2016 EU-wide Stress Test Summary for Banco Popular Espanol S.A.
Core Information
Bank Name: Banco Popular Espanol S.A.
LEI Code: 80H66LPTVDLM0P28XF25
Country Code: ES (Spain)
Key Financial Metrics
Metric
Actual (31/12/2015)
Baseline Scenario (31/12/2018)
Adverse Scenario (31/12/2018)
Cumulative 3y: Net Interest Income
-
7,079.09 mln EUR
5,275.66 mln EUR
Cumulative 3y: Gains or (-) Losses on Financial Assets
-
65.95 mln EUR
-174.85 mln EUR
Cumulative 3y: Impairment or (-) Reversal of Impairment
-
-1,177.31 mln EUR
-3,465.95 mln EUR
Cumulative 3y: Profit or (-) Loss for the Year
-
1,809.83 mln EUR
-1,366.40 mln EUR
Common Equity Tier 1 (CET1) Capital
9,827.87 mln EUR
10,116.67 mln EUR
5,302.10 mln EUR
CET1 Ratio (%)
13.1%
13.5%
7.0%
Fully Loaded CET1 Ratio (%)
10.2%
13.5%
6.6%
Tier 1 Capital
9,827.87 mln EUR
11,416.15 mln EUR
6,601.57 mln EUR
Total Risk Exposure Amount
74,992.01 mln EUR
75,204.72 mln EUR
75,637.25 mln EUR
Leverage Ratio (%)
6.2%
7.2%
4.2%
Fully Loaded Leverage Ratio (%)
5.7%
7.2%
4.0%
Coverage Ratio - Default Stock
Baseline Scenario: 34.28%
Adverse Scenario: 35.35%
Memorandum Items
Item
Baseline Scenario
Adverse Scenario
Total amount of instruments with mandatory conversion into ordinary shares
-
0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital
-
1,250 mln EUR
Of which: eligible instruments whose trigger is above CET1 capital ratio
-
0 mln EUR
Exposure and Risk Breakdown (31/12/2015)
Exposure Values
Category
A-IRB (Non-defaulted)
A-IRB (Defaulted)
F-IRB (Non-defaulted)
F-IRB (Defaulted)
Central banks and central governments
0
0
0
0
Institutions
0
0
5.672
4
Corporates
14.868
4.721
11.093
437
Corporates - Of Which: Specialised Lending
0
0
2.163
183
Corporates - Of Which: SME
10.796
4.280
1.529
59
Retail
27.720
3.031
0
0
Retail - Secured on real estate property
20.750
2.401
0
0
Retail - Secured on real estate property - Of Which: SME
2.744
1.088
0
0
Retail - Secured on real estate property - Of Which: non-SME
18.007
1.313
0
0
Retail - Qualifying Reciving
0
0
0
0
Retail - Other Retail
6.969
629
0
0
Retail - Other Retail - Of Which: SME
6.969
629
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
Equity
0
0
0
0
Securitisation
0
0
0
0
Other non-credit obligation assets
17.026
0
0
0
IRB TOTAL
54.616
7,751
16,765
441
Risk Exposure Amounts
Category
A-IRB (Non-defaulted)
A-IRB (Defaulted)
F-IRB (Non-defaulted)
F-IRB (Defaulted)
Central banks and central governments
0
0
0
0
Institutions
0
0
0
0
Corporates
7.822
197
8.300
0
Corporates - Of Which: Specialised Lending
0
0
0
0
Corporates - Of Which: SME
5.531
186
1.460
0
Retail
7.159
184
0
0
Retail - Secured on real estate property
5.108
170
0
0
Retail - Secured on real estate property - Of Which: SME
951
73
0
0
Retail - Secured on real estate property - Of Which: non-SME
4.155
97
0
0
Retail - Qualifying Reciving
0
0
0
0
Retail - Other Retail
2.053
14
0
0
Retail - Other Retail - Of Which: SME
2.053
14
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
Equity
0
0
0
0
Securitisation
0
0
0
0
Other non-credit obligation assets
17.026
0
0
0
IRB TOTAL
27.010
381
10.048
0
Stock of Provisions
Category
A-IRB (Non-defaulted)
A-IRB (Defaulted)
F-IRB (Non-defaulted)
F-IRB (Defaulted)
Central banks and central governments
0
0
0
0
Institutions
0
0
0
0
Corporates
63
1.546
170
28.0%
Corporates - Of Which: Specialised Lending
0
0
0
0
Corporates - Of Which: SME
50
1.368
44
37
Retail
9
1.092
0
0
Retail - Secured on real estate property
15
604
0
0
Retail - Secured on real estate property - Of Which: SME
2
271
0
0
Retail - Secured on real estate property - Of Which: non-SME
4
331
0
0
Retail - Qualifying Reciving
0
0
0
0
Retail - Other Retail
3
488
0
0
Retail - Other Retail - Of Which: SME
3
488
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
Equity
0
0
0
0
Securitisation
0
0
0
0
Other non-credit obligation assets
0
0
0
0
IRB TOTAL
72
2.634
170
208
Spain's Stress Test Summary (31/12/2015)
