EBA欧洲银行-DE_QS0KV71ZZFYPT6POX557_16页_3mb

报告摘要

Metric	Value (min EUR, %)
3-year cumulative operating profit before impairments	-12
3-year cumulative impairment losses on financial and non-financial assets in the banking book	46
3-year cumulative losses from the stress in the trading book	7
Valuation losses due to sovereign shock after tax and prudential filters	8
Common Equity Tier 1 capital	313
Total Risk Exposure	4,824
Common Equity Tier 1 ratio	6.5%

Item	Value (min EUR)
Common EU-wide CET1 Threshold (5.5%)	265
Total amount of instruments with mandatory conversion into ordinary shares (cumulative conversions)	0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital	0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario	0

Metric	Value (min EUR, %)
3-year cumulative operating profit before impairments	7
3-year cumulative impairment losses on financial and non-financial assets in the banking book	26
3-year cumulative losses from the stress in the trading book	1
Common Equity Tier 1 capital	373
Total Risk Exposure	4,646
Common Equity Tier 1 ratio	8.0%

Item	Value (min EUR)
Common EU-wide CET1 Threshold (8.0%)	372

Segment	LTV %	Risk Exposure Amounts (F-IRB)	Risk Exposure Amounts (A-IRB)	Risk Exposure Amounts (STA)
Central banks and central governments	-	1,319	0	0
Institutions	-	3,609	0	0
Corporates	-	244	110	1
Corporates - Of Which: Specialised Lending	-	0	0	0
Corporates - Of Which: SME	-	0	0	0
Retail	-	8,800	3,447	15
Retail - Secured on real estate property	0.0%	7,295	2,697	8
Retail - Secured on real estate property - Of Which: SME	-	0	0	0
Retail - Secured on real estate property - Of Which: non-SME	53.2%	7,295	2,697	8
Retail - Qualifying Revolving	-	0	0	0
Retail - Other Retail	-	1,506	750	7
Retail - Other Retail - Of Which: non-SME	-	1,506	750	7
Equity	-	20	20	0
Securitisation	-	0	0	0
Other non-credit obligation assets	-	61	91	0
TOTAL	-	14,055	4,218	0
Securitisation and re-securitisations positions deducted from capital	-	0	0	0

Metric	Value (min EUR, %)
Impairment rate	0.00%
Stock of Provisions	0
Coverage Ratio - Default Stock	-
3-year cumulative operating profit before impairments	7
3-year cumulative impairment losses on financial and non-financial assets in the banking book	26
3-year cumulative losses from the stress in the trading book	1
Common Equity Tier 1 capital	373
Total Risk Exposure	4,646
Common Equity Tier 1 ratio	8.0%

Metric	Value (min EUR, %)
Impairment rate	0.01%
Stock of Provisions	6
Coverage Ratio - Default Stock	40.00%
3-year cumulative operating profit before impairments	-12
3-year cumulative impairment losses on financial and non-financial assets in the banking book	46
3-year cumulative losses from the stress in the trading book	7
Valuation losses due to sovereign shock after tax and prudential filters	8
Common Equity Tier 1 capital	313
Total Risk Exposure	4,824
Common Equity Tier 1 ratio	6.5%

Common Equity Tier 1 Ratio:
- Baseline Scenario: The CET1 ratio dropped from 8.6% (as of 31/12/2013) to 8.0% (as of 31/12/2016).
- Adverse Scenario: The CET1 ratio decreased further to 6.5% (as of 31/12/2016), indicating a significant impact from the adverse scenario.
Impairment Losses:
- In the Baseline Scenario, impairment losses on financial and non-financial assets in the banking book increased from 19% (2013) to 26% (2016).
- In the Adverse Scenario, impairment losses rose to 46% (2016), reflecting higher credit losses.
Operating Profit:
- Operating profit before impairments decreased from 22% (2013) to 7% (2016) in the Baseline Scenario.
- In the Adverse Scenario, operating profit turned negative at -12% (2016), indicating financial stress.
Sovereign Shock Impact:
- Valuation losses due to sovereign shock in the adverse scenario were 8% (2016), contributing to capital erosion.
Risk Exposure:
- Total risk exposure increased from 4,576 (2013) to 4,824 (2016) under the adverse scenario, showing heightened risk levels.
Capital Adequacy:
- In the Adverse Scenario, the CET1 ratio fell below the EU threshold of 5.5%, raising concerns about capital adequacy.
Eligible Instruments:
- No instruments were eligible for conversion or write-down under the adverse or baseline scenarios.
Securitisation Deductions:
- Securitisation and re-securitisation positions were deducted from capital and not included in risk-weighted assets.