EBA欧洲银行-GB090_11页_1008kb

报告摘要

Operating profit before impairments: 13,243 million EUR
Impairment losses on financial and non-financial assets in the banking book: -6,571 million EUR
Risk weighted assets (RWA): 461,107 million EUR
Core Tier 1 (CT1) capital: 46,232 million EUR
Core Tier 1 capital ratio: 10.0%
Additional capital needed to reach a 5% CT1 capital benchmark: 0

2-year cumulative operating profit before impairments: 17,340 million EUR
- Trading losses from stress scenarios: -6,137 million EUR
- Valuation losses due to sovereign shock: -752 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -12,764 million EUR
Operating profit after impairments and other losses from the stress: 9,302 million EUR
Net profit after tax: 2,068 million EUR
- Retained earnings: 855 million EUR
- Dividends distributed: 192 million EUR

Total stock of provisions: 14,428 million EUR
- Provisions for non-defaulted assets: 3,150 million EUR
  - Sovereigns: 0 million EUR (before 2011)
  - Institutions: 20 million EUR (before 2011)
- Provisions for defaulted assets: 11,278 million EUR
  - Corporate (excluding Commercial real estate): 1,930 million EUR
  - Retail (excluding Commercial real estate): 6,302 million EUR
  - Commercial real estate: 1,059 million EUR

Use of provisions and/or other reserves: Impact on capital ratio not specified
Divestments and other management actions taken by 30 April 2011: Impact on RWA and capital ratio not specified
Other disinvestments and restructuring measures: Impact on RWA and capital ratio not specified
Future planned issuances of common equity instruments: Impact on capital ratio not specified
Future planned government subscriptions of capital instruments: Impact on capital ratio not specified
Other instruments recognised as appropriate back-stop measures: Impact on RWA and capital ratio not specified

The stress test was conducted using the EBA common methodology, which includes a static balance sheet assumption and regulatory transitional floors.
Capital elements and ratios are presented in accordance with the EBA definition of Core Tier 1 capital, which may differ from national supervisory definitions.
The results should not be construed as forecasts or compared directly to other published information.
The capital ratio is based on the EBA definition, but may include other measures not recognized by the EBA methodology, as deemed appropriate by national supervisory authorities.
All elements are reported net of tax effects.
The EBA methodology includes adjustments for valuation differences in certain financial instruments and prudential filters for regulatory capital.

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