EBA欧洲银行-IE_3U8WV1YX2VMUHH7Z1Q21_16页_3mb

报告摘要

2014 EU-wide Stress Test Summary: IE - Allied Irish Banks plc

Core Information

Bank Name: IE - Allied Irish Banks plc
LEI Code: 3U8WV1YX2VMUHH7Z1Q21

Summary of Actual Figures (as of 31 December 2013)

Metric	Value (min EUR, %)
Operating profit before impairments	207
Impairment losses on financial and non-financial assets in the banking book	2,169
Common Equity Tier 1 (CET1) capital	8,923
Total Risk Exposure	60,958
CET1 ratio, %	14.6%

Summary of Adverse Scenario Outcome (as of 31 December 2016)

Metric	Value (min EUR, %)
3 yr cumulative operating profit before impairments	-508
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	4,196
3 yr cumulative losses from the stress in the trading book	326
Valuation losses due to sovereign shock after tax and prudential filters	-35
CET1 capital	4,620
Total Risk Exposure	66,744
CET1 ratio, %	6.9%

Summary of Baseline Scenario Outcome (as of 31 December 2016)

Metric	Value (min EUR, %)
3 yr cumulative operating profit before impairments	19
3 yr cumulative impairment losses on financial and non-financial assets in the banking book	1,703
3 yr cumulative losses from the stress in the trading book	125
CET1 capital	7,668
Total Risk Exposure	61,684
CET1 ratio, %	12.4%

Memorandum Items

Item	Value (min EUR)
Common EU wide CET1 Threshold (5.5%)	3,671
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into CET1 or are written down upon a trigger event	1,600
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario	1,600
Common EU wide CET1 Threshold (8.0%)	4,935

Risk Exposure and Value Adjustments

Baseline Scenario (as of 31 December 2013)

Segment	Exposure Values (F-IRB, A-IRB, STA)	Risk Exposure Amounts (F-IRB, A-IRB, STA)	Value Adjustments and Provisions (F-IRB, A-IRB, STA)
Non-defaulted	3,974 (F-IRB), 0 (A-IRB), 0 (STA)	0 (F-IRB), 0 (A-IRB), 0 (STA)	0 (F-IRB), 0 (A-IRB), 0 (STA)
Central banks and central governments	10,094 (F-IRB), 0 (A-IRB), 0 (STA)	457 (F-IRB), 0 (A-IRB), 0 (STA)	8 (F-IRB), 0 (A-IRB), 0 (STA)
Institutions	849 (F-IRB), 40 (A-IRB), 0 (STA)	6,737 (F-IRB), 1,437 (A-IRB), 0 (STA)	946 (F-IRB), 0 (A-IRB), 0 (STA)
Corporates	103 (F-IRB), 0 (A-IRB), 0 (STA)	0 (F-IRB), 0 (A-IRB), 0 (STA)	120 (F-IRB), 0 (A-IRB), 0 (STA)
Corporates - Of Which: Specialised Lending	0 (F-IRB), 0 (A-IRB), 0 (STA)	4,147 (F-IRB), 1,030 (A-IRB), 0 (STA)	4,147 (F-IRB), 1,199 (A-IRB), 0 (STA)
Corporates - Of Which: SME	2,522 (F-IRB), 2,496 (A-IRB), 0 (STA)	4,579 (F-IRB), 2,887 (A-IRB), 0 (STA)	4,599 (F-IRB), 3,318 (A-IRB), 0 (STA)
Retail	0 (F-IRB), 0 (A-IRB), 0 (STA)	19,014 (F-IRB), 5,056 (A-IRB), 0 (STA)	8,458 (F-IRB), 3,305 (A-IRB), 0 (STA)
Retail - Secured on real estate property	113.7% (LTV), 0 (F-IRB), 0 (A-IRB), 0 (STA)	19,014 (F-IRB), 5,056 (A-IRB), 0 (STA)	8,458 (F-IRB), 3,305 (A-IRB), 0 (STA)
Retail - Secured on real estate property - Of Which: SME	0 (F-IRB), 0 (A-IRB), 0 (STA)	4,599 (F-IRB), 3,318 (A-IRB), 0 (STA)	4,526 (F-IRB), 3,318 (A-IRB), 0 (STA)
Retail - Other Retail	0 (F-IRB), 0 (A-IRB), 0 (STA)	3,503 (F-IRB), 499 (A-IRB), 0 (STA)	2,627 (F-IRB), 555 (A-IRB), 0 (STA)
Retail - Other Retail - Of Which: non-SME	0 (F-IRB), 0 (A-IRB), 0 (STA)	3,503 (F-IRB), 499 (A-IRB), 0 (STA)	2,627 (F-IRB), 555 (A-IRB), 0 (STA)
Equity	0 (F-IRB), 0 (A-IRB), 0 (STA)	387 (F-IRB), 2 (A-IRB), 0 (STA)	851 (F-IRB), 3 (A-IRB), 0 (STA)
Securitisation	684 (F-IRB), 0 (A-IRB), 0 (STA)	80 (F-IRB), 0 (A-IRB), 0 (STA)	334 (F-IRB), 0 (A-IRB), 0 (STA)
Other non-credit obligation assets	7 (F-IRB), 0 (A-IRB), 0 (STA)	1,678 (F-IRB), 0 (A-IRB), 0 (STA)	857 (F-IRB), 0 (A-IRB), 0 (STA)
TOTAL	64,035 (F-IRB), 3,493 (A-IRB), 10,463 (STA)	10,638 (F-IRB), 0 (A-IRB), 8,841 (STA)	8,555 (F-IRB), 9,916 (A-IRB), 1,942 (STA)

