EBA欧洲银行-EBA_ST_IT_549300TRUWO2CD2G5692_34页_5mb
报告摘要
2018 EU-wide Stress Test Summary: UniCredit S.p.A.
Core Information
- Bank Name: UniCredit S.p.A.
- LEI Code: 549300TRUWO2CD2G5692
- Country Code: IT (Italy)
Key Financial Indicators
| Metric | Actual (31/12/2017) | Restated (31/12/2017) | Baseline Scenario | Adverse Scenario |
|---|---|---|---|---|
| Net Interest Income (mln EUR) | 11,545 | - | 11,196 | 10,777 |
| Gains/Losses on Financial Assets (mln EUR) | 659 | - | 1,241 | 14 |
| Impairment Reversal (mln EUR) | -2,772 | - | -4,351 | -8,698 |
| Profit/Loss for the Year (mln EUR) | 5,784 | - | 1,802 | -4,632 |
| Coverage Ratio: Non-performing Exposure (%) | 64.70% | 67.90% | 65.34% | 66.86% |
| Common Equity Tier 1 (CET1) Capital (mln EUR) | 48,880 | 45,610 | 46,422 | 38,292 |
| CET1 Ratio (%) | 13.73% | 12.80% | 12.99% | 10.31% |
| Fully Loaded CET1 Ratio (%) | 13.61% | 12.68% | 12.95% | 10.32% |
| Tier 1 Capital (mln EUR) | 54,703 | 51,437 | 51,984 | 43,854 |
| Leverage Ratio Exposures (mln EUR) | 954,896 | 951,883 | 951,883 | 951,883 |
| Leverage Ratio (%) | 5.73% | 5.40% | 5.46% | 4.61% |
| Fully Loaded Leverage Ratio (%) | 5.55% | 5.22% | 5.34% | 4.50% |
Credit Risk IRB Overview
Baseline Scenario (31/12/2018 - 31/12/2020)
- Total Risk Exposure Amount (mln EUR): 356,100 (31/12/2017) → 357,279 (31/12/2018) → 358,479 (31/12/2019) → 406,164 (31/12/2020)
- Coverage Ratio - Non-performing Exposures (%): 64.70% (31/12/2017) → 65.34% (31/12/2018) → 62.92% (31/12/2019) → 62.24% (31/12/2020)
Adverse Scenario (31/12/2018 - 31/12/2020)
- Total Risk Exposure Amount (mln EUR): 371,424 (31/12/2018) → 392,149 (31/12/2019) → 406,164 (31/12/2020)
- Coverage Ratio - Non-performing Exposures (%): 66.86% (31/12/2018) → 64.15% (31/12/2019) → 62.24% (31/12/2020)
Key Risk Exposure Breakdown (Restated, 31/12/2017)
| Exposure Type | A-IRB (Non-defaulted) | A-IRB (Defaulted) | F-IRB (Non-defaulted) | F-IRB (Defaulted) | A-IRB Risk Exposure | F-IRB Risk Exposure | Performing Exposure | Non-performing Exposure | Stock of Provisions | From Non-performing Exposures | Coverage Ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Central banks and central governments | 689 | 5 | 1,018 | 106 | 5,910 | 147 | 881 | 17,521 | 10 | 60 | 81.3% |
| Institutions | 10,791 | 6 | 3,232 | 367 | 19,787 | 4,138 | 2,621 | 48,948 | 18,456 | 14,133 | 22,468 |
| Corporates | 60,715 | 26,421 | 9 | 0 | 36,047 | 6,366 | 7 | 13,197 | 10,235 | 0 | 58.3% |
| Corporates - Specialised Lending | 2,663 | 3 | 0 | 0 | 1,247 | 48 | 0 | 2,146 | 235 | 147 | 59.8% |
| Corporates - SME | 15,066 | 16,381 | 0 | 0 | 10,729 | 4,035 | 0 | 58,711 | 7,495 | 2,300 | 86.4% |
| Retail | 59,090 | 17,958 | 0 | 0 | 16,619 | 6,391 | 289 | 3,347 | 6,320 | 33 | 86.6% |
| Retail - Secured on Real Estate Property | 48,425 | 10,649 | 0 | 0 | 13,279 | 4,110 | 295 | 54,715 | 9,206 | 1,549 | 72.3% |
| Retail - Secured on Real Estate Property - SME | 2,700 | 1,848 | 0 | 0 | 1,193 | 4,124 | 0 | 4,549 | 1,845 | 1,291 | 66.5% |
| Retail - Secured on Real Estate Property - non-SME | 45,725 | 8,928 | 0 | 0 | 12,466 | 3,849 | 0 | 45,726 | 7,490 | 4,767 | 58.2% |
| Retail - Qualifying Revolving | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 229 | 6 | 0 | 89.9% |
| Retail - Other Retail | 10,665 | 7,309 | 0 | 0 | 2,444 | 1,920 | 0 | 58,711 | 7,495 | 2,318 | 86.6% |
| Retail - Other Retail - SME | 10,663 | 7,305 | 0 | 0 | 4,322 | 2,300 | 0 | 14,875 | 7,495 | 6,625 | 86.4% |
| Retail - Other Retail - non-SME | 10,040 | 205 | 0 | 0 | 4,316 | 2,087 | 0 | 9,929 | 209 | 309 | 71.2% |
| Equity | - | - | - | - | 90 | 4 | - | - | 0 | - | - |
| Securitisation | - | - | - | - | - | - | - | - | - | - | - |
| Other Non-credit Obligation Assets | - | - | - | - | - | - | - | - | - | - | - |
| IRB Total (mln EUR) | 131,285 | 44,389 | 330 | 0 | 54,715 | 12,760 | 295 | 121,815 | 49,897 | 37,231 | 72.3% |
Summary of Key Points
- Financial Performance: UniCredit S.p.A. showed a decline in profit for the year under the adverse scenario, with a significant drop in 2018.
- Capital Adequacy: CET1 and leverage ratios decreased under the adverse scenario, indicating a potential capital stress.
- Credit Risk Exposure: The bank's credit risk exposure under the IRB approach increased in the adverse scenario, with higher non-performing exposures.
- Risk Exposure Breakdown: The largest exposure category was Retail, followed by Corporates and Institutions.
- Coverage Ratio: The coverage ratio for non-performing exposures remained relatively stable, though slightly decreased in the adverse scenario.
Country-Specific Data
Germany
- Total Risk Exposure Amount (mln EUR): 97,228 (31/12/2017) → 94,117 (31/12/2018) → 45,343 (31/12/2019) → 45,343 (31/12/2020)
- Coverage Ratio - Non-performing Exposures (%): 72.3%
Austria
- Total Risk Exposure Amount (mln EUR): 121,815 (31/12/2017) → 121,815 (31/12/2018) → 121,815 (31/12/2019) → 121,815 (31/12/2020)
- Coverage Ratio - Non-performing Exposures (%): 72.3%
Turkey
- Total Risk Exposure Amount (mln EUR): 4,782 (31/12/2017) → 4,782 (31/12/2018) → 4,782 (31/12/2019) → 4,782 (31/12/2020)
- Coverage Ratio - Non-performing Exposures (%): 17%
Croatia
- Total Risk Exposure Amount (mln EUR): 5,634 (31/12/2017) → 5,634 (31/12/2018) → 5,634 (31/12/2019) → 5,634 (31/12/2020)
- Coverage Ratio - Non-performing Exposures (%): 58.4%
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