EBA欧洲银行-AT002_12页_231kb

报告摘要

Operating profit before impairments: 2,481 million EUR
Impairment losses on financial and non-financial assets in the banking book: -1,194 million EUR
Risk weighted assets (RWA): 94,811 million EUR
Core Tier 1 capital: 7,641 million EUR
Core Tier 1 capital ratio: 8.1%
Additional capital needed to reach a 5% Core Tier 1 capital benchmark: 2,901 million EUR

2-year cumulative operating profit before impairments: 3,658 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -2,784 million EUR
2-year cumulative losses from the stress in the trading book: -353 million EUR
- Valuation losses due to sovereign shock: -22 million EUR
Risk weighted assets: 99,968 million EUR
Core Tier 1 capital: 7,800 million EUR
Core Tier 1 capital ratio: 7.8%
Additional capital needed to reach a 5% Core Tier 1 capital benchmark: Not specified

Risk weighted assets:
- 2010: 94,811 million EUR
- 2011: 98,268 million EUR
- 2012: 97,537 million EUR
Core Tier 1 capital:
- 2010: 7,641 million EUR
- 2011: 8,177 million EUR
- 2012: 8,791 million EUR
Core Tier 1 capital ratio:
- 2010: 8.1%
- 2011: 8.3%
- 2012: 9.0%

Risk weighted assets remain unchanged from A.
Core Tier 1 capital:
- 2010: 7,641 million EUR
- 2011: 8,177 million EUR
- 2012: 8,791 million EUR
Core Tier 1 capital ratio:
- 2010: 8.1%
- 2011: 8.3%
- 2012: 9.0%

Risk weighted assets after mitigating measures: 98,268 million EUR (2011), 97,537 million EUR (2012)
Core Tier 1 capital after mitigating measures: 8,177 million EUR (2011), 8,791 million EUR (2012)
Core Tier 1 capital ratio:
- 2011: 8.3%
- 2012: 9.0%

Net interest income:
- 2011: 3,487 million EUR
- 2012: 3,458 million EUR (Baseline), 3,232 million EUR (Adverse)
Trading income:
- 2011: 106 million EUR
- 2012: 106 million EUR (Baseline), 20 million EUR (Adverse)
Trading losses from stress scenarios:
- 2011: -91 million EUR
- 2012: -91 million EUR (Baseline), -177 million EUR (Adverse)
Valuation losses due to sovereign shock:
- 2012: -11 million EUR (Adverse)
Other operating income:
- 2011: -26 million EUR
- 2012: -26 million EUR (Baseline), -26 million EUR (Adverse)
Operating profit before impairments:
- 2011: 2,078 million EUR
- 2012: 2,050 million EUR (Baseline), 1,738 million EUR (Adverse)
Impairments on financial and non-financial assets in the banking book:
- 2011: -929 million EUR
- 2012: -778 million EUR (Baseline), -1,307 million EUR (Adverse)
Operating profit after impairments and other losses from the stress:
- 2011: 1,150 million EUR
- 2012: 1,272 million EUR (Baseline), 431 million EUR (Adverse)
Net profit after tax:
- 2011: 920 million EUR
- 2012: 1,018 million EUR (Baseline), 345 million EUR (Adverse)
Of which carried over to capital (retained earnings):
- 2011: 536 million EUR
- 2012: 614 million EUR (Baseline), 76 million EUR (Adverse)
Of which distributed as dividends:
- 2011: 384 million EUR
- 2012: 404 million EUR (Baseline), 269 million EUR (Adverse)

Coverage ratio (defaulted assets):
- Corporate (excluding Commercial real estate): 61.1% (2011), 58.4% (2012)
- Retail (excluding Commercial real estate): 67.5% (2011), 61.0% (2012)
- Commercial real estate: 58.7% (2011), 57.3% (2012)
Loss rates:
- Corporate (excluding Commercial real estate): 0.7% (2011), 0.5% (2012)
- Retail (excluding Commercial real estate): 2.4% (2011), 2.3% (2012)
- Commercial real estate: 1.1% (2011), 0.9% (2012)

Common equity before deductions: 5,906 million EUR (6.2% of RWA)
Eligible capital and reserves: 3,833 million EUR (4.0% of RWA)
Intangibles assets (including goodwill): -469 million EUR (-0.5% of RWA)
Adjustment to valuation differences in other AFS assets: 0 million EUR (0.0% of RWA)
Deductions from common equity: -15 million EUR (0.0% of RWA)
- Deductions of participations and subordinated claims: -6 million EUR
- Securitisation exposures not included in RWA: -9 million EUR
- IRB provision shortfall and IRB equity expected loss amounts (before tax): 0 million EUR
Common equity (A+B): 5,891 million EUR (6.2% of RWA)
Ordinary shares subscribed by government: 0 million EUR
Other existing government support measures: +1,750 million EUR (1.8% of RWA)
Core Tier 1 including existing government support measures (C+D): 7,641 million EUR (8.1% of RWA)
Hybrid instruments not subscribed by government: +1,550 million EUR (1.6% of RWA)
Tier 1 capital (E+F): 9,191 million EUR (9.7% of RWA)
Tier 2 capital: 3,351 million EUR (3.5% of RWA)
Tier 3 capital: 69 million EUR (0.1% of RWA)
Total capital: 12,608 million EUR (13.3% of RWA)

The stress test was conducted using the EBA common methodology, which includes a static balance sheet assumption and incorporates regulatory transitional floors where binding.
All capital elements and ratios are based on the EBA definition of Core Tier 1 capital and may differ from national supervisory definitions or public disclosures.
The results should not be construed as forecasts or directly compared to other published information.
The capital ratio after mitigating measures is based primarily on the EBA definition but may include other measures not recognized by EBA, as considered appropriate by national supervisory authorities.
The effects of mitigating measures are detailed in the worksheet "3 - Mitigating measures" and are not included in the EBA methodology.

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