2014 EU-wide Stress Test Summary for IT - Unione Di Banche Italiane Società Cooperativa Per Azioni
Core Information
Bank Name: IT - Unione Di Banche Italiane Società Cooperativa Per Azioni
LEI Code: 81560097964CBDAED282
Summary of Adverse Scenario (as of 31 December 2016)
Metric
Value (min EUR, %)
3 yr cumulative operating profit before impairments
1,635
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
7,106
3 yr cumulative losses from the stress in the trading book
134
Valuation losses due to sovereign shock after tax and prudential filters
393
Common Equity Tier 1 capital (1)
5,291
Total Risk Exposure (1)
64,500
Common Equity Tier 1 ratio, % (1)
8.2%
Summary of Baseline Scenario (as of 31 December 2016)
Metric
Value (min EUR, %)
3 yr cumulative operating profit before impairments
2,757
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
3,698
3 yr cumulative losses from the stress in the trading book
52
Common Equity Tier 1 capital (1)
6,975
Total Risk Exposure (1)
64,085
Common Equity Tier 1 ratio, % (1)
10.9%
Memorandum Items
Item
Value (min EUR)
Common EU wide CET1 Threshold (5.5%)
3,548
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 (3)
0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario (3)
0
Notes
(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application: 01/01/2014.
(2) Conversions not considered for CET1 computation.
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 - 2016 period.
Risk Exposure and Value Adjustments (as of 31 December 2013)
Category
LTV %
Exposure Values (F-IRB)
Exposure Values (A-IRB)
Exposure Values (STA)
Risk Exposure Amounts (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (STA)
Value Adjustments and Provisions (F-IRB)
Value Adjustments and Provisions (A-IRB)
Value Adjustments and Provisions (STA)
Central banks and central governments
-
0
0
0
19,736
20
0
29
0
1
Institutions
-
0
0
0
3,708
13
0
1,785
19
0
Corporates
-
0
0
0
32,947
6,258
0
10,774
1,336
0
Corporates - Of Which: Specialised Lending
-
0
0
0
0
0
0
0
0
0
Corporates - Of Which: SME
-
0
0
0
14,454
2,068
0
2,564
504
0
Retail
-
0
0
0
27,956
3,680
0
7,075
1,965
0
Retail - Secured on real estate property
61.1%
0
0
0
23,960
2,421
0
2,712
851
0
Retail - Secured on real estate property - Of Which: Specialised Lending
55.6%
0
0
0
3,978
1,069
0
783
512
0
Retail - Secured on real estate property - Of Which: SME
62.3%
0
0
0
19,982
1,353
0
1,929
339
0
Retail - Qualifying Revolving
-
0
0
0
0
0
0
0
21
0
Retail - Other Retail
-
0
0
0
3,996
1,259
0
3,933
1,093
0
Retail - Other Retail - Of Which: SME
-
0
0
0
3,996
1,259
0
423
225
0
Retail - Other Retail - Of Which: non-SME
-
0
0
0
0
0
0
0
847
0
Equity
-
0
0
0
0
0
0
0
0
0
Securitisation
-
0
0
0
0
0
0
0
0
0
Other non-credit obligation assets
-
0
0
0
0
0
0
0
0
0
TOTAL
-
0
0
0
60,903
9,939
0
25,532
3,351
0
Notes
(*) Refer to the part of Securitization exposure that is deducted from capital and is not included in RWA.
Impairment Rates and Coverage Ratios (Baseline Scenario)
Year
Impairment Rate
Stock of Provisions
Coverage Ratio - Default Stock
2014
0.01%
4
15.76%
2015
0.01%
5
17.08%
2016
0.01%
5
18.28%
Impairment Rates and Coverage Ratios (Adverse Scenario)
