EBA欧洲银行-FR_96950001WI712W7PQG45_16页_3mb

报告摘要

Operating profit before impairments: 765 mEUR
Impairment losses on financial and non-financial assets in the banking book: 94%
Common Equity Tier 1 (CET1) capital: 2,562 mEUR
Total Risk Exposure: 21,890 mEUR
CET1 ratio: 11.7%

3-year cumulative operating profit before impairments: 1,563 mEUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 2,375%
3-year cumulative losses from the stress in the trading book: 3%
Valuation losses due to sovereign shock after tax and prudential filters: 0%
CET1 capital: 2,038 mEUR
Total Risk Exposure: 22,283 mEUR
CET1 ratio: 9.1%

Common EU-wide CET1 Threshold (5.5%): 1,226 mEUR
Total amount of instruments with mandatory conversion into ordinary shares (2014–2016): 0 mEUR
Additional Tier 1 and Tier 2 instruments eligible as regulatory capital: 0 mEUR
Of which: eligible instruments with trigger above CET1 ratio in adverse scenario: 0 mEUR

Operating profit before impairments: 765 mEUR
Impairment losses on financial and non-financial assets in the banking book: 94%
CET1 capital: 2,562 mEUR
Total Risk Exposure: 21,890 mEUR
CET1 ratio: 11.7%

3-year cumulative operating profit before impairments: 1,927 mEUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 1,837%
3-year cumulative losses from the stress in the trading book: 2%
CET1 capital: 2,699 mEUR
Total Risk Exposure: 22,283 mEUR
CET1 ratio: 12.1%

Exposure: 228 mEUR (Non-defaulted), 0 mEUR (Defaulted), 22,283 mEUR (Total)
Risk Exposure: 0 mEUR (Non-defaulted), 0 mEUR (Defaulted), 48 mEUR (Total)
Value Adjustments and Provisions: 0 mEUR (Non-defaulted), 0 mEUR (Defaulted), 12 mEUR (Total)

Exposure: 0 mEUR (Non-defaulted), 0 mEUR (Defaulted), 3,716 mEUR (Total)
Risk Exposure: 0 mEUR (Non-defaulted), 0 mEUR (Defaulted), 11 mEUR (Total)
Value Adjustments and Provisions: 0 mEUR (Non-defaulted), 0 mEUR (Defaulted), 2 mEUR (Total)

The CET1 ratio for FR - RCI Banque decreased from 11.7% to 9.1% under the adverse scenario, indicating a potential capital shortfall.
Under the baseline scenario, the CET1 ratio slightly increased to 12.1%, suggesting better resilience compared to the adverse scenario.
Impairment losses increased significantly under the adverse scenario, reaching 2,375% over three years, while they were at 1,837% under the baseline scenario.
Operating profit before impairments also showed a decline under the adverse scenario, from 765 mEUR to 1,563 mEUR, compared to an increase to 1,927 mEUR under the baseline scenario.
Securitisation and re-securitisation positions were deducted from capital but did not contribute to the risk exposure or value adjustments under the adverse or baseline scenarios.
The LTV % for the banking book in France was 228 mEUR (Non-defaulted) and 0 mEUR (Defaulted), with exposure values showing significant variation across F-IRB, A-IRB, and STA models.
In Germany, the LTV % was zero, and the exposure values were lower than in France, with minimal risk exposure and provisions.