EBA欧洲银行-AT003_12页_755kb

报告摘要

Operating profit before impairments: 458 million EUR
Impairment losses on financial and non-financial assets in the banking book: -386 million EUR
Risk weighted assets (RWA): 27,509 million EUR
Core Tier 1 capital: 1,765 million EUR
Core Tier 1 capital ratio: 6.4%

2-year cumulative operating profit before impairments: 694 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -995 million EUR
2-year cumulative losses from the stress in the trading book: -36 million EUR
- Valuation losses due to sovereign shock: -2 million EUR
Risk weighted assets: 33,812 million EUR
Core Tier 1 capital: 1,530 million EUR
Core Tier 1 capital ratio (including mitigating measures): 4.5%

Year	2010	2011	2012
Operating profit before impairments	458	423	297
Impairment losses on financial and non-financial assets in the banking book	-386	-312	-540
Operating profit after impairments and other losses from the stress	72	111	-243

Total stock of provisions: 1,508 million EUR
Stock of provisions for non-defaulted assets: 124 million EUR
- Sovereigns: 2 million EUR
- Institutions: 9 million EUR
- Corporate (excluding commercial real estate): 39 million EUR
- Retail (excluding commercial real estate): 57 million EUR
Stock of provisions for defaulted assets: 1,384 million EUR
- Corporate (excluding commercial real estate): 453 million EUR
- Retail (excluding commercial real estate): 492 million EUR
- Commercial real estate: 439 million EUR

Measure Type	Capital Ratio Impact (Percentage Points)
Use of provisions and/or other reserves	0.0
Divestments and other management actions	0.5
Other disinvestments and restructuring measures	1.3
Other (existing and future) instruments	2.5
Total capital ratio impact	4.3

Measure Type	RWA Impact (Million EUR)
Divestments and other management actions	-386 / -328
Other disinvestments and restructuring measures	-7,033
Total RWA impact	-7,033

Sale of share in RZB: Completed in the second half of 2011, impact: +164 million EUR on capital, -386 million EUR on RWA
Sale of VBI: Completed in the second half of 2011, impact: -147 million EUR on capital, -7,033 million EUR on RWA
Spin off of VBAG banking business into IK: Completed in the second half of 2011, impact: +188 million EUR on capital

Future planned issuances of common equity instruments: Not specified
Future planned government subscriptions of capital instruments: Not specified
Other back-stop measures: Recognised as appropriate, impact: +2.5 percentage points on capital ratio

The stress test was conducted using the EBA common methodology, including static balance sheet assumptions.
Capital elements and ratios are based on the EBA definition of Core Tier 1 capital.
The results should not be construed as forecasts or compared directly to other published information.
Regulatory transitional floors are applied where binding.
"Other operating income" includes leasing income and is adjusted for the Austrian banking tax.
The release of countercyclical provisions is included in mitigating measures for 2011-2012.
Net profit includes profit attributable to minority interests.
Deferred tax assets are referenced to the Basel 3 framework.
Stock of provisions includes collective, specific, and countercyclical provisions.
Provisions for non-defaulted exposures to sovereigns and institutions are based on EBA benchmark risk parameters.
Commercial real estate is defined in the worksheet "4 - EADs".
Coverage ratio is calculated as stock of provisions on defaulted assets divided by EAD of defaulted assets.
Loss rate is calculated as total impairment flow divided by total EAD of the portfolio.
All elements are reported net of tax effects.