Adverse Scenario (as of 31 December 2013)

Segment	Exposure Values (F-IRB, A-IRB, STA)	Risk Exposure Amounts (F-IRB, A-IRB, STA)	Value Adjustments and Provisions (F-IRB, A-IRB, STA)
Non-defaulted	3,974 (F-IRB), 0 (A-IRB), 0 (STA)	0 (F-IRB), 0 (A-IRB), 0 (STA)	0 (F-IRB), 0 (A-IRB), 0 (STA)
Central banks and central governments	29,810 (F-IRB), 0 (A-IRB), 0 (STA)	16,044 (F-IRB), 0 (A-IRB), 0 (STA)	0 (F-IRB), 0 (A-IRB), 0 (STA)
Institutions	233 (F-IRB), 0 (A-IRB), 0 (STA)	302 (F-IRB), 0 (A-IRB), 0 (STA)	184 (F-IRB), 0 (A-IRB), 0 (STA)
Corporates	5,098 (F-IRB), 3,266 (A-IRB), 0 (STA)	4,799 (F-IRB), 5,093 (A-IRB), 0 (STA)	5,905 (F-IRB), 2 (A-IRB), 0 (STA)
Corporates - Of Which: SME	2,522 (F-IRB), 2,496 (A-IRB), 0 (STA)	4,579 (F-IRB), 2,887 (A-IRB), 0 (STA)	4,599 (F-IRB), 3,318 (A-IRB), 0 (STA)
Retail	0 (F-IRB), 0 (A-IRB), 0 (STA)	19,014 (F-IRB), 5,056 (A-IRB), 0 (STA)	8,458 (F-IRB), 3,305 (A-IRB), 0 (STA)
Retail - Secured on real estate property	113.8% (LTV), 0 (F-IRB), 0 (A-IRB), 0 (STA)	19,014 (F-IRB), 5,056 (A-IRB), 0 (STA)	8,458 (F-IRB), 3,305 (A-IRB), 0 (STA)
Retail - Other Retail	0 (F-IRB), 0 (A-IRB), 0 (STA)	3,503 (F-IRB), 499 (A-IRB), 0 (STA)	2,627 (F-IRB), 555 (A-IRB), 0 (STA)
Equity	0 (F-IRB), 0 (A-IRB), 0 (STA)	387 (F-IRB), 2 (A-IRB), 0 (STA)	851 (F-IRB), 3 (A-IRB), 0 (STA)
Securitisation	684 (F-IRB), 0 (A-IRB), 0 (STA)	80 (F-IRB), 0 (A-IRB), 0 (STA)	334 (F-IRB), 0 (A-IRB), 0 (STA)
Other non-credit obligation assets	7 (F-IRB), 0 (A-IRB), 0 (STA)	1,678 (F-IRB), 0 (A-IRB), 0 (STA)	857 (F-IRB), 0 (A-IRB), 0 (STA)
TOTAL	35,288 (F-IRB), 3,266 (A-IRB), 7,937 (STA)	6,284 (F-IRB), 2 (A-IRB), 1,942 (STA)	1,011 (F-IRB), 12,164 (A-IRB), 99 (STA)

Key Observations

The bank's CET1 ratio fell from 14.6% in 2013 to 6.9% under the adverse scenario by 2016, indicating significant stress on its capital.
Under the baseline scenario, the CET1 ratio remained at 12.4% by 2016, showing a less severe impact compared to the adverse scenario.
The bank experienced a decline in operating profit before impairments in the adverse scenario, with a cumulative loss of -508 million EUR over three years.
Impairment losses increased significantly under the adverse scenario, reaching 4,196 million EUR by 2016.
Risk exposure increased under the adverse scenario, from 60,958 million EUR in 2013 to 66,744 million EUR in 2016.
The bank's exposure to real estate secured retail loans increased in the adverse scenario, with a higher LTV ratio and corresponding losses.

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