EBA欧洲银行-DE017_11页_212kb

报告摘要

Operating profit before impairments: 6,620 million EUR
Impairment losses on financial and non-financial assets in the banking book: -4,094 million EUR
Risk weighted assets (RWA): 346,608 million EUR
Core Tier 1 capital: 30,361 million EUR
Core Tier 1 capital ratio: 8.8%
Additional capital needed to reach 5% Core Tier 1 capital benchmark: 13,031 million EUR (3.8% above the 5% threshold)

2-year cumulative operating profit before impairments: 10,594 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -7,916 million EUR
2-year cumulative losses from the stress in the trading book: -6,982 million EUR
Valuation losses due to sovereign shock: -2,385 million EUR
Risk weighted assets: 499,897 million EUR
Core Tier 1 capital: 32,721 million EUR
Core Tier 1 capital ratio: 6.5%
Additional capital needed to reach 5% Core Tier 1 capital benchmark: Not specified

Net interest income: 13,778 million EUR (2010), 16,473 million EUR (2011 baseline), 16,915 million EUR (2012 adverse)
Trading income: 3,658 million EUR (2010), -3,559 million EUR (2011 baseline), -5,807 million EUR (2012 adverse)
Trading losses from stress scenarios: -1,243 million EUR (2011 baseline), -3,491 million EUR (2012 adverse)
Valuation losses due to sovereign shock: -1,192 million EUR (2012 adverse)
Other operating income: 1,291 million EUR (2010), 6,930 million EUR (2011 baseline), 6,646 million EUR (2012 adverse)
Operating profit before impairments: 6,620 million EUR (2010), 7,460 million EUR (2012 adverse)
Impairments on financial and non-financial assets in the banking book: -4,094 million EUR (2010), -4,139 million EUR (2012 adverse)
Operating profit after impairments and other losses from the stress: 2,526 million EUR (2010), 1,182 million EUR (2012 adverse)
Other income: 1,449 million EUR (2010), 942 million EUR (2012 adverse)
Net profit after tax: 2,330 million EUR (2010), 1,433 million EUR (2012 adverse)
Retained earnings: 1,633 million EUR (2010), 1,299 million EUR (2012 adverse)
Dividends distributed: 697 million EUR (2010), 134 million EUR (2012 adverse)

Deferred tax assets: 9,107 million EUR
Stock of provisions: 3,514 million EUR
Provisions for non-defaulted assets: 664 million EUR (2010), 1,089 million EUR (2012 adverse)
Provisions for sovereigns: 2 million EUR (2010), 242 million EUR (2012 adverse)
Provisions for financial institutions: 15 million EUR (2010), 48 million EUR (2012 adverse)
Provisions for corporate (excluding commercial real estate): 358 million EUR (2010), 358 million EUR (2012 adverse)
Provisions for retail (excluding commercial real estate): 139 million EUR (2010), 159 million EUR (2012 adverse)
Provisions for commercial real estate: 34 million EUR (2010), 34 million EUR (2012 adverse)
Provisions for defaulted assets: 2,850 million EUR (2010), 7,810 million EUR (2012 adverse)
Corporate (excluding commercial real estate) coverage ratio: 29.6% (2010), 32.9% (2012 adverse)
Retail (excluding commercial real estate) coverage ratio: 36.8% (2010), 29.0% (2012 adverse)
Commercial real estate coverage ratio: 9.2% (2010), 15.1% (2012 adverse)
Loss rates:
- Corporate (excluding commercial real estate): 0.4% (2010), 0.9% (2012 adverse)
- Retail (excluding commercial real estate): 0.4% (2010), 0.5% (2012 adverse)
- Commercial real estate: 0.4% (2010), 1.4% (2012 adverse)
Funding cost (bps): 96 (2010), 194 (2011 adverse), 257 (2012 adverse)

Common equity before deductions: 36,593 million EUR (10.6% of RWA)
Eligible capital and reserves: 46,107 million EUR (13.3% of RWA)
Intangibles assets (including goodwill): -12,391 million EUR (-3.6% of RWA)
Deductions from common equity: -6,232 million EUR (-1.8% of RWA)
Common equity (after deductions): 30,361 million EUR (8.8% of RWA)
Core Tier 1 including existing government support measures: 30,361 million EUR (8.8% of RWA)
Hybrid instruments not subscribed by government: 12,593 million EUR (3.6% of RWA)
Tier 1 capital (including government support measures): 42,954 million EUR (12.4% of RWA)
Tier 2 capital: 6,123 million EUR (1.8% of RWA)
Tier 3 capital: 0 million EUR (0.0% of RWA)
Total capital: 49,078 million EUR (14.2% of RWA)

Equity raisings announced and fully committed (31 December 2010 to 30 April 2011): 0 million EUR
Government support publicly announced and fully committed (31 December 2010 to 30 April 2011): 0% impact on Core Tier 1 capital ratio
Mandatory restructuring plans publicly announced and fully committed (31 December 2010 to 30 April 2011): 0% impact on Core Tier 1 capital ratio
Supervisory recognised capital ratio after all mitigating actions as of 31 December 2012: 6.5%

Use of provisions and/or other reserves: 0% impact
Divestments and other management actions taken by 30 April 2011: 0% impact
Other disinvestments and restructuring measures (including future mandatory restructuring not yet approved): 0% impact
Future planned issuances of common equity instruments (private issuances): 0% impact
Future planned government subscriptions of capital instruments (including hybrids): 0% impact
Other instruments recognised as appropriate back-stop measures: 0% impact
Supervisory recognised capital ratio after all current and future mitigating actions: 6.5%

The stress test was conducted using 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 and may differ from national supervisory definitions.
The results should not be interpreted as forecasts or compared directly to other published information.
The capital ratio is calculated based on the EBA definition, but may include measures not recognized by EBA, as deemed appropriate by national authorities.
Capital elements are reported net of tax effects.
The composition of "Other operating income" and "Other income" includes results from associates and joint ventures, excluding related impairments, insurance premiums, and negative goodwill.
Provisions for non-defaulted exposures to sovereigns and financial institutions are computed using EBA benchmark risk parameters and hypothetical rating agency downgrades.
The coverage ratio is defined as the stock of provisions on defaulted assets divided by the stock of defaulted assets expressed in EAD.
Loss rates are calculated as total impairment flow divided by total EAD for the specific portfolio (excluding securitisation and counterparty credit risk).
The EBA methodology assumes a static balance sheet and excludes any mitigating actions taken after 31 December 2010, except those fully committed by 30 April 2011.

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