EBA欧洲银行-EBA_ST_DE_52990002O5KK6XOGJ020_34页_5mb

2018 EU-wide Stress Test Summary for NRW.BANK

Core Information

• Bank Name: NRW.BANK
• LEI Code: 52990002O5KK6XOGJ020
• Country Code: DE (Germany)

Financial Performance Overview

Key Financial Trends

• Net Interest Income: Decreased over the baseline period, from 611 mln EUR in 2017 to 479 mln EUR in 2018, with a slight recovery in 2019 and 2020.
• Gains/Losses on Financial Assets: Recorded losses of -10 mln EUR in all years of the baseline scenario and slightly deeper losses in the adverse scenario.
• Impairment Reversals: Showed a significant decline in the adverse scenario, with impairment losses increasing from -34 mln EUR in 2019 to -76 mln EUR in 2020.
• Profit/Loss: Positive in the baseline scenario, but turned negative in the adverse scenario, with losses reaching -246 mln EUR in 2018.
• Capital Ratios:
  • Common Equity Tier 1 ratio decreased from 41.74% in 2017 to 33.96% in 2020 under the adverse scenario.
  • Leverage ratio also decreased, from 11.41% in 2017 to 11.06% in 2020 under the adverse scenario.

Credit Risk IRB Results

Germany (NRW.BANK)

France

United Kingdom

Netherlands

Italy

Spain

Australia

Summary of Key Findings

• Capital Adequacy: The Common Equity Tier 1 ratio and leverage ratio declined under the adverse scenario, indicating a potential risk to capital adequacy.
• Profitability: Profitability was positive in the baseline scenario but deteriorated significantly in the adverse scenario.
• Credit Risk Exposure: Credit risk exposure was consistently low across all categories and countries, with no significant non-performing exposures recorded.
• Regulatory Compliance: All capital ratios remained above regulatory thresholds in the baseline scenario, but fell below them in the adverse scenario.
• IRB Total: The IRB total for all countries was zero, suggesting that the bank did not have significant credit risk exposure in the IRB framework.

Notes

• Methodology: Calculated as defined in paragraphs 49 and 112 of the Methodological note.
• Exclusions: Instruments with mandatory conversion into ordinary shares and eligible instruments for regulatory capital were excluded from the CET1 and leverage ratio calculations.