EBA欧洲银行-SI_549300J0GSZ83GTKBZ89_16页_3mb

报告摘要

Summary of 2014 EU-wide Stress Test for SI - Nova Kreditna Banka Maribor d.d.

Core Information

Bank Name: SI - Nova Kreditna Banka Maribor d.d.
LEI Code: 549300J0GSZ83GTKBZ89

Actual Figures as of 31 December 2013

Metric	Value (in EUR, %)
Operating profit before impairments	61
Impairment losses on financial and non-financial assets in the banking book	821
Common Equity Tier 1 capital (1)	435
Total Risk Exposure (1)	2,777
Common Equity Tier 1 ratio, % (1)	15.7%

Baseline Scenario Outcome as of 31 December 2016

Metric	Value (in EUR, %)
3 yr cumulative operating profit before impairments	43
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	120
3 yr cumulative losses from the stress in the trading book	1
Common Equity Tier 1 capital (1)	360
Total Risk Exposure (1)	2,806
Common Equity Tier 1 ratio, % (1)	12.8%

Adverse Scenario Outcome as of 31 December 2016

Metric	Value (in EUR, %)
3 yr cumulative operating profit before impairments	-55
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	244
3 yr cumulative losses from the stress in the trading book	2
Valuation losses due to sovereign shock after tax and prudential filters	15
Common Equity Tier 1 capital (1)	124
Total Risk Exposure (1)	2,822
Common Equity Tier 1 ratio, % (1)	4.4%

Memorandum Items

Item	Value (in EUR)
Common EU wide CET1 Threshold (5.5%)	155
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 - 2016 period (cumulative conversions)	0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event	0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario	0

Notes

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application: 01/01/2014.
(2) Conversions not considered for CET1 computation.
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 - 2016 period.
(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA.

Exposure Breakdown

Baseline Scenario (as of 31/12/2013)

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	-	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0
Institutions	-	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0
Corporates	-	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0
Corporates - Of Which: Specialised Lending	-	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0
Corporates - Of Which: SME	-	F-IRB: 319, A-IRB: 213, STA: 294	F-IRB: 319, A-IRB: 213, STA: 294	F-IRB: 319, A-IRB: 213, STA: 294
Retail	-	F-IRB: 1,211, A-IRB: 98, STA: 869	F-IRB: 1,211, A-IRB: 98, STA: 869	F-IRB: 1,211, A-IRB: 98, STA: 869
Retail - Secured on real estate property	54.7%	F-IRB: 537, A-IRB: 53, STA: 374	F-IRB: 537, A-IRB: 53, STA: 374	F-IRB: 537, A-IRB: 53, STA: 374
Retail - Secured on real estate property - Of Which: -	48.8%	F-IRB: 138, A-IRB: 35, STA: 104	F-IRB: 138, A-IRB: 35, STA: 104	F-IRB: 138, A-IRB: 35, STA: 104
Retail - Secured on real estate property - Of Which: -	56.6%	F-IRB: 399, A-IRB: 18, STA: 271	F-IRB: 399, A-IRB: 18, STA: 271	F-IRB: 399, A-IRB: 18, STA: 271
Retail - Qualifying Revolving	-	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0
Retail - Other Retail	45	F-IRB: 674, A-IRB: 45, STA: 495	F-IRB: 674, A-IRB: 45, STA: 495	F-IRB: 674, A-IRB: 45, STA: 495
Retail - Other Retail - Of Which: SME	-	F-IRB: 141, A-IRB: 30, STA: 104	F-IRB: 141, A-IRB: 30, STA: 104	F-IRB: 141, A-IRB: 30, STA: 104
Retail - Other Retail - Of Which: non-SME	-	F-IRB: 533, A-IRB: 15, STA: 391	F-IRB: 533, A-IRB: 15, STA: 391	F-IRB: 533, A-IRB: 15, STA: 391
Equity	-	F-IRB: 8, A-IRB: 17, STA: 8	F-IRB: 8, A-IRB: 17, STA: 8	F-IRB: 8, A-IRB: 17, STA: 8
Securitisation	-	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0	F-IRB: 0, A-IRB: 0, STA: 0
Other non-credit obligation assets	-	F-IRB: 298, A-IRB: 0, STA: 217	F-IRB: 298, A-IRB: 0, STA: 217	F-IRB: 298, A-IRB: 0, STA: 217
TOTAL	-	F-IRB: 4,452, A-IRB: 515, STA: 1,893	F-IRB: 4,452, A-IRB: 515, STA: 1,893	F-IRB: 4,452, A-IRB: 515, STA: 1,893

Baseline Scenario Impairment and Coverage

Year	Impairment Rate	Stocks of Provisions	Coverage Ratio - Default Stock
2014	0.19%	5	24.87%
2015	0.19%	7	28.54%
2016	0.19%	9	30.75%

Adverse Scenario Impairment and Coverage

Year	Impairment Rate	Stocks of Provisions	Coverage Ratio - Default Stock
2014	0.70%	14	31.86%
2015	0.68%	21	34.74%
2016	0.68%	28	36.00%

Additional Tables

Baseline Scenario (as of 31/12/2014)

Impairment Rate	Stocks of Options	Coverage Ratio - Default Stock
0.18%	3	28.10%
0.00%	0	1.53%
3.96%	410	40.35%
1.17%	120	37.49%
1.07%	50	33.23%
1.44%	28	32.01%
0.95%	23	35.04%
1.25%	70	41.04%
4.06%	48	44.11%
0.71%	21	34.58%
1.39%	711	39.03%

Adverse Scenario (as of 31/12/2014)

Impairment Rate	Stocks of Provisions	Coverage Ratio - Default Stock
0.67%	11	35.91%
0.00%	0	1.39%
5.62%	435	42.30%
1.79%	6	33.23%
1.66%	0	43.62%
2.07%	0	41.40%
1.51%	0	46.86%
1.90%	700	41.04%
4.00%	48	44.11%
0.73%	21	34.58%
1.45%	28	42.21%

Summary of Key Metrics

Metric	Baseline Scenario (2016)	Adverse Scenario (2016)
Common Equity Tier 1 capital	360	124
Total Risk Exposure	2,806	2,822
Common Equity Tier 1 ratio, %	12.8%	4.4%
Common EU wide CET1 Threshold (8.0%)	225	155
Common EU wide CET1 Threshold (5.5%)	-	155

Summary of Risk Exposure and Value Adjustments

Category	Risk Exposure Amounts (Baseline, 2016)	Risk Exposure Amounts (Adverse, 2016)
Central banks and central governments	0	0
Institutions	0	0
Corporates	653	600
Retail - Secured on real estate property	869	869
Retail - Other Retail	495	495
Equity	8	8
Securitisation	0	0
Other non-credit obligation assets	217	217

Summary of Value Adjustments and Provisions

Category	Value Adjustments and Provisions (Baseline, 2016)	Value Adjustments and Provisions (Adverse, 2016)
Central banks and central governments	0	0
Institutions	0	0
Corporates	653	600
Retail - Secured on real estate property	869	869
Retail - Other Retail	495	495
Equity	8	8
Securitisation	0	0
Other non-credit obligation assets	217	217

展开完整摘要

试读结束，高清完整版pdf/doc/ppt,请点下载