EBA欧洲银行-DK008_11页_959kb

报告摘要

Danske Bank's results from the 2011 EBA EU-wide stress test are summarized as follows:

Operating profit before impairments: 2,794 million EUR
Impairment losses on financial and non-financial assets in the banking book: -1,862 million EUR
Risk weighted assets (RWA): 145,907 million EUR
Core Tier 1 capital: 14,576 million EUR
Core Tier 1 capital ratio: 10.0%
Additional capital needed to reach a 5% Core Tier 1 capital benchmark: 7,281 million EUR (difference from benchmark)

2-year cumulative operating profit before impairments: 5,595 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -3,814 million EUR
2-year cumulative losses from the stress in the trading book: -832 million EUR
- Valuation losses due to sovereign shock: -185 million EUR
Risk weighted assets: 142,285 million EUR
Core Tier 1 capital: 18,506 million EUR
Core Tier 1 capital ratio: 13.0%

Risk weighted assets after restructuring and capital raisings: 142,285 million EUR
Core Tier 1 capital after restructuring and capital raisings: 18,506 million EUR
Tier 1 capital: 20,677 million EUR
Total regulatory capital: 24,020 million EUR

Net interest income: 3,971 million EUR
Trading income: 148 million EUR
- Trading losses from stress scenarios: -70 million EUR
- Valuation losses due to sovereign shock: -93 million EUR
Operating profit before impairments: 2,787 million EUR
Impairments on financial and non-financial assets in the banking book: -1,837 million EUR
Operating profit after impairments and other losses from the stress: 950 million EUR
Net profit after tax: 732 million EUR
- Carried over to capital (retained earnings): 622 million EUR
- Distributed as dividends: 110 million EUR

Stock of provisions: 5,872 million EUR
- Stock of provisions for non-defaulted assets: 2,077 million EUR
  - Sovereigns: 0 million EUR
  - Institutions: 5 million EUR
  - Corporate (excluding commercial real estate): 1,378 million EUR
  - Retail (excluding commercial real estate): 284 million EUR
  - Commercial real estate: 410 million EUR
- Stock of provisions for defaulted assets: 3,795 million EUR
  - Corporate (excluding commercial real estate): 1,270 million EUR
  - Retail (excluding commercial real estate): 946 million EUR
  - Commercial real estate: 1,017 million EUR
Coverage ratios:
- Corporate (excluding commercial real estate): 45.0% (2011), 43.8% (2012)
- Retail (excluding commercial real estate): 34.2% (2011), 26.5% (2012)
- Commercial real estate: 29.0% (2011), 28.9% (2012)
Loss rates:
- Corporate (excluding commercial real estate): 0.5% (2011), 0.4% (2012)
- Retail (excluding commercial real estate): 0.2% (2011), 0.1% (2012)
- Commercial real estate: 0.4% (2011), 0.3% (2012)

Equity raisings announced and fully committed between 31 December 2010 and 30 April 2011: 2,653 million EUR
Government support publicly announced and fully committed: 0 percentage points
Mandatory restructuring plans: 0 percentage points

After all current and future mitigating actions as of 31 December 2012: 13.0%

The stress test was conducted using the EBA common methodology, which includes a static balance sheet assumption and incorporates regulatory transitional floors.
Capital elements and ratios are presented in accordance with the EBA definition of Core Tier 1 capital, which may differ from national supervisory definitions.
The results should not be interpreted as forecasts or directly compared to other published information.
The Core Tier 1 capital ratio is calculated as Core Tier 1 capital divided by RWA.
The additional capital needed to reach the 5% Core Tier 1 capital benchmark is calculated as the difference between the current capital and 5% of RWA.
The EBA methodology includes specific rules for the treatment of provisions, securitisation, and other capital components.

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