EBA欧洲银行-PL_H8MIG1MMPR6JXUQVBM04_16页_3mb
报告摘要
2014 EU-wide Stress Test Summary for PL-BANK BPH SA
Core Information
- Bank Name: PL-BANK BPH SA
- LEI Code: H8MIG1MMPR6JXUQVBM04
Summary Adverse Scenario
Actual Figures as of 31 December 2013
- Operating profit before impairments: 115 mln EUR
- Impairment losses on financial and non-financial assets in the banking book: 51 mln EUR
- Common Equity Tier 1 (CET1) capital: 939 mln EUR
- Total Risk Exposure: 6,689 mln EUR
- CET1 ratio: 14.0%
Outcome as of 31 December 2016
- 3-year cumulative operating profit before impairments: 54 mln EUR
- 3-year cumulative impairment losses on financial and non-financial assets in the banking book: 576 mln EUR
- 3-year cumulative losses from the stress in the trading book: 47 mln EUR
- Valuation losses due to sovereign shock after tax and prudential filters: 0 mln EUR
- CET1 capital: 720 mln EUR
- Total Risk Exposure: 6,700 mln EUR
- CET1 ratio: 10.8%
Memorandum Items
- Common EU-wide CET1 Threshold (5.5%): 369 mln EUR
- Total amount of instruments with mandatory conversion into ordinary shares: 0 mln EUR
- Total Additional Tier 1 and Tier 2 instruments eligible for regulatory capital: 0 mln EUR
- Eligible instruments with trigger above CET1 in adverse scenario: 0 mln EUR
Summary Baseline Scenario
Actual Figures as of 31 December 2013
- Operating profit before impairments: 115 mln EUR
- Impairment losses on financial and non-financial assets in the banking book: 51 mln EUR
- CET1 capital: 939 mln EUR
- Total Risk Exposure: 6,689 mln EUR
- CET1 ratio: 14.0%
Outcome as of 31 December 2016
- 3-year cumulative operating profit before impairments: 155 mln EUR
- 3-year cumulative impairment losses on financial and non-financial assets in the banking book: 119 mln EUR
- 3-year cumulative losses from the stress in the trading book: 18 mln EUR
- CET1 capital: 962 mln EUR
- Total Risk Exposure: 6,700 mln EUR
- CET1 ratio: 14.4%
Memorandum Items
- Common EU-wide CET1 Threshold (8.0%): 536 mln EUR
Detailed Exposure Analysis (Baseline Scenario)
| Sector | LTV % | Exposure Values (F-IRB) | Exposure Values (A-IRB) | Exposure Values (STA) | Risk Exposure (F-IRB) | Risk Exposure (A-IRB) | Risk Exposure (STA) | Value Adjustments and Provisions (F-IRB) | Value Adjustments and Provisions (A-IRB) | Value Adjustments and Provisions (STA) |
|---|---|---|---|---|---|---|---|---|---|---|
| Central banks and central governments | - | 0 | 0 | 0 | 1,617 | 0 | 0 | 2 | 0 | 0 |
| Institutions | - | 0 | 0 | 0 | 286 | 0 | 0 | 62 | 0 | 0 |
| Corporates | - | 0 | 0 | 0 | 746 | 106 | 0 | 740 | 115 | 0 |
| Corporates - Of Which: Specialised Lending | - | 0 | 0 | 0 | 40 | 43 | 0 | 39 | 43 | 0 |
| Corporates - Of Which: SME | - | 0 | 0 | 0 | 528 | 58 | 0 | 523 | 65 | 0 |
| Retail | - | 0 | 0 | 0 | 4,803 | 221 | 0 | 4,291 | 253 | 0 |
| Retail - Secured on real estate property | 80.4% | 0 | 0 | 0 | 3,404 | 91 | 0 | 3,269 | 91 | 0 |
| Retail - Secured on real estate property - Of Which: SME | 30.4% | 0 | 0 | 0 | 3 | 1 | 0 | 1 | 1 | 0 |
| Retail - Secured on real estate property - Of Which: non-SME | 80.5% | 0 | 0 | 0 | 3,401 | 90 | 0 | 3,268 | 90 | 0 |
