EBA欧洲银行-NL049_11页_619kb

报告摘要

Capital adequacy at 31 December 2010:
- Operating profit before impairments: 613 million EUR
- Impairment losses on financial and non-financial assets in the banking book: -973 million EUR
- Risk weighted assets (RWA): 116,328 million EUR
- Core Tier 1 (CT1) capital: 11,574 million EUR
- CT1 capital ratio: 9.9%
Outcomes of the adverse scenario at 31 December 2012 (excluding mitigating actions taken in 2011):
- CT1 capital ratio: 9.2%
Outcomes of the adverse scenario at 31 December 2012 (including mitigating measures up to 30 April 2011):
- 2-year cumulative operating profit before impairments: 1,957 million EUR
- 2-year cumulative impairment losses on financial and non-financial assets in the banking book: -2,563 million EUR
- 2-year cumulative losses from the stress in the trading book: -50 million EUR
  - Of which valuation losses due to sovereign shock: -38 million EUR
- RWA: 120,901 million EUR
- CT1 capital: 11,130 million EUR
- CT1 capital ratio: 9.2%
- Additional capital needed to reach a 5% CT1 capital benchmark: 0

Baseline scenario:
- CT1 capital ratio in 2010: 9.9%
- CT1 capital ratio in 2011: 10.3%
- CT1 capital ratio in 2012: 10.8%
Adverse scenario:
- CT1 capital ratio in 2011: 9.7%
- CT1 capital ratio in 2012: 9.2%

Net interest income:
- 2010: 4,905 million EUR
- 2011: 4,772 million EUR
- 2012: 4,544 million EUR (Baseline) / 3,409 million EUR (Adverse)
Trading income:
- 2010: 304 million EUR
- 2011: 298 million EUR
- 2012: 298 million EUR (Baseline) / 277 million EUR (Adverse)
Trading losses from stress scenarios:
- 2011: -4 million EUR
- 2012: -25 million EUR (Adverse)
Valuation losses due to sovereign shock:
- 2012: -19 million EUR (Adverse)
Operating profit before impairments:
- 2010: 613 million EUR
- 2011: 1,815 million EUR (Baseline) / 1,295 million EUR (Adverse)
- 2012: 1,744 million EUR (Baseline) / 662 million EUR (Adverse)
Impairments on financial and non-financial assets in the banking book:
- 2010: -973 million EUR
- 2011: -577 million EUR (Baseline) / -1,243 million EUR (Adverse)
- 2012: -521 million EUR (Baseline) / -1,320 million EUR (Adverse)
Operating profit after impairments and other losses from the stress:
- 2010: -360 million EUR
- 2011: 1,238 million EUR (Baseline) / 52 million EUR (Adverse)
- 2012: 1,223 million EUR (Baseline) / -659 million EUR (Adverse)
Net profit after tax:
- 2010: -414 million EUR
- 2011: 983 million EUR (Baseline) / 56 million EUR (Adverse)
- 2012: 983 million EUR (Baseline) / -495 million EUR (Adverse)

Stock of provisions:
- Total: 4,365 million EUR (2010)
- Of which: provisions for non-defaulted assets: 357 million EUR (2010)
  - Sovereigns: 1 million EUR
  - Institutions: 4 million EUR
  - Corporate (excluding commercial real estate): 210 million EUR
  - Retail (excluding commercial real estate): 135 million EUR
- Provisions for defaulted assets: 4,008 million EUR (2010)
  - Corporate (excluding commercial real estate): 3,116 million EUR
  - Retail (excluding commercial real estate): 854 million EUR
  - Commercial real estate: 14 million EUR
Coverage ratio:
- Corporate (excluding commercial real estate): 48.4% (2010) / 38.4% (Baseline 2012) / 34.0% (Adverse 2012)
- Retail (excluding commercial real estate): 29.7% (2010) / 21.5% (Baseline 2012) / 22.1% (Adverse 2012)
- Commercial real estate: 10.3% (2010) / 14.3% (Baseline 2012) / 18.4% (Adverse 2012)
Loss rates:
- Corporate (excluding commercial real estate): 0.5% (2010) / 0.3% (Baseline 2012) / 0.6% (Adverse 2012)
- Retail (excluding commercial real estate): 0.3% (2010) / 0.2% (Baseline 2012) / 0.5% (Adverse 2012)
- Commercial real estate: 0.7% (2010) / 0.4% (Baseline 2012) / 0.9% (Adverse 2012)

Recognised mitigating measures up to 30 April 2011:
- Equity raisings announced and fully committed: Not specified
- Government support publicly announced and fully committed: Not specified
- Mandatory restructuring plans publicly announced and fully committed: Not specified
Supervisory recognised capital ratio after all current and future mitigating actions as of 31 December 2012:
- 9.2%
Additional taken or planned mitigating measures:
- Use of provisions and/or other reserves: Not specified
- Divestments and other management actions taken by 30 April 2011: Not specified
- Other disinvestments and restructuring measures (including future mandatory restructuring not yet approved with the EU Commission): Not specified
- Future planned issuances of common equity instruments (private issuances): Not specified
- Future planned government subscriptions of capital instruments (including hybrids): Not specified
- Other (existing and future) instruments recognised as appropriate back-stop measures: Not specified

Common equity before deductions: 12,596 million EUR (10.8% of RWA)
Of which: eligible capital and reserves: 13,277 million EUR (11.4% of RWA)
Of which: intangible assets (including goodwill): -172 million EUR (-0.1% of RWA)
Adjustment to valuation differences in other AFS assets: -8 million EUR (0.0% of RWA)
Deductions from common equity:
- Participations and subordinated claims: -601 million EUR (-0.5% of RWA)
- Securitisation exposures not included in RWA: -86 million EUR (-0.1% of RWA)
- IRB provision shortfall and IRB equity expected loss amounts (before tax): -334 million EUR (-0.3% of RWA)
Common equity (after deductions): 11,574 million EUR (9.9% of RWA)
Of which: ordinary shares subscribed by government: 940 million EUR (0.8% of RWA)
Core Tier 1 capital including existing government support measures: 11,574 million EUR (9.9% of RWA)
Difference from benchmark capital threshold (CT1 5%): 5,757 million EUR (4.9% of RWA)
Hybrid instruments not subscribed by government: 2,750 million EUR (2.4% of RWA)
Tier 1 capital (CT1 + hybrid instruments): 14,324 million EUR (12.3% of RWA)
Tier 2 capital: 5,013 million EUR (4.3% of RWA)
Tier 3 capital: Not applicable
Total capital: 19,336 million EUR (16.6% of RWA)

The stress test was conducted using the EBA common methodology with a static balance sheet assumption.
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 construed as forecasts and should not be compared directly with other published information.
Regulatory transitional floors are applied where binding.
Capital ratio effects from mitigating measures are incorporated into the results.
All elements are reported net of tax effects.
The supervisory recognised capital ratio may include additional measures not recognised by the EBA methodology but considered appropriate by national supervisory authorities.

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