Exposure Values
Category
A-IRB (Non-defaulted)
A-IRB (Defaulted)
F-IRB (Non-defaulted)
F-IRB (Defaulted)
Central banks and central governments
0
0
0
0
Institutions
0
0
0
0
Corporates
14,868
4,723
0
0
Corporates - Of Which: Specialised Lending
0
0
0
0
Corporates - Of Which: SME
10,796
4,280
0
0
Retail
27,720
1,031
0
0
Retail - Secured on real estate property
20,750
2,401
0
0
Retail - Secured on real estate property - Of Which: SME
2,744
1,088
0
0
Retail - Secured on real estate property - Of Which: non-SME
18,007
1,313
0
0
Retail - Qualifying Revolving
0
0
0
0
Retail - Other Retail
6,969
629
0
0
Retail - Other Retail - Of Which: SME
6,969
629
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
Equity
0
0
0
0
Securitisation
12,079
0
0
0
Other non-credit obligation assets
54,616
7,751
0
0
IRB TOTAL
100,510
1,031
12,079
0
Risk Exposure Amounts
Category
A-IRB (Non-defaulted)
A-IRB (Defaulted)
F-IRB (Non-defaulted)
F-IRB (Defaulted)
Central banks and central governments
0
0
0
0
Institutions
0
0
0
0
Corporates
7,822
197
0
0
Corporates - Of Which: Specialised Lending
0
0
0
0
Corporates - Of Which: SME
5,531
186
0
0
Retail
7,159
184
0
0
Retail - Secured on real estate property
5,106
170
0
0
Retail - Secured on real estate property - Of Which: SME
951
73
0
0
Retail - Secured on real estate property - Of Which: non-SME
4,155
97
0
0
Retail - Qualifying Revolving
0
0
0
0
Retail - Other Retail
2,053
14
0
0
Retail - Other Retail - Of Which: SME
2,053
14
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
Equity
0
0
0
0
Securitisation
0
0
0
0
Other non-credit obligation assets
27,010
381
10,048
0
IRB TOTAL
72
2.634
170
208
Stock of Provisions
Category
A-IRB (Non-defaulted)
A-IRB (Defaulted)
F-IRB (Non-defaulted)
F-IRB (Defaulted)
Central banks and central governments
0
0
0
0
Institutions
0
0
0
0
Corporates
63
1,545
0
0
Corporates - Of Which: Specialised Lending
0
0
0
0
Corporates - Of Which: SME
50
1,368
0
0
Retail
19
1,092
0
0
Retail - Secured on real estate property
6
604
0
0
Retail - Secured on real estate property - Of Which: SME
2
273
0
0
Retail - Secured on real estate property - Of Which: non-SME
4
331
0
0
Retail - Qualifying Revolving
0
0
0
0
Retail - Other Retail
3
488
0
0
Retail - Other Retail - Of Which: SME
3
488
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
Equity
0
0
0
0
Securitisation
0
0
0
0
Other non-credit obligation assets
0
0
0
0
IRB TOTAL
72
2.634
170
208
Portugal's Stress Test Summary (31/12/2015)
Category
Exposure Values
Risk Exposure Amounts
Stock of Provisions
Central banks and central governments
0
0
0
Institutions
0
0
0
Corporates
0
0
0
Corporates - Of Which: Socialised Lending
0
0
0
Corporates - Of Which: SME
0
0
0
Retail
0
0
0
Retail - Secured on real estate property
0
0
0
Retail - Secured on real estate property - Of Which: SME
0
0
0
Retail - Secured on real estate property - Of Which: non-SHE
0
0
0
Retail - Qualifying Revolving
0
0
0
Retail - Other Retail
0
0
0
Retail - Other Retail - Of Which: SME
0
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
Equity
0
0
0
Securitisation
0
0
0
Other non-credit obligation assets
0
0
0
IRB TOTAL
0
0
0
Key Observations
Banco Popular Espanol S.A. faced a decline in profit and an increase in impairment losses in the adverse scenario, indicating potential financial stress.
The CET1 ratio dropped from 13.1% in the actual scenario to 7.0% in the adverse scenario, suggesting a significant capital risk.
The leverage ratio also declined from 6.2% to 4.0% under adverse conditions, highlighting the bank's vulnerability to liquidity pressures.
In the adverse scenario, default stock increased, and the stock of provisions rose, indicating higher loan losses and a greater need for capital buffers.
Spain showed a similar trend, with a notable increase in risk exposure and provisions under adverse conditions, but no data was available for Portugal.
