EBA欧洲银行-ES081_11页_940kb

报告摘要

As of 31 December 2010:
- Operating profit before impairments: 14 million EUR
- Impairment losses on financial and non-financial assets in the banking book: -10 million EUR
- Risk weighted assets (RWA): 640 million EUR
- Core Tier 1 capital: 57 million EUR
- Core Tier 1 capital ratio: 8.9%
Under the adverse scenario at 31 December 2012 (excluding mitigating actions taken in 2011):
- Core Tier 1 capital ratio: 5.6%
Under the adverse scenario at 31 December 2012 (including mitigating actions up to 30 April 2011):
- Core Tier 1 capital ratio: 5.6%
- Additional capital needed to reach a 5% Core Tier 1 capital benchmark: Not specified in the table, but it is implied that the bank is below the 5% threshold.

Capital adequacy without any mitigating actions:
- Risk weighted assets (RWA): 640 million EUR
- Core Tier 1 capital: 57 million EUR
- Core Tier 1 capital ratio: 8.9% (2010), 7.5% (2012)
Capital adequacy with mitigating measures up to 30 April 2011:
- Risk weighted assets (RWA): 666 million EUR
- Core Tier 1 capital: 37 million EUR
- Core Tier 1 capital ratio: 5.6%
- Additional capital needed to reach a 5% Core Tier 1 capital benchmark: Not specified, but the capital ratio is already at 5.6%, which is above the 5% benchmark.
Supervisory Recognised Capital Ratio (including all mitigating actions as of 31 December 2012):
- Capital ratio: 7.2%

Operating profit before impairments:
- 2010: 14 million EUR
- 2011 (Baseline): 5 million EUR
- 2012 (Baseline): 3 million EUR
- 2011 (Adverse): 4 million EUR
- 2012 (Adverse): 2 million EUR
Impairment losses on financial and non-financial assets in the banking book:
- 2010: -10 million EUR
- 2011 (Baseline): -9 million EUR
- 2012 (Baseline): -11 million EUR
- 2011 (Adverse): -15 million EUR
- 2012 (Adverse): -19 million EUR
Operating profit after impairments and losses from stress:
- 2010: 4 million EUR
- 2011 (Baseline): -4 million EUR
- 2012 (Baseline): -8 million EUR
- 2011 (Adverse): -12 million EUR
- 2012 (Adverse): -16 million EUR
Net profit after tax:
- 2010: 4 million EUR
- 2011 (Baseline): -3 million EUR
- 2012 (Baseline): -5 million EUR
- 2011 (Adverse): -8 million EUR
- 2012 (Adverse): -11 million EUR

Stock of provisions:
- 2010: 26 million EUR
- 2011 (Baseline): 35 million EUR
- 2012 (Baseline): 45 million EUR
- 2011 (Adverse): 39 million EUR
- 2012 (Adverse): 57 million EUR
Loss coverage ratio:
- Corporate (excluding commercial real estate): 15.9% (2010), 14.2% (2011 baseline), 26.9% (2012 baseline), 17.4% (2011 adverse), 38.4% (2012 adverse)
- Retail (excluding commercial real estate): 40.0% (2010), 29.3% (2011 baseline), 27.7% (2012 baseline), 35.8% (2011 adverse), 33.2% (2012 adverse)
- Commercial real estate: 33.3% (2010), 32.2% (2011 baseline), 20.9% (2012 baseline), 39.5% (2011 adverse), 26.8% (2012 adverse)
Loss rates:
- Corporate (excluding commercial real estate): 2.0% (2010), 1.2% (2011 baseline), 1.4% (2012 baseline), 1.9% (2011 adverse), 2.4% (2012 adverse)
- Retail (excluding commercial real estate): 0.9% (2010), 0.8% (2011 baseline), 1.0% (2012 baseline), 1.3% (2011 adverse), 1.7% (2012 adverse)
- Commercial real estate: 1.2% (2010), 2.3% (2011 baseline), 2.8% (2012 baseline), 3.6% (2011 adverse), 4.7% (2012 adverse)

Common equity before deductions (Original own funds without hybrid instruments and government support measures other than ordinary shares):
- 57 million EUR
- Capital ratio: 8.9%
Deductions from common equity:
- 0 million EUR
Common equity (A+B):
- 57 million EUR
- Capital ratio: 8.9%
Other existing government support measures:
- 0 million EUR
Core Tier 1 including existing government support measures (C+D):
- 57 million EUR
- Capital ratio: 8.9%
Difference from benchmark capital threshold (CT1 5%):
- 25 million EUR
- Capital ratio difference: 3.9%
Hybrid instruments not subscribed by government:
- 7 million EUR
- Capital ratio: 1.1%
Tier 1 capital (E+F):
- 64 million EUR
- Capital ratio: 10.0%
Tier 2 capital:
- 21 million EUR
- Capital ratio: 3.3%
Tier 3 capital:
- 0 million EUR
- Capital ratio: 0.0%
Total capital:
- 85 million EUR
- Capital ratio: 13.2%

Deferred tax assets:
- 5 million EUR
- Capital ratio impact: 0.9%
Minority interests (excluding hybrid instruments):
- 0 million EUR
- Capital ratio impact: 0.0%
Valuation differences eligible as original own funds:
- -2 million EUR
- Capital ratio impact: -0.3%

Use of provisions and/or other reserves (including release of countercyclical provisions):
- Capital ratio impact: +1.6%
- RWA impact: 0 million EUR
Divestments and other management actions taken by 30 April 2011:
- Capital ratio impact: 0%
- RWA impact: 0 million EUR
Other disinvestments and restructuring measures (including future mandatory restructuring not yet approved with the EU Commission under the EU State Aid rules):
- Capital ratio impact: 0%
- RWA impact: 0 million EUR
Future planned issuances of common equity instruments (private issuances):
- Capital ratio impact: 0%
- RWA impact: 0 million EUR
Future planned government subscriptions of capital instruments (including hybrids):
- Capital ratio impact: 0%
- RWA impact: 0 million EUR
Other (existing and future) instruments recognised as appropriate back-stop measures by national supervisory authorities:
- Capital ratio impact: 0%
- RWA impact: 0 million EUR

The stress test was conducted using the EBA common methodology, which includes a static balance sheet assumption and incorporates regulatory transitional floors.
All capital elements and ratios are presented in accordance with the EBA definition of Core Tier 1 capital.
The results of the stress test are not a forecast and should not be compared to the bank's other published information.
The capital ratio after all current and future mitigating actions as of 31 December 2012 is 7.2%.
The supervisory recognised capital ratio may include other mitigating measures not recognised by the EBA methodology but considered appropriate by national supervisory authorities.

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