EBA欧洲银行-EBA_ST_HU_529900W3MOO00A18X956_34页_5mb

2018 EU-wide Stress Test Summary for OTP Bank Nyrt.

Core Information

• Bank Name: OTP Bank Nyrt.
• LEI Code: 529900W3MOO00A18X956
• Country Code: HU (Hungary)

Summary of Financial Metrics

Net Interest Income

• Actual (31/12/2017): 1,778 mln EUR
• Restated (31/12/2017): N/A
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 1,687 mln EUR
  • 31/12/2019: 1,608 mln EUR
  • 31/12/2020: 1,547 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 1,583 mln EUR
  • 31/12/2019: 1,506 mln EUR
  • 31/12/2020: 1,430 mln EUR

Gains or Losses on Financial Assets and Liabilities

• Actual (31/12/2017): 31 mln EUR
• Restated (31/12/2017): N/A
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: -7 mln EUR
  • 31/12/2019: -7 mln EUR
  • 31/12/2020: -7 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: -13 mln EUR
  • 31/12/2019: -7 mln EUR
  • 31/12/2020: -7 mln EUR

Impairment or Reversal of Impairment

• Actual (31/12/2017): 4 mln EUR
• Restated (31/12/2017): N/A
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: -311 mln EUR
  • 31/12/2019: -273 mln EUR
  • 31/12/2020: -279 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: -792 mln EUR
  • 31/12/2019: -650 mln EUR
  • 31/12/2020: -421 mln EUR

Profit or Loss for the Year

• Actual (31/12/2017): 911 mln EUR
• Restated (31/12/2017): N/A
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 372 mln EUR
  • 31/12/2019: 344 mln EUR
  • 31/12/2020: 297 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: -172 mln EUR
  • 31/12/2019: -145 mln EUR
  • 31/12/2020: -23 mln EUR

Coverage Ratio: Non-performing Exposure

• Actual (31/12/2017): 68.83%
• Restated (31/12/2017): 63.60%
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 57.47%
  • 31/12/2019: 54.02%
  • 31/12/2020: 51.51%
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 57.82%
  • 31/12/2019: 53.77%
  • 31/12/2020: 50.86%

Common Equity Tier 1 (CET1) Capital

• Actual (31/12/2017): 4,183 mln EUR
• Restated (31/12/2017): 4,175 mln EUR
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 4,347 mln EUR
  • 31/12/2019: 4,489 mln EUR
  • 31/12/2020: 4,602 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 4,213 mln EUR
  • 31/12/2019: 4,061 mln EUR
  • 31/12/2020: 3,895 mln EUR

Common Equity Tier 1 Ratio (%)

• Actual (31/12/2017): 15.21%
• Restated (31/12/2017): 15.40%
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 15.65%
  • 31/12/2019: 15.93%
  • 31/12/2020: 16.11%
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 14.75%
  • 31/12/2019: 13.87%
  • 31/12/2020: 13.03%

Fully Loaded CET1 Ratio (%)

• Actual (31/12/2017): 15.21%
• Restated (31/12/2017): 14.87%
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 15.21%
  • 31/12/2019: 15.56%
  • 31/12/2020: 15.83%
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 13.65%
  • 31/12/2019: 12.83%
  • 31/12/2020: 12.40%

Tier 1 Capital

• Actual (31/12/2017): 4,183 mln EUR
• Restated (31/12/2017): 4,175 mln EUR
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 4,347 mln EUR
  • 31/12/2019: 4,489 mln EUR
  • 31/12/2020: 4,602 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 4,213 mln EUR
  • 31/12/2019: 4,061 mln EUR
  • 31/12/2020: 3,895 mln EUR

Total Risk Exposure Amount (all transitional adjustments included)

• Actual (31/12/2017): 27,498 mln EUR
• Restated (31/12/2017): 27,110 mln EUR
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 27,778 mln EUR
  • 31/12/2019: 28,176 mln EUR
  • 31/12/2020: 28,573 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 28,567 mln EUR
  • 31/12/2019: 29,287 mln EUR
  • 31/12/2020: 29,900 mln EUR

Leverage Ratio Exposures

• Actual (31/12/2017): 45,101 mln EUR
• Restated (31/12/2017): 45,101 mln EUR
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 45,101 mln EUR
  • 31/12/2019: 45,101 mln EUR
  • 31/12/2020: 45,101 mln EUR
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 45,101 mln EUR
  • 31/12/2019: 45,101 mln EUR
  • 31/12/2020: 45,101 mln EUR

Leverage Ratio (%)

• Actual (31/12/2017): 9.27%
• Restated (31/12/2017): 9.26%
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 9.64%
  • 31/12/2019: 9.95%
  • 31/12/2020: 10.20%
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 9.34%
  • 31/12/2019: 9.00%
  • 31/12/2020: 8.64%

Fully Loaded Leverage Ratio (%)

• Actual (31/12/2017): 9.27%
• Restated (31/12/2017): 8.89%
• Baseline Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 9.27%
  • 31/12/2019: 9.62%
  • 31/12/2020: 9.93%
• Adverse Scenario (31/12/2018 - 31/12/2020):
  • 31/12/2018: 8.42%
  • 31/12/2019: 8.10%
  • 31/12/2020: 8.04%

Memorandum Items

• Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2018 -2020 period (cumulative conversions): 0 mln EUR
• 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 mln EUR
• Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 0 mln EUR

Credit Risk IRB Summary

Exposure Values and Risk Exposure Amounts

Performing and Non-performing Exposures

• Performing Exposure: 0 mln EUR
• Non-performing Exposure: 0 mln EUR
• Stock of Provisions: 0 mln EUR
• Of which: from non-performing exposures: 0 mln EUR

Coverage Ratio - Non-performing Exposures

• Non-performing Exposure: 0%
• Coverage Ratio: 0%

Key Information

• The stress test results are presented for OTP Bank Nyrt. in Hungary and other countries.
• All exposure values and risk exposure amounts for the IRB (Internal Ratings-Based) approach are reported as 0 mln EUR across all categories and scenarios.
• The CET1 capital and leverage ratio show a decline in the adverse scenario, indicating potential financial stress.
• The bank's financial performance is impacted by adverse scenarios, with negative profits and lower capital ratios.
• There are no instruments with mandatory conversion or eligible instruments that convert into CET1 or are written down in the adverse scenario.