EBA欧洲银行-FR014_11页_995kb

报告摘要

Operating profit before impairments: 11,367 million EUR
Impairment losses on financial and non-financial assets in the banking book: -5,563 million EUR
Risk weighted assets (RWA): 561,637 million EUR
Core Tier 1 capital: 46,277 million EUR
Core Tier 1 capital ratio: 8.2%
Additional capital needed to reach a 5% Core Tier 1 capital benchmark: 18,195 million EUR (3.2 percentage points)

Core Tier 1 capital ratio (excluding mitigating actions): 8.5%
Core Tier 1 capital ratio (including mitigating measures): 8.5%
Additional capital needed to reach a 5% Core Tier 1 capital benchmark: Not specified (implied to be reduced due to mitigating actions)

Risk weighted assets: 561,637 million EUR
Core Tier 1 capital: 46,277 million EUR
Core Tier 1 capital ratio: 8.2% (2010), 8.8% (2011), 9.4% (2012)
Operating profit before impairments: 11,367 million EUR (2010), 10,136 million EUR (2011), 9,244 million EUR (2012)
Impairment losses on financial and non-financial assets in the banking book: -5,563 million EUR (2010), -5,647 million EUR (2011), -4,611 million EUR (2012)
Operating profit after impairments and other losses from the stress: 5,804 million EUR (2010), 4,489 million EUR (2011), 4,633 million EUR (2012)
Net profit after tax: 4,034 million EUR (2010), 3,867 million EUR (2011), 3,962 million EUR (2012)

2-year cumulative operating profit before impairments: 15,760 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -17,045 million EUR
2-year cumulative losses from the stress in the trading book: -3,014 million EUR
Valuation losses due to sovereign shock: -204 million EUR
Risk weighted assets: 553,362 million EUR
Core Tier 1 capital: 46,950 million EUR
Core Tier 1 capital ratio: 8.5%

Equity raisings fully committed between 31 December 2010 and 30 April 2011: Not specified
Effect of government support on Core Tier 1 capital: Not specified
Effect of mandatory restructuring on Core Tier 1 capital: Not specified
Core Tier 1 capital after all measures: 46,950 million EUR
Tier 1 capital: 60,644 million EUR
Total regulatory capital: 69,177 million EUR
Supervisory recognised capital ratio: 8.5%

Use of provisions and other reserves: Not specified
Divestments and management actions taken by 30 April 2011: Not specified
Other disinvestments and restructuring measures: Not specified
Future planned issuances of common equity instruments: Not specified
Future planned government subscriptions of capital instruments: Not specified
Other instruments recognised as back-stop measures: Not specified

Stock of provisions: 23,918 million EUR
Stock of provisions for non-defaulted assets: 5,540 million EUR (2010), 5,545 million EUR (2011), 5,545 million EUR (2012)
Sovereigns (provisions for non-defaulted exposures): 3 million EUR (2010), 3 million EUR (2011), 3 million EUR (2012)
Institutions (provisions for non-defaulted exposures): 8 million EUR (2010), 9 million EUR (2011), 9 million EUR (2012)
Corporate (excluding Commercial real estate): 2,549 million EUR (2010), 2,549 million EUR (2011), 2,549 million EUR (2012)
Retail (excluding Commercial real estate): 2,875 million EUR (2010), 2,875 million EUR (2011), 2,875 million EUR (2012)
Commercial real estate: 105 million EUR (2010), 109 million EUR (2011), 109 million EUR (2012)
Stock of provisions for defaulted assets: 18,378 million EUR (2010), 23,781 million EUR (2011), 28,155 million EUR (2012)
Corporate (excluding Commercial real estate): 4,655 million EUR (2010), 6,545 million EUR (2011), 8,279 million EUR (2012)
Retail (excluding Commercial real estate): 12,548 million EUR (2010), 15,912 million EUR (2011), 18,384 million EUR (2012)
Commercial real estate: 565 million EUR (2010), 694 million EUR (2011), 837 million EUR (2012)

Coverage ratio (Corporate): 66.5% (2010), 62.6% (2011), 60.8% (2012)
Coverage ratio (Retail): 68.1% (2010), 47.2% (2011), 41.9% (2012)
Coverage ratio (Commercial real estate): 48.2% (2010), 46.6% (2011), 45.4% (2012)
Loss rate (Corporate): 0.4% (2010), 0.5% (2011), 0.5% (2012)
Loss rate (Retail): 0.7% (2010), 0.7% (2011), 0.5% (2012)
Loss rate (Commercial real estate): 0.4% (2010), 0.6% (2011), 0.7% (2012)

Common equity before deductions: 49,596 million EUR (8.8% of RWA)
Eligible capital and reserves: 69,503 million EUR (12.4% of RWA)
Intangibles assets (including goodwill): -22,142 million EUR (-3.9% of RWA)
Deductions from common equity: -3,319 million EUR (-0.6% of RWA)
Participations and subordinated claims: -1,975 million EUR (-0.4% of RWA)
Securitisation exposures not included in RWA: -1,287 million EUR (-0.2% of RWA)
IRB provision shortfall and IRB equity expected loss amounts (before tax): -56 million EUR (0.0% of RWA)
Common equity (after deductions): 46,277 million EUR (8.2% of RWA)
Core Tier 1 capital (including government support measures): 46,277 million EUR (8.2% of RWA)
Hybrid instruments not subscribed by government: 11,597 million EUR (2.1% of RWA)
Tier 1 capital: 57,875 million EUR (10.3% of RWA)
Tier 2 capital: 22,050 million EUR (3.9% of RWA)
Tier 3 capital: 0 million EUR (0.0% of RWA)
Total capital: 67,495 million EUR (12.0% of RWA)

The stress test was conducted using the EBA common methodology, which assumes a static balance sheet and incorporates regulatory transitional floors where binding.
All capital elements and ratios are based on the EBA definition of Core Tier 1 capital and may differ from national supervisory definitions or public disclosures.
The results are not forecasts and should not be directly compared to other published information.
The capital ratio is calculated based on the EBA definition, but may include additional measures not recognized by EBA, as deemed appropriate by national authorities.
"Other operating income" and "Other income" are defined as non-banking income and miscellaneous revenues, with "Other operating income" mainly consisting of share of profits of associates.
Deferred tax assets and minority interests are included in the capital composition, with specific rules under Basel 3 for their treatment.
Valuation differences eligible as original own funds are reported separately for information purposes.

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