EBA欧洲银行-DK_GP5DT10VX1QRQUKVBK64_16页_3mb

报告摘要

Metric	2013 (as of 31/12/2013)	2016 (as of 31/12/2016)
Operating profit before impairments (3 years cumulative)	683 mEUR	-
Impairment losses on financial and non-financial assets (3 years cumulative)	519 mEUR	-
Losses from stress in the trading book (3 years cumulative)	120 mEUR	-
Common Equity Tier 1 capital	1,307 mEUR	1,350 mEUR
Total Risk Exposure	9,544 mEUR	10,505 mEUR
Common Equity Tier 1 ratio	13.7%	12.9%

Common EU-wide CET1 Threshold (5.5%): 578 mEUR
Total amount of instruments with mandatory conversion into ordinary shares (cumulative conversions): 0 mEUR
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under CRR provisions: 0 mEUR
Eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 0 mEUR

Metric	2013 (as of 31/12/2013)	2016 (as of 31/12/2016)
Operating profit before impairments (3 years cumulative)	802 mEUR	-
Impairment losses on financial and non-financial assets (3 years cumulative)	262 mEUR	-
Losses from stress in the trading book (3 years cumulative)	40 mEUR	-
Common Equity Tier 1 capital	1,307 mEUR	1,511 mEUR
Total Risk Exposure	9,544 mEUR	9,737 mEUR
Common Equity Tier 1 ratio	13.7%	15.5%

Year	Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
2014	0.00%	0	-
2015	0.00%	0	-
2016	0.81%	629	44.57%

Year	Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
2014	0.00%	0	-
2015	0.00%	0	-
2016	1.86%	835	54.08%

Category	Exposure Values (as of 31/12/2013)	Risk Exposure Amounts (as of 31/12/2013)	Value Adjustments and Provisions (as of 31/12/2013)
Corporates	6,942 mEUR	4,252 mEUR	261 mEUR
Corporates - SME	5,125 mEUR	3,622 mEUR	159 mEUR
Retail	0 mEUR	1,072 mEUR	80 mEUR
Retail - Secured on real estate property	90.0%	671 mEUR	57 mEUR
Retail - SME	0 mEUR	586 mEUR	3 mEUR
Retail - non-SME	0 mEUR	343 mEUR	21 mEUR
Equity	0 mEUR	0 mEUR	0 mEUR
Securitisation	0 mEUR	0 mEUR	0 mEUR
Other non-credit obligation assets	0 mEUR	242 mEUR	242 mEUR
TOTAL	6,942 mEUR	4,252 mEUR	261 mEUR

Category	Exposure Values (as of 31/12/2013)	Risk Exposure Amounts (as of 31/12/2013)	Value Adjustments and Provisions (as of 31/12/2013)
Corporates	6,354 mEUR	4,252 mEUR	261 mEUR
Corporates - SME	4,835 mEUR	3,622 mEUR	159 mEUR
Retail	0 mEUR	1,072 mEUR	80 mEUR
Retail - Secured on real estate property	94.0%	671 mEUR	57 mEUR
Retail - SME	0 mEUR	586 mEUR	3 mEUR
Retail - non-SME	0 mEUR	343 mEUR	21 mEUR
Equity	0 mEUR	0 mEUR	0 mEUR
Securitisation	0 mEUR	0 mEUR	0 mEUR
Other non-credit obligation assets	0 mEUR	242 mEUR	242 mEUR
TOTAL	6,354 mEUR	4,252 mEUR	261 mEUR

Securitisation and re-securitisations positions deducted from capital: 0 mEUR
Definitions: According to CRR/CRD4, with transitional arrangements as per reporting date.
CET1 Thresholds:
- Baseline Scenario: 8.0%
- Adverse Scenario: 5.5%

Common Equity Tier 1 (CET1) Capital:
- In 2013: 1,307 mEUR
- In 2016 (Baseline): 1,511 mEUR
- In 2016 (Adverse): 1,350 mEUR
CET1 Ratio:
- In 2013: 13.7%
- In 2016 (Baseline): 15.5%
- In 2016 (Adverse): 12.9%
Risk Exposure:
- In 2013: 9,544 mEUR
- In 2016 (Baseline): 9,737 mEUR
- In 2016 (Adverse): 10,505 mEUR
Impairment Losses:
- In 2013: 251 mEUR
- In 2016 (Baseline): 262 mEUR
- In 2016 (Adverse): 519 mEUR
Operating Profit Before Impairments:
- In 2013: 294 mEUR
- In 2016 (Baseline): 802 mEUR
- In 2016 (Adverse): 683 mEUR
Trading Book Losses:
- In 2016 (Baseline): 40 mEUR
- In 2016 (Adverse): 120 mEUR
No instruments with mandatory conversion or eligible instruments for CET1 conversion were reported in either scenario.