EBA欧洲银行-EBA_TR_DE_DIZES5CFO5K3I5R58746_29页_5mb
报告摘要
2016 EU-wide Stress Test Summary
Core Information
- Bank Name: Landesbank Hessen-Thüringen Girozentrale
- LEI Code: DIZES5CFO5K3I5R58746
- Country Code: DE (Germany)
Key Financial Metrics
| Metric | Actual (31/12/2015) | Baseline Scenario (31/12/2018) | Adverse Scenario (31/12/2018) |
|---|---|---|---|
| Cumulative 3y: Net Interest Income | - | 4,204.19 | 3,438.04 |
| Cumulative 3y: Gains or (-) Losses on Financial Assets and Liabilities | - | 250.27 | -547.63 |
| Cumulative 3y: Impairment or (-) Reversal of Impairment | - | -538.39 | -985.83 |
| Cumulative 3y: Profit or (-) Loss for the Year | - | 1,197.30 | -818.48 |
| Coverage Ratio - Default Stock | 35.29% | 33.56% | 38.79% |
| Common Equity Tier 1 Capital | 7,563.98 | 8,042.61 | 6,229.04 |
| Common Equity Tier 1 Ratio, % | 13.8% | 14.4% | 10.1% |
| Fully Loaded Common Equity Tier 1 Ratio, % | 13.1% | 14.4% | 10.1% |
| Tier 1 Capital | 8,171.02 | 8,463.24 | 6,649.67 |
| Total Risk Exposure Amount | 54,859.47 | 55,779.71 | 61,655.87 |
| Leverage Ratio, % | 4.5% | 4.6% | 3.6% |
| Fully Loaded Leverage Ratio, % | 3.9% | 4.4% | 3.4% |
Credit Risk IRB Analysis
Exposure Values and Risk Exposure Amounts
| Category | A-IRB (Non-defaulted) | A-IRB (Defaulted) | F-IRB (Non-defaulted) | F-IRB (Defaulted) | Risk Exposure Amounts (Non-defaulted) | Risk Exposure Amounts (Defaulted) | Stock of Provisions (Non-defaulted) | Stock of Provisions (Defaulted) | Coverage Ratio - Default Stock |
|---|---|---|---|---|---|---|---|---|---|
| Central banks and central governments | 0 | 0 | 28.201 | 1 | 0 | 0 | 1.535 | 0 | 4 |
| Institutions | 0 | 0 | 17.154 | 2 | 0 | 0 | 3.953 | 0 | 7 |
| Corporates | 0 | 0 | 66.642 | 1.908 | 0 | 0 | 30.664 | 0 | 279 |
| Corporates - Of Which: Specialised Lending | 0 | 0 | 33.598 | 1.166 | 0 | 0 | 16.405 | 0 | 193 |
| Corporates - Of Which: SME | 0 | 0 | 2.884 | 58 | 0 | 0 | 1.695 | 0 | 11 |
| Retail | 4,854 | 61 | 0 | 0 | 1,063 | 20 | 0 | 0 | 2 |
| Retail - Secured on real estate property | 3,336 | 38 | 0 | 0 | 694 | 25 | 0 | 0 | 1 |
| Retail - Secured on real estate property - Of Which: SME | 499 | 0 | 0 | 0 | 177 | 0 | 0 | 0 | 0 |
| Retail - Secured on real estate property - Of Which: non-SME | 2,837 | 39 | 0 | 0 | 518 | 15 | 0 | 0 | 1 |
| Retail - Qualifying Revolving | 583 | 1 | 0 | 0 | 55 | 0 | 0 | 0 | 0 |
| Retail - Other Retail | 935 | 20 | 0 | 0 | 314 | 5 | 0 | 0 | 1 |
| Retail - Other Retail - Of Which: SME | 163 | 0 | 0 | 0 | 67 | 0 | 0 | 0 | 0 |
| Retail - Other Retail - Of Which: non-SME | 772 | 20 | 0 | 0 | 247 | 5 | 0 | 0 | 1 |
| Equity | 0 | 0 | 210 | 0 | 0 | 0 | 587 | 0 | 0 |
| Other non-credit obligation assets | 0 | 0 | 327 | 0 | 0 | 0 | 327 | 0 | 0 |
| IRB TOTAL | 4,854 | 61 | 112,333 | 1,911 | 1,063 | 20 | 37,066 | 0 | 290 |
Coverage Ratio - Default Stock
- Germany: 36.6%
- France: 604
- United States: 395
- Luxembourg: 32.8%
- Netherlands: 32.8%
- Switzerland: 34
Notes
- The coverage ratio is computed as the stock of provisions for defaulted stock divided by default stock (as defined in paragraphs 59 and 61 of the Methodological note).
- The data covers the period up to 31/12/2015 and includes projections for the Baseline and Adverse Scenarios up to 31/12/2018.
- Some categories show no data or zero values, indicating either no exposure or minimal impact under the stress scenarios.
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