EBA欧洲银行-NO_549300GKFG0RYRRQ1414_16页_3mb

报告摘要

Operating profit before impairments: 2,647 min EUR
Impairment losses on financial and non-financial assets in the banking book: 172 min EUR
Common Equity Tier 1 (CET1) capital: 13,683 min EUR
Total Risk Exposure: 120,874 min EUR
CET1 ratio: 11.3%

3-year cumulative operating profit before impairments: 4,840 min EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 3,233 min EUR
3-year cumulative losses from the stress in the trading book: 431 min EUR
Valuation losses due to sovereign shock after tax and prudential filters: 0 min EUR
CET1 capital: 14,273 min EUR
Total Risk Exposure: 126,193 min EUR
CET1 ratio: 11.3%

Common EU-wide CET1 Threshold (5.5%): 6,941 min EUR
Total amount of instruments with mandatory conversion into ordinary shares (2014–2016): 0 min EUR
Additional Tier 1 and Tier 2 instruments eligible for regulatory capital: 0 min EUR
Eligible instruments with trigger above CET1 ratio in adverse scenario: 0 min EUR

Operating profit before impairments: 2,647 min EUR
Impairment losses on financial and non-financial assets in the banking book: 172 min EUR
CET1 capital: 13,683 min EUR
Total Risk Exposure: 120,874 min EUR
CET1 ratio: 11.3%

3-year cumulative operating profit before impairments: 7,604 min EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 493 min EUR
3-year cumulative losses from the stress in the trading book: 251 min EUR
CET1 capital: 17,446 min EUR
Total Risk Exposure: 120,874 min EUR
CET1 ratio: 14.4%

Non-defaulted
- Central banks and central governments: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Institutions: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Corporates: 0 (F-IRB), 0 (A-IRB), 48,052 (STA)
- Corporates - Of Which: Specialised Lending: 0 (F-IRB), 0 (A-IRB), 398 (STA)
- Corporates - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 14,795 (STA)
- Retail: 0 (F-IRB), 0 (A-IRB), 61 (STA)
- Retail - Secured on real estate property: 0 (F-IRB), 0 (A-IRB), 76,481 (STA)
- Retail - Secured on real estate property - Of Which: Specialised Lending: 0 (F-IRB), 0 (A-IRB), 1,942 (STA)
- Retail - Secured on real estate property - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 3,661 (STA)
- Retail - Secured on real estate property - Of Which: non-SME: 0 (F-IRB), 0 (A-IRB), 2,769 (STA)
- Retail - Qualifying Revolving: 0 (F-IRB), 0 (A-IRB), 7,502 (STA)
- Retail - Other Retail: 0 (F-IRB), 0 (A-IRB), 6,430 (STA)
- Retail - Other Retail - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 3,654 (STA)
- Retail - Other Retail - Of Which: non-SME: 0 (F-IRB), 0 (A-IRB), 2,763 (STA)
- Equity: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Securitisation: 0 (F-IRB), 0 (A-IRB), 7,537 (STA)
- Other non-credit obligation assets: 0 (F-IRB), 0 (A-IRB), 0 (STA)

Non-defaulted
- Central banks and central governments: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Institutions: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Corporates: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Corporates - Of Which: Specialised Lending: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Corporates - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property - Of Which: Specialised Lending: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property - Of Which: non-SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Qualifying Revolving: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Other Retail: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Other Retail - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Other Retail - Of Which: non-SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Equity: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Securitisation: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Other non-credit obligation assets: 0 (F-IRB), 0 (A-IRB), 0 (STA)

Non-defaulted
- Central banks and central governments: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Institutions: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Corporates: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Corporates - Of Which: Specialised Lending: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Corporates - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property - Of Which: Specialised Lending: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Secured on real estate property - Of Which: non-SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Qualifying Revolving: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Other Retail: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Other Retail - Of Which: SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Retail - Other Retail - Of Which: non-SME: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Equity: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Securitisation: 0 (F-IRB), 0 (A-IRB), 0 (STA)
- Other non-credit obligation assets: 0 (F-IRB), 0 (A-IRB), 0 (STA)

Baseline Scenario
- Impairment rate: 0.00%, 0.03%, 0.10%, 0.08%, 0.13%, 0.07%, 0.05%, 0.06%, 0.02%, 0.26%, 0.31%, 0.22%, 0.38%, 0.07%, 0.07%, 0.07%
- Stock of Provisions: 0, 2, 286, 3, 177, 362, 3, 22, 71, 67, 649, 753, 845, 649, 753, 845, 849
- Coverage Ratio - Default Stock: 4.38%, 24.99%, 11.73%, 10.29%, 19.65%, 24.67%, 9.39%, 31.22%, 10.51%, 25.91%, 36.71%, 22.56%, 29.14%, 16.61%, 16.09%, 15.70%
Adverse Scenario
- Impairment rate: 0.01%, 0.03%, 0.32%, 0.16%, 0.23%, 0.15%, 0.04%, 0.09%, 0.04%, 0.71%, 0.73%, 0.37%, 1.05%, 0.21%, 0.25%, 0.24%
- Stock of Provisions: 0, 2, 580, 3, 259, 492, 126, 27, 99, 104, 262, 142, 120, 1,074, 1,498, 1,891
- Coverage Ratio - Default Stock: 5.03%, 24.53%, 21.07%, 12.02%, 26.73%, 25.84%, 15.17%, 37.59%, 12.90%, 26.90%, 35.46%, 46.80%, 27.41%, 22.97%, 23.27%, 24.35%

In the Adverse Scenario, the CET1 ratio remained at 11.3% as of 31 December 2016, which is above the EU-wide threshold of 5.5%.
In the Baseline Scenario, the CET1 ratio increased to 14.4% as of 31 December 2016, above the threshold of 8.0%.
The bank experienced cumulative impairment losses in both scenarios, but the losses were higher in the Adverse Scenario.
The Total Risk Exposure increased in the Adverse Scenario from 120,874 min EUR in 2013 to 126,193 min EUR in 2016, while it remained unchanged in the Baseline Scenario.
The operating profit was higher in the Baseline Scenario, showing better performance under normal conditions.
Valuation losses due to sovereign shocks were zero in the Adverse Scenario, suggesting the bank was not significantly impacted by such shocks.
The memorandum items indicate that there were no mandatory conversions of instruments into ordinary shares, and no additional Tier 1 or Tier 2 instruments were eligible for conversion or write-down during the stress test period.