EBA欧洲银行-FR013_11页_976kb

报告摘要

Operating profit before impairments: 17,181 million EUR
Impairment losses on financial and non-financial assets in the banking book: -5,333 million EUR
Risk weighted assets (RWA): 601,271 million EUR
Core Tier 1 capital: 55,352 million EUR
Core Tier 1 capital ratio: 9.2%
Additional capital needed to reach 5% Core Tier 1 capital benchmark: 25,288 million EUR (4.2% above the 5% threshold)

Core Tier 1 capital ratio (excluding mitigating actions): 7.9%
Risk weighted assets (RWA): 723,305 million EUR
Core Tier 1 capital: 56,802 million EUR
Additional capital needed to reach 5% Core Tier 1 capital benchmark: Not specified (likely unchanged from 2010, as no additional capital was mentioned)

Equity raisings (committed by 30 April 2011): 0 million EUR
Government support (committed by 30 April 2011): 0 percentage points
Mandatory restructuring plans (committed by 30 April 2011): 0 percentage points
Core Tier 1 capital ratio after mitigating actions: 7.9%
Tier 1 capital ratio: 11.4% (includes both Core Tier 1 and hybrid instruments)

Impairment losses on financial and non-financial assets in the banking book (2012): -16,234 million EUR
Trading losses from stress (2012): -3,027 million EUR
- Valuation losses due to sovereign shock (2012): -558 million EUR

Stock of provisions (2012): 38,085 million EUR
- Provisions for non-defaulted assets (2012): 6,189 million EUR
  - Sovereigns: 106 million EUR
  - Institutions: 197 million EUR
  - Corporate (excluding commercial real estate): 3,568 million EUR
  - Retail (excluding commercial real estate): 2,235 million EUR
- Provisions for defaulted assets (2012): 31,896 million EUR
  - Corporate (excluding commercial real estate): 12,874 million EUR
  - Retail (excluding commercial real estate): 15,544 million EUR
  - Commercial real estate: 1,688 million EUR

The stress test was conducted using the EBA common methodology with a static balance sheet assumption.
Capital adequacy ratios are based on the EBA definition of Core Tier 1 capital, which may differ from national definitions.
The results are not forecasts and should not be directly compared to other published information.
The Core Tier 1 capital ratio under the adverse scenario remains at 7.9%, even after incorporating mitigating measures.
No capital raisings or government support were announced and fully committed between 31 December 2010 and 30 April 2011.
Deferred tax assets: 2,892 million EUR
Funding cost (bps): 209 (2010), 265 (2011), 322 (2012)

BNP PARIBAS maintained a Core Tier 1 capital ratio of 9.2% as of 31 December 2010.
Under the adverse scenario, the Core Tier 1 capital ratio dropped to 7.9% by 31 December 2012, even after incorporating some mitigating actions.
The RWA increased to 723,305 million EUR under the adverse scenario.
Impairment losses were significant, with a total of -16,234 million EUR over two years.
Valuation losses due to sovereign shock amounted to -558 million EUR in 2012.
Coverage ratios for different portfolios were below the 2010 levels, indicating increased risk exposure.
No capital raisings or government support were implemented during the period from 31 December 2010 to 30 April 2011, which impacted the capital ratio negatively.
Deferred tax assets and minority interests were included in the capital adequacy calculations.
Mitigating measures such as provisions and restructuring were not recognized by the EBA methodology but were considered by national authorities.