EBA欧洲银行-DE028_11页_207kb

报告摘要

Operating profit before impairments: 858 million EUR
Impairment losses on financial and non-financial assets in the banking book: 19 million EUR
Risk weighted assets (RWA): 25,770 million EUR
Core Tier 1 capital: 3,359 million EUR
Core Tier 1 capital ratio: 13.0%

2-year cumulative operating profit before impairments: 1,722 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -355 million EUR
2-year cumulative losses from the stress in the trading book: -68 million EUR
- Valuation losses due to sovereign shock: -19 million EUR
Risk weighted assets: 35,967 million EUR
Core Tier 1 capital: 3,312 million EUR
Core Tier 1 capital ratio: 9.2%

Risk weighted assets (RWA): 25,770 million EUR (2010), increasing to 35,967 million EUR (2012) in adverse scenario
Core Tier 1 capital: 3,359 million EUR (2010), increasing to 4,353 million EUR (2012) in adverse scenario
Core Tier 1 capital ratio:
- 2010: 13.0%
- 2011 (Baseline): 14.1%
- 2012 (Baseline): 15.8%
- 2011 (Adverse): 11.7%
- 2012 (Adverse): 12.1%

Core Tier 1 capital after government support and capital raisings: 3,312 million EUR
Core Tier 1 capital ratio: 9.2%
Tier 1 capital: 3,864 million EUR
Total regulatory capital: 4,440 million EUR

Operating profit before impairments (2010): 858 million EUR
2-year cumulative operating profit before impairments (2011-2012): 1,722 million EUR
2-year cumulative impairment losses (banking book): -355 million EUR
2-year cumulative losses from stress scenarios (trading book): -68 million EUR
- Valuation losses due to sovereign shock: -19 million EUR
Operating profit after impairments and stress losses (2012): 710 million EUR

Stock of provisions (2010): 615 million EUR
Provisions for non-defaulted sovereign exposures: 1 million EUR
Provisions for non-defaulted financial institution exposures: 2 million EUR
Provisions for non-defaulted corporate (excluding commercial real estate): 68 million EUR
Provisions for non-defaulted retail (excluding commercial real estate): 0 million EUR
Provisions for defaulted assets (2012): 776 million EUR
- Corporate (excluding commercial real estate): 356 million EUR
- Commercial real estate: 4 million EUR

Common equity before deductions: 3,364 million EUR (13.1% of RWA)
Deductions from common equity: -5 million EUR
Common equity (after deductions): 3,359 million EUR (13.0% of RWA)
Core Tier 1 including existing government support measures: 3,359 million EUR (13.0% of RWA)
Hybrid instruments not subscribed by government: 552 million EUR (2.1% of RWA)
Tier 1 capital: 3,911 million EUR (15.2% of RWA)
Tier 2 capital: 1,041 million EUR (4.0% of RWA)
Tier 3 capital: 0 million EUR
Total capital: 4,952 million EUR (19.2% of RWA)

Use of provisions and/or other reserves: No measures were taken or planned
Divestments and other management actions taken by 30 April 2011: No measures were taken or planned
Other disinvestments and restructuring measures: No measures were taken or planned
Future planned issuances of common equity instruments: No measures were planned
Future planned government subscriptions of capital instruments: No measures were planned
Other instruments recognised as appropriate back-stop measures: No measures were taken or planned

The stress test was conducted using the EBA common methodology, including static balance sheet assumptions and regulatory transitional floors where binding.
All capital elements and ratios are based on the EBA definition of Core Tier 1 capital, which may differ from national definitions.
The results should not be interpreted as forecasts or compared to other published information.
The capital ratios include effects of mitigating actions, restructuring plans, and capital raisings up to 30 April 2011.
Additional mitigating measures may include items not directly affecting Core Tier 1 capital but considered appropriate by national supervisory authorities.
The capital composition includes adjustments for intangibles, securitisation exposures, and prudential filters.

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