/12/2020)
CET1 Ratio (%)	16.50%	16.91% (31/12/2018), 17.20% (31/12/2019), 17.39% (31/12/2020)	15.79% (31/12/2018), 15.88% (31/12/2019), 15.93% (31/12/2020)
Fully Loaded CET1 Ratio (%)	16.25%	16.33% (31/12/2018), 16.66% (31/12/2019), 16.89% (31/12/2020)	15.39% (31/12/2018), 15.52% (31/12/2019), 15.62% (31/12/2020)
Tier 1 Capital (%)	10.54%	10.83% (31/12/2018), 11.01% (31/12/2019), 11.13% (31/12/2020)	10.13% (31/12/2018), 10.18% (31/12/2019), 10.21% (31/12/2020)
Fully Loaded Leverage Ratio (%)	10.39%	10.44% (31/12/2018), 10.65% (31/12/2019), 10.80% (31/12/2020)	9.86% (31/12/2018), 9.93% (31/12/2019), 9.99% (31/12/2020)

Non-Performing Exposure (NPE)

Coverage Ratio - Non Performing Exposure (%):
- Actual (31/12/2017): 58.62%
- Baseline Scenario: 58.12% (31/12/2018), 57.60% (31/12/2019), 57.80% (31/12/2020)
- Adverse Scenario: 61.95% (31/12/2018), 57.08% (31/12/2019), 53.71% (31/12/2020)

Key Observations

The bank shows a decline in profit under the adverse scenario, with a negative profit of -155 mln EUR in 2018 and reduced profit in subsequent years.
Capital ratios (CET1 and leverage) remain above regulatory thresholds in both scenarios, indicating sufficient capital to withstand stress conditions.
Non-performing exposure increases in the adverse scenario, with the coverage ratio dropping to 53.71% by 2020, indicating higher risk under stress conditions.
No instruments with mandatory conversion are reported in the 2018–2020 period, and no eligible instruments for regulatory capital conversion are noted.

Summary

The 2018 EU-wide Stress Test results for Powszechna Kasa Oszczędności Bank Polski SA indicate that the bank maintains sufficient capital levels to withstand both baseline and adverse scenarios. However, the profitability declines significantly under adverse conditions, and non-performing exposure increases, which could pose challenges to financial stability. The coverage ratio for non-performing exposures drops to 53.71% in 2020 under the adverse scenario, suggesting increased risk exposure. The bank does not report any mandatory conversion instruments or eligible capital instruments for conversion during the period, which implies a stable capital structure.

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