EBA欧洲银行-EBA_TR_NL_529900GGYMNGRQTDOO93_29页_5mb

2016 EU-wide Stress Test Summary: N.V. Bank Nederlandse Gemeenten

Core Information

• Bank Name: N.V. Bank Nederlandse Gemeenten
• LEI Code: 529900GGYMNGRQTDOO93
• Country Code: NL

Summary of Financial Performance and Capital Ratios

Key Financial Indicators (in mln EUR, %)

Main Findings

• Profitability: The bank's cumulative net profit over three years under the baseline scenario is 541.12 mln EUR, but it incurs a loss of 443.74 mln EUR under the adverse scenario.
• Capital Adequacy: The Common Equity Tier 1 (CET1) ratio increases from 24.7% in 2015 to 28.1% in the baseline scenario, but drops to 17.6% in the adverse scenario.
• Leverage Ratio: The leverage ratio increases from 2.6% to 3.0% under the baseline, but decreases to 2.1% in the adverse scenario.
• Risk Exposure: Total risk exposure rises from 12,797.97 mln EUR in 2015 to 14,080.38 mln EUR under the adverse scenario, indicating increased risk exposure in stress conditions.

Credit Risk IRB Results

Exposure and Risk Exposure Amounts (as of 31/12/2015)

Coverage Ratio - Default Stock

• Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note).
• All categories show a coverage ratio of 0%, indicating no provisions for defaulted assets in the baseline or adverse scenarios.

Key Observations

• The bank has no exposure to defaulted assets in any category under both the baseline and adverse scenarios.
• All financial indicators (including risk exposure and provisions) remain at 0 for the adverse scenario.
• The CET1 ratio and leverage ratio show a positive trend in the baseline scenario, but both decline significantly in the adverse scenario, indicating potential capital stress.
• The bank's financial performance is highly sensitive to adverse conditions, with a projected loss of 443.74 mln EUR over three years under such scenarios.