EBA欧洲银行-IT_5493006P8PDBI8LC0O96_16页_3mb

报告摘要

Operating profit before impairments: 1,116 million EUR
Impairment losses on financial and non-financial assets in the banking book: 3,407 million EUR
Common Equity Tier 1 (CET1) capital: 4,234 million EUR
Total Risk Exposure: 53,329 million EUR
CET1 ratio: 7.9%

3-year cumulative operating profit before impairments: 2,593 million EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 4,771 million EUR
3-year cumulative losses from the stress in the trading book: 315 million EUR
CET1 capital: 3,564 million EUR
Total Risk Exposure: 53,222 million EUR
CET1 ratio: 6.7%
Common EU-wide CET1 Threshold: 8.0%

3-year cumulative operating profit before impairments: 1,718 million EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 5,483 million EUR
3-year cumulative losses from the stress in the trading book: 407 million EUR
Valuation losses due to sovereign shock after tax and prudential filters: 82 million EUR
CET1 capital: 2,632 million EUR
Total Risk Exposure: 55,621 million EUR
CET1 ratio: 4.7%
Common EU-wide CET1 Threshold: 5.5%

Common EU-wide CET1 Threshold (Baseline): 8.0%
Common EU-wide CET1 Threshold (Adverse): 5.5%
Total amount of instruments with mandatory conversion into ordinary shares (2014–2016): 0 million EUR
Total Additional Tier 1 and Tier 2 instruments eligible for regulatory capital (CRR): 0 million EUR
Eligible instruments with trigger above CET1 ratio in adverse scenario: 0 million EUR

Category	F-IRB (Non-defaulted)	A-IRB (Non-defaulted)	A-IRB (Defaulted)	STA (Non-defaulted)	STA (Defaulted)	Risk Exposure (F-IRB)	Risk Exposure (A-IRB)	Risk Exposure (STA)	Value Adjustments and Provisions (F-IRB)	Value Adjustments and Provisions (A-IRB)	Value Adjustments and Provisions (STA)
Central banks and central governments	0	0	0	0	0	19,101	9	0	30	5	0
Institutions	0	0	0	0	0	6,791	7	0	28	19	0
Corporates	0	31,160	13,318	7,095	3,733	0	0	14,834	0	6,647	4,737
Corporates - Of Which: Specialised Lending	0	0	0	1,355	614	0	0	0	6	120	0
Corporates - Of Which: SME	0	18,014	11,061	4,677	2,236	0	0	7,691	0	4,327	2,768
Retail	0	28,540	3,646	719	150	0	0	5,832	0	370	171
Retail - Secured on real estate property	63.5%	0	0	19,262	1,816	0	0	3,378	0	0	132
Retail - Secured on real estate property - Of Which: Specialised Lending	53.0%	0	0	3,277	360	0	0	776	0	0	34
Retail - Secured on real estate property - Of Which: SME	65.8%	0	0	15,985	1,456	0	0	2,603	0	0	97
Retail - Qualifying Revolving	0	308	11	12	0	0	0	133	0	0	9
Retail - Other Retail	0	8,970	1,820	337	95	0	0	2,321	0	0	229
Retail - Other Retail - Of Which: SME	0	7,518	1,175	207	51	0	0	1,973	0	0	121
Retail - Other Retail - Of Which: non-SME	0	1,452	645	130	44	0	0	348	0	0	98
Equity	0	0	0	926	12	0	0	0	0	0	997
Securitisation	0	152	0	0	0	0	0	79	0	0	0
Other non-credit obligation assets	0	0	0	2,259	1	0	0	0	0	0	1,556
TOTAL	0	59,852	16,964	36,891	3,912	0	0	20,746	0	0	12,719

Securitisation and re-securitisations positions deducted from capital: 0 million EUR
CET1 Calculation: Based on CRR/CRD4 transitional arrangements as of the reporting date. Figures for 31 December 2013 are computed as of 1 January 2014.
Coverage Ratio Default Stock: Refers to the ratio of provisions to default stock.

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