EBA欧洲银行-BE004_11页_1mb

报告摘要

Operating profit before impairments: 1,600 million EUR
Impairment losses on financial and non-financial assets in the banking book: -634 million EUR
Risk weighted assets (RWA): 140,835 million EUR
Core Tier 1 capital: 17,002 million EUR
Core Tier 1 capital ratio: 12.1%

2-year cumulative operating profit before impairments: 1,413 million EUR
2-year cumulative impairment losses: -3,120 million EUR
2-year cumulative losses from the stress in the trading book: 156 million EUR
Valuation losses due to sovereign shock: -4 million EUR
Risk weighted assets: 146,439 million EUR
Core Tier 1 capital: 15,204 million EUR
Core Tier 1 capital ratio: 10.4%
Additional capital needed to reach 5% benchmark: Not specified

Risk weighted assets (2010-2012): 140,835; 141,986; 151,898; 142,202; 166,713 million EUR
Common equity (2010-2012): 17,002; 17,434; 17,700; 16,459; 15,531 million EUR
Core Tier 1 capital ratio (2010-2012): 12.1%; 12.3%; 11.7%; 11.6%; 9.3%

Risk weighted assets (2010-2012): 140,835; 136,057; 137,611; 134,488; 146,439 million EUR
Core Tier 1 capital (2010-2012): 17,002; 17,509; 17,628; 16,418; 15,204 million EUR
Core Tier 1 capital ratio (2010-2012): 12.1%; 12.9%; 12.8%; 12.2%; 10.4%

Core Tier 1 capital ratio (2011-2012): 12.2%; 10.4%
Capital after government support, capital raisings, and restructuring plans: 15,204 million EUR
Total regulatory capital: 21,005 million EUR (Baseline 2011) / 19,005 million EUR (Adverse 2012)

Net interest income (2010-2012): 3,163; 3,070; 3,107; 2,471; 2,383 million EUR
Trading income (2010-2012): -97; -102; -102; -19; -19 million EUR
Trading losses from stress scenarios (2010-2012): -5; -5; 78; 78 million EUR
Valuation losses due to sovereign shock (2010-2012): -2; -2 million EUR
Other operating income (2010-2012): 694; 649; 607; 460; 63 million EUR
Operating profit before impairments (2010-2012): 1,600; 1,654; 1,649; 949; 464 million EUR
Impairments on financial and non-financial assets in the banking book (2010-2012): -634; -811; -760; -1,563; -1,557 million EUR
Operating profit after impairments and losses from stress (2010-2012): 966; 843; 889; -614; -1,093 million EUR
Net profit after tax (2010-2012): 724; 507; 549; -584; -967 million EUR

Stock of provisions (2010-2012): 2,472; 2,617; 2,857 million EUR
Provisions for non-defaulted assets (2010-2012): 5,617; 6,365; 7,060; 7,179; 8,735 million EUR
Provisions for sovereigns (2010-2012): 1,283; 1,231; 1,190; 1,712; 2,200 million EUR
Provisions for financial institutions (2010-2012): 3; 6; 5; 381; 765 million EUR
Provisions for corporate (excluding commercial real estate): 59; 42; 26; 124; 188 million EUR
Provisions for retail (excluding commercial real estate): 488; 484; 501; 492; 559 million EUR
Provisions for commercial real estate: 108; 112; 112; 129; 139 million EUR
Coverage ratio (2010-2012):
- Corporate: 50.9%; 49.7%; 49.5%; 51.0%; 50.1%
- Retail: 49.7%; 37.7%; 33.5%; 39.7%; 36.5%
- Commercial real estate: 20.7%; 20.4%; 19.8%; 25.2%; 29.5%
Loss rates (2010-2012):
- Corporate: 0.13%; 0.30%; 0.39%; 0.35%; 0.53%
- Retail: 0.41%; 0.38%; 0.36%; 0.53%; 0.54%
- Commercial real estate: 0.33%; 0.98%; 0.90%; 1.39%; 2.02%

Use of provisions and/or other reserves: Capital ratio effect of +0.3%
Divestments and other management actions (by 30 April 2011): Capital ratio effect of -0.3%
Other disinvestments and restructuring measures: RWA impact of -7,400 million EUR
Future planned issuances of common equity instruments: Capital ratio effect not specified
Future planned government subscriptions of capital instruments: Capital ratio effect not specified
Other instruments recognised as back-stop measures: RWA and capital ratio impact not specified

Common equity before deductions: 17,142 million EUR (12.2% of RWA)
Deductions from common equity: -139 million EUR (0.1% of RWA)
Common equity after deductions: 17,002 million EUR (12.1% of RWA)
Ordinary shares subscribed by government: 3,500 million EUR (2.5% of RWA)
Core Tier 1 capital including government support: 17,002 million EUR (12.1% of RWA)
Hybrid instruments not subscribed by government: 1,423 million EUR (1.0% of RWA)
Tier 1 capital: 18,425 million EUR (13.1% of RWA)
Tier 2 capital: 2,211 million EUR (1.6% of RWA)
Tier 3 capital: 0 million EUR (0.0% of RWA)
Total capital: 20,636 million EUR (14.7% of RWA)
Deferred tax assets: 2,472 million EUR (1.8% of RWA)
Minority interests (excluding hybrid instruments): 1,774 million EUR (1.3% of RWA)
Valuation differences eligible as original own funds: -108 million EUR (-0.1% of RWA)

The stress test used the EBA common methodology, including static balance sheet assumptions and regulatory transitional floors.
All capital elements and ratios are based on the EBA definition of Core Tier 1 capital, which may differ from national supervisory definitions.
The results are not forecasts and should not be compared directly with the bank's published information.
The capital ratio after mitigating measures is computed based on EBA and national supervisory considerations.
"Other operating income" and "Other income" are defined as:
- Other Operating Income: Dividend income, net income from associates & equity method, net income on investments, fair value gains/losses, hedge accounting gains/losses, and exchange differences.
- Other Income: Minorities and other provisions.
The use of countercyclical provisions and other reserves was included in the capital ratio impact for 2011-2012.
The Accelerated Deleveraging Plan of 3.6 billion EUR was announced in May 2011, with a net impact on the adverse scenario of -1,183 million EUR and -7,400 million EUR on RWA.