EBA欧洲银行-FR_969500TVVZM86W7W5I94_16页_3mb

2014 EU-wide Stress Test Summary for FR - C.R.H. - Caisse de Refinancement de l'Habitat

Core Information

• Institution Name: FR - C.R.H. - Caisse de Refinancement de l'Habitat
• LEI Code: 969500TVVZM86W7W5I94
• Test Period: 2014 EU-wide Stress Test

Summary Adverse Scenario

Memorandum Items

• Common EU-wide CET1 Threshold (5.5%) - 313 mln EUR
• Total amount of instruments with mandatory conversion into ordinary shares - 0 mln EUR
• Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital - 0 mln EUR
• Eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario - 0 mln EUR

Summary Baseline Scenario

Memorandum Items

• Common EU-wide CET1 Threshold (8.0%) - 445 mln EUR

Credit Risk Analysis

Baseline Scenario (as of 31/12/2016)

Adverse Scenario (as of 31/12/2016)

Key Observations

• CET1 Capital: The CET1 capital remained stable at 314 mln EUR in 2013, slightly decreasing to 313 mln EUR in the adverse scenario by 2016, while increasing to 316 mln EUR in the baseline scenario.
• Total Risk Exposure: Increased slightly from 5,474 mln EUR in 2013 to 5,696 mln EUR in the adverse scenario and 5,559 mln EUR in the baseline scenario.
• CET1 Ratio: The CET1 ratio decreased from 5.7% to 5.5% in the adverse scenario but remained unchanged at 5.7% in the baseline scenario.
• Impairment Losses: No impairment losses were recorded in either scenario for financial and non-financial assets in the banking book.
• Credit Risk Exposure: The credit risk exposure for all categories, including central banks, institutions, corporates, SMEs, retail, and securitisation, showed no significant changes across both scenarios.
• Value Adjustments and Provisions: All value adjustments and provisions remained at 0 mln EUR across all categories in both scenarios.
• Securitisation: No securitisation positions were deducted from capital in either scenario.

Summary

The 2014 EU-wide Stress Test for FR - C.R.H. - Caisse de Refinancement de l'Habitat shows that the institution maintained its CET1 capital and risk exposure levels relatively stable under both the baseline and adverse scenarios. The CET1 ratio slightly decreased in the adverse scenario, indicating a potential vulnerability, while remaining consistent in the baseline scenario. No impairment losses were observed in either scenario, and all value adjustments and provisions were zero, suggesting that the institution did not experience significant credit risk impacts during the stress testing period.