EBA欧洲银行-ES_VWMYAEQSTOPNV0SUGU82_16页_3mb

报告摘要

Indicator	Value (in EUR, %)
Operating profit before impairments	571
Impairment losses on financial and non-financial assets in the banking book	513
Common Equity Tier 1 capital (CET1)	2,781
Total Risk Exposure (TRE)	23,831
CET1 ratio	11.7%

Indicator	Value (in EUR, %)
3 yr cumulative operating profit before impairments	1,160
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	1,581
3 yr cumulative losses from the stress in the trading book	46
Valuation losses due to sovereign shock after tax and prudential filters	15
CET1 capital	2,708
Total Risk Exposure (TRE)	24,635
CET1 ratio	11.0%

Indicator	Value (in EUR, %)
3 yr cumulative operating profit before impairments	1,204
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	968
3 yr cumulative losses from the stress in the trading book	9
CET1 capital	3,175
Total Risk Exposure (TRE)	24,701
CET1 ratio	12.9%

Item	Value (in EUR)
Common EU wide CET1 Threshold (5.5%)	1,355
Total amount of instruments with mandatory conversion into ordinary shares (cumulative)	13
Total Additional Tier 1 and Tier 2 instruments eligible for CET1 conversion or write-down	0

Impairment rates and provisions increased over the period, reflecting a more severe economic downturn.
Coverage ratio for default stock remained relatively stable, indicating the bank's ability to cover potential losses.
Valuation losses due to sovereign shock were minimal, suggesting limited impact from such events.
CET1 capital decreased slightly from 2,781 to 2,708 EUR million.
TRE increased from 23,831 to 24,635 EUR million.
CET1 ratio dropped from 11.7% to 11.0%, indicating a slight decline in capital adequacy under the adverse scenario.

Impairment rates and provisions showed a gradual increase, but remained lower than in the adverse scenario.
Coverage ratio for default stock improved over time, indicating better risk management.
CET1 capital increased from 2,781 to 3,175 EUR million.
TRE increased from 23,831 to 24,701 EUR million.
CET1 ratio improved from 11.7% to 12.9%, showing stronger capital adequacy under the baseline scenario.

Category	LTV %	Exposure Values (F-IRB, A-IRB, STA)	Risk Exposure Amounts (F-IRB, A-IRB, STA)	Value Adjustments and Provisions (F-IRB, A-IRB, STA)
Central banks and central governments	0	0, 0, 0	0, 0, 0	0, 0, 0
Institutions	0	0, 0, 0	0, 0, 0	0, 0, 0
Corporates	239	45, 6, 11,991, 701, 310, 0	67, 3, 10,208, 841, 2, 25	0, 0, 0
Corporates - Of Which: Specialised Lending	239	0, 0, 61, 17, 310, 0	0, 0, 92, 18, 1,777, 269	0, 0, 0
Corporates - Of Which: SME	0	0, 0, 6,169, 364	0, 0, 4,680, 418	0, 0, 0
Retail	0	18,124, 1,012, 2,991, 202	3,401, 550, 1,744, 231	8, 212, 3, 94
Retail - Secured on real estate property	54.5%	15,617, 725, 1,969, 27	2,236, 462, 938, 31	5, 62, 2, 4
Retail - Secured on real estate property - Of Which: SME	55.7%	1,071, 224, 20, 1	460, 193, 12	2, 25, 0, 1
Retail - Secured on real estate property - Of Which: non-SME	54.4%	14,546, 501, 1,949, 27	1,777, 269, 926, 30	3, 37, 1, 4
Retail - Qualifying Revolving	0	0, 0, 485, 14	0, 0, 369, 15	0, 0, 1, 34
Retail - Other Retail	0	2,507, 287, 537, 161	1,165, 88, 437, 185	3, 150, 1, 55
Retail - Other Retail - Of Which: SME	0	2,030, 241, 84, 51	880, 85, 86, 57	3, 114, 0, 28
Retail - Other Retail - Of Which: non-SME	0	477, 46, 453, 110	285, 2, 352, 129	0, 36, 1, 27
Equity	0	0, 0, 166, 0	0, 0, 207, 0	0, 0, 0
Securitisation	612	0, 0, 47, 0	422, 0, 32, 0	4, 0, 0
Other non-credit obligation assets	0	0, 0, 1,557, 0	0, 0, 1,942, 0	0, 0, 0
Total	851	18,170, 1,018, 26,779, 1,031	733, 0, 3,468, 553, 15,938, 1,264	6, 25, 8, 216, 47, 655

Securitisation and re-securitisations positions deducted from capital were not included in risk-weighted assets (RWA).
The CET1 threshold was set at 5.5% for the adverse scenario and 8.0% for the baseline scenario.
The bank's capital adequacy under the baseline scenario improved significantly, while under the adverse scenario, it slightly decreased.

The 2014 EU-wide Stress Test evaluated the resilience of ES - Bankinter, S.A. under both baseline and adverse scenarios.
Baseline Scenario showed better outcomes with increased CET1 capital and a higher CET1 ratio.
Adverse Scenario led to a decrease in CET1 capital and a lower CET1 ratio, indicating a more challenging environment.
The bank maintained its capital adequacy above the minimum CET1 threshold in both scenarios.

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