EBA欧洲银行-EBA_ST_SE_NHBDILHZTYCNBV5UYZ31_34页_5mb
报告摘要
2018 EU-wide Stress Test Summary: Svenska Handelsbanken - Group
Core Information
- Bank Name: Svenska Handelsbanken - group
- LEI Code: NHBDILHZTYCNBV5UYZ31
- Country Code: SE
- Test Period: 2018 EU-wide Stress Test
- Date of Update: 16 November 2018
- Correction: A correction was made to one memorandum item, but it did not affect the capital ratios.
Key Financial Metrics
| Metric | Actual (31/12/2017) | Restated (31/12/2017) | Baseline Scenario (31/12/2018–2020) | Adverse Scenario (31/12/2018–2020) |
|---|---|---|---|---|
| Net Interest Income (mln EUR) | 3,007 | - | 2,990 / 3,102 / 3,289 | 2,820 / 2,885 / 2,935 |
| Gains/Losses on Financial Assets (mln EUR) | -76 | - | 413 / 413 / 413 | 235 / 310 / 310 |
| Impairment/Reversal on Financial Assets (mln EUR) | -169 | - | -185 / -149 / -114 | -1,640 / -717 / -621 |
| Profit/Loss for the Year (mln EUR) | 1,553 | - | 1,551 / 1,619 / 1,738 | 7 / 757 / 867 |
| Coverage Ratio: Non-performing Exposure (%) | 50.18% | 50.08% | 41.99% / 38.03% / 35.12% | 38.05% / 34.98% / 32.21% |
| Common Equity Tier 1 Capital (mln EUR) | 11,760 | 11,778 | 12,222 / 12,692 / 13,143 | 12,001 / 12,204 / 12,436 |
| Common Equity Tier 1 Ratio (%) | 22.73% | 22.61% | 23.21% / 24.12% / 24.85% | 21.01% / 20.04% / 19.53% |
| Fully Loaded Common Equity Tier 1 Ratio (%) | 22.73% | 22.61% | 23.21% / 24.12% / 24.85% | 21.01% / 20.04% / 19.53% |
| Tier 1 Capital (mln EUR) | 12,954 | 12,972 | 13,415 / 13,886 / 14,337 | 13,195 / 13,398 / 13,630 |
| Total Leverage Ratio Exposures (mln EUR) | 283,270 | 283,270 | 283,270 / 283,270 / 283,270 | 283,270 / 283,270 / 283,270 |
| Leverage Ratio (%) | 4.57% | 4.58% | 4.74% / 4.90% / 5.06% | 4.66% / 4.73% / 4.81% |
| Fully Loaded Leverage Ratio (%) | 4.49% | 4.49% | 4.65% / 4.90% / 5.06% | 4.57% / 4.73% / 4.81% |
Memorandum Items
| Item | 2018–2020 (Baseline Scenario) | 2018–2020 (Adverse Scenario) |
|---|---|---|
| Total Amount of Instruments with Mandatory Conversion (cumulative) | 0 | 0 |
| Total Additional Tier 1 and Tier 2 Instruments Eligible as Regulatory Capital | 955 | 955 |
| Of Which: Eligible Instruments with Trigger Above CET1 in Adverse Scenario | 0 | 0 |
Credit Risk IRB: Summary
- Exposure Type: A-IRB and F-IRB
- Risk Exposure Amounts: A-IRB and F-IRB
- Performing Exposure: A-IRB and F-IRB
- Non-performing Exposure: A-IRB and F-IRB
- Stock of Provisions: A-IRB and F-IRB
- Of Which: from Non-performing Exposures: A-IRB and F-IRB
- Coverage Ratio - Non-performing Exposures: A-IRB and F-IRB
Summary by Country
Sweden
- IRB Total: 254,020 mln EUR
- Performing Exposure: 23,078 mln EUR
- Non-performing Exposure: 607 mln EUR
- Stock of Provisions: 53.0%
- Of Which: from Non-performing Exposures: 53.0%
- Coverage Ratio: 4.49%
Norway
- IRB Total: 28,440 mln EUR
- Performing Exposure: 23,078 mln EUR
- Non-performing Exposure: 84 mln EUR
- Stock of Provisions: 47.0%
- Of Which: from Non-performing Exposures: 47.0%
- Coverage Ratio: 64%
Finland
- IRB Total: 15,976 mln EUR
- Performing Exposure: 14,388 mln EUR
- Non-performing Exposure: 171 mln EUR
- Stock of Provisions: 176%
- Of Which: from Non-performing Exposures: 176%
- Coverage Ratio: 47.0%
United Kingdom
- IRB Total: 26,002 mln EUR
- Performing Exposure: 22,309 mln EUR
- Non-performing Exposure: 243 mln EUR
- Stock of Provisions: 72%
- Of Which: from Non-performing Exposures: 72%
- Coverage Ratio: 47.0%
Netherlands
- IRB Total: 356 mln EUR
- Performing Exposure: 299 mln EUR
- Non-performing Exposure: 3 mln EUR
- Stock of Provisions: 11.2%
- Of Which: from Non-performing Exposures: 11.2%
- Coverage Ratio: 11.2% |
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