EBA欧洲银行-FR_O2RNE8IBXP4R0TD8PU41_16页_3mb

报告摘要

Operating profit before impairments: 5,691 mEUR
Impairment losses on financial and non-financial assets in the banking book: 4,263 mEUR
Common Equity Tier 1 (CET1) capital: 36,633 mEUR
Total Risk Exposure: 343,115 mEUR
CET1 ratio: 10.7%

3 yr cumulative operating profit before impairments: 7,957 mEUR
3 yr cumulative impairment losses on financial and non-financial assets in the banking book: 14,353 mEUR
3 yr cumulative losses from the stress in the trading book: 4,564 mEUR
Valuation losses due to sovereign shock after tax and prudential filters: 344 mEUR
CET1 capital: 30,719 mEUR
Total Risk Exposure: 377,059 mEUR
CET1 ratio: 8.1%

Common EU wide CET1 Threshold (5.5%): 20,738 mEUR
Total amount of instruments with mandatory conversion into ordinary shares in the 2014-2016 period (cumulative conversions): 0 mEUR
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into CET1 or are written down upon a trigger event: 4,151 mEUR
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 0 mEUR

Operating profit before impairments: 5,691 mEUR
Impairment losses on financial and non-financial assets in the banking book: 4,263 mEUR
CET1 capital: 36,633 mEUR
Total Risk Exposure: 343,115 mEUR
CET1 ratio: 10.7%

3 yr cumulative operating profit before impairments: 13,038 mEUR
3 yr cumulative impairment losses on financial and non-financial assets in the banking book: 8,016 mEUR
3 yr cumulative losses from the stress in the trading book: 3,532 mEUR
CET1 capital: 37,574 mEUR
Total Risk Exposure: 355,653 mEUR
CET1 ratio: 10.6%

Category	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)
Central banks and central governments	17%	0	157,648	59%	2,215	1	14,734	0	567
Corporates	245	4,707	184,035	6,857	50,747	2,891	80,632	3,176	46,362
Corporates - Specialised Lending	245	24	19,127	1,137	3,583	178	7,124	1,097	3,212
Corporates - SME	245	1,737	23,674	1,882	15,806	1,546	12,866	728	14,182
Retail	0	0	123,865	5,890	50,051	2,164	23,422	4,151	29,922
Retail - Secured on real estate property	67.8%	0	0	80,025	1,374	566	10,568	2,036	6,564
Retail - Secured on real estate property - Of Which: SME	67.8%	0	0	76,969	1,038	418	9,832	1,481	5,675
Retail - Qualifying Revolving	0	0	5,189	746	2,856	80	2,258	385	2,163
Retail - Other Retail	0	0	38,652	3,771	30,409	1,518	10,596	1,729	21,195
Retail - Other Retail - Of Which: SME	0	0	11,259	1,392	7,938	471	3,147	968	4,509
Retail - Other Retail - Of Which: non-SME	0	0	27,393	2,379	22,470	1,047	7,448	761	16,686
Equity	6,163	0	0	20,253	0	0	107	0	0
Securitisation	0	0	11,960	2,104	215	0	2,021	100	269
Other non-credit obligation assets	0	0	9,394	0	5,499	0	0	0	5,339
TOTAL	10,897	245	540,387	24,274	0	140,290	916	8,086	29,172

Category	Exposure Values (F-IRB)	Exposure Values (STA)	Risk Exposure Amounts (F-IRB)	Risk Exposure Amounts (STA)	Value Adjustments and Provisions (F-IRB)	Value Adjustments and Provisions (STA)
Central banks and central governments	0	56,862	0	4,589	0	3,701
Corporates	0	21,876	0	4,726	0	1,992
Corporates - Specialised Lending	0	2,880	0	762	0	71
Corporates - SME	0	0	0	0	0	0
Retail	0	1	0	0	0	0
Retail - Secured on real estate property	0	0	0	0	0	0
Retail - Qualifying Revolving	0	0	0	0	0	0
Retail - Other Retail	0	0	0	0	0	0
Retail - Other Retail - Of Which: SME	0	0	0	0	0	0
Retail - Other Retail - Of Which: non-SME	0	0	0	0	0	0
Equity	0	0	0	0	0	0
Securitisation	0	0	0	0	0	0
Other non-credit obligation assets	0	0	0	0	0	0
TOTAL	411	88,196	926	7,717	8	1,870

CET1 Thresholds: The Common EU wide CET1 Threshold for the adverse scenario is 5.5% (20,738 mEUR), and for the baseline scenario is 8.0% (28,452 mEUR).
Securitisation Deductions: Positions in securitisation and re-securitisations are deducted from capital and not included in Risk Weighted Assets (RWA).
Impairment Rates and Provisions: These are presented across different scenarios and years, showing the impact of stress on various categories. The adverse scenario typically shows higher impairment rates and lower coverage ratios compared to the baseline scenario.
Risk Exposure: The risk exposure amounts are reported for F-IRB, A-IRB, and STA models, with the adverse scenario showing a higher total risk exposure than the baseline scenario.

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