| Retail - Qualifying Revolving | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Retail - Other Retail | - | 0 | 0 | 0 | 1,400 | 131 | 0 | 1,022 | 162 | 0 |
| Retail - Other Retail - Of Which: SME | - | 0 | 0 | 0 | 237 | 39 | 0 | 136 | 47 | 0 |
| Retail - Other Retail - Of Which: non-SME | - | 0 | 0 | 0 | 1,163 | 92 | 0 | 885 | 115 | 0 |
| Equity | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Securitisation | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Other non-credit obligation assets | - | 0 | 0 | 0 | 368 | 0 | 0 | 343 | 0 | 0 |
| TOTAL | - | 0 | 0 | 0 | 7,820 | 327 | 0 | 5,438 | 367 | 0 |
Detailed Exposure Analysis (Adverse Scenario)
| Sector | LTV % | Exposure Values (F-IRB) | Exposure Values (A-IRB) | Exposure Values (STA) | Risk Exposure (F-IRB) | Risk Exposure (A-IRB) | Risk Exposure (STA) | Value Adjustments and Provisions (F-IRB) | Value Adjustments and Provisions (A-IRB) | Value Adjustments and Provisions (STA) |
|---|---|---|---|---|---|---|---|---|---|---|
| Central banks and central governments | - | 0 | 0 | 0 | 1,617 | 0 | 0 | 2 | 0 | 0 |
| Institutions | - | 0 | 0 | 0 | 232 | 0 | 0 | 32 | 0 | 0 |
| Corporates | - | 0 | 0 | 0 | 728 | 106 | 0 | 722 | 115 | 0 |
| Corporates - Of Which: Specialised Lending | - | 0 | 0 | 0 | 40 | 43 | 0 | 39 | 43 | 0 |
| Corporates - Of Which: SME | - | 0 | 0 | 0 | 510 | 58 | 0 | 505 | 65 | 0 |
| Retail | - | 0 | 0 | 0 | 4,797 | 221 | 0 | 4,328 | 253 | 0 |
| Retail - Secured on real estate property | 80.4% | 0 | 0 | 0 | 3,399 | 91 | 0 | 3,265 | 91 | 0 |
| Retail - Secured on real estate property - Of Which: SME | 30.4% | 0 | 0 | 0 | 3 | 1 | 0 | 1 | 1 | 0 |
| Retail - Secured on real estate property - Of Which: non-SME | 80.5% | 0 | 0 | 0 | 3,396 | 89 | 0 | 3,263 | 90 | 0 |
| Retail - Qualifying Revolving | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Retail - Other Retail | - | 0 | 0 | 0 | 1,399 | 131 | 0 | 1,064 | 162 | 0 |
| Retail - Other Retail - Of Which: SME | - | 0 | 0 | 0 | 237 | 39 | 0 | 179 | 47 | 0 |
| Retail - Other Retail - Of Which: non-SME | - | 0 | 0 | 0 | 1,162 | 92 | 0 | 885 | 115 | 0 |
| Equity | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Securitisation | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Other non-credit obligation assets | - | 0 | 0 | 0 | 353 | 0 | 0 | 328 | 0 | 0 |
| TOTAL | - | 0 | 0 | 0 | 7,728 | 326 | 0 | 5,413 | 367 | 0 |
Additional Notes
- Securitisation and re-securitisations positions deducted from capital: 0 mln EUR
- Impairment rates and coverage ratios:
- Baseline Scenario:
- Impairment rates: 0.00%, 0.08%, 0.67%, 0.01%, 0.87%, 0.77%, 0.40%, 3.58%, 0.38%
- Stock of Provisions: 0, 0, 57, 1, 52, 544, 104, 1, 103, 0, 440, 85, 355, 0, 601
- Coverage Ratio - Default Stock: -, 45.00%, 28.71%, 1.46%, 43.80%, 72.80%, 50.10%, 55.52%, 47.65%, 45.94%, 80.73%, 73.44%, 82.63%, 1.46%, 64.09%, 60.49%, 57.83%
- Adverse Scenario:
- Impairment rates: 0.00%, 0.10%, 1.71%, 0.23%, 1.62%, 1.10%, 0.65%, 4.26%, 0.65%
- Stock of Provisions: 0, 1, 93, 7, 66, 612, 134, 1, 133, 0, 478, 96, 383, 0, 705
- Coverage Ratio - Default Stock: -, 45.00%, 39.48%, 15.04%, 50.66%, 78.49%, 58.07%, 54.72%, 58.10%, 45.00%, 85.96%, 80.84%, 87.31%, 45.00%, 54.72%, 50.61%, 54.81%, 57.83%
- Baseline Scenario:
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