EBA欧洲银行-DE_529900S1KHKOEQL5CK20_16页_3mb
报告摘要
2014 EU-wide Stress Test Summary for Wüstenrot Bausparkasse AG
Core Information
- Bank Name: Wüstenrot Bausparkasse AG
- LEI Code: 529900S1KHKOEQL5CK20
- Country: Germany
- Test Period: 2014 EU-wide Stress Test
Summary: Adverse Scenario (as of 31 December 2016)
| Metric |
Value (min EUR, %) |
| 3-year cumulative operating profit before impairments |
-109 |
| 3-year cumulative impairment losses on financial and non-financial assets in the banking book |
60 |
| 3-year cumulative losses from the stress in the trading book |
0 |
| Valuation losses due to sovereign shock after tax and prudential filters |
8 |
| Common Equity Tier 1 capital (CET1) |
537 |
| Total Risk Exposure |
7,761 |
| Common Equity Tier 1 ratio |
6.9% |
Memorandum Items
- Common EU-wide CET1 Threshold (5.5%) - 427
- Total amount of instruments with mandatory conversion into ordinary shares (2014-2016) - 0
- Total Additional Tier 1 and Tier 2 instruments eligible for regulatory capital (CRR) - 0
- Eligible instruments whose trigger is above CET1 ratio in the adverse scenario - 0
Summary: Baseline Scenario (as of 31 December 2016)
| Metric |
Value (min EUR, %) |
| 3-year cumulative operating profit before impairments |
24 |
| 3-year cumulative impairment losses on financial and non-financial assets in the banking book |
40 |
| 3-year cumulative losses from the stress in the trading book |
0 |
| Common Equity Tier 1 capital (CET1) |
748 |
| Total Risk Exposure |
7,694 |
| Common Equity Tier 1 ratio |
9.7% |
Memorandum Items
- Common EU-wide CET1 Threshold (8.0%) - 616
Detailed Exposure Analysis (as of 31 December 2013)
LTV % (Loan-to-Value) and Exposure Values
| Category |
Non-defaulted |
Defaulted |
| Central banks and central governments |
0 |
0 |
| Institutions |
0 |
0 |
| Corporates |
0 |
0 |
| Corporates - Of Which: Specialised Lending |
0 |
0 |
| Corporates - Of Which: SME |
0 |
0 |
| Retail |
0 |
0 |
| Retail - Secured on real estate property |
0 |
0 |
| Retail - Secured on real estate property - Of Which: |
0 |
0 |
| Retail - Secured on real estate property - Of Which: |
0 |
0 |
| Retail - Qualifying Revolving |
0 |
0 |
| Retail - Other Retail |
0 |
0 |
| Retail - Other Retail - Of Which: SME |
0 |
0 |
| Retail - Other Retail - Of Which: non-SME |
0 |
0 |
| Equity |
0 |
0 |
| Securitisation |
0 |
0 |
| Other non-credit obligation assets |
0 |
0 |
| TOTAL |
0 |
0 |
Risk Exposure Amounts
| Category |
Non-defaulted |
Defaulted |
| Central banks and central governments |
0 |
0 |
| Institutions |
0 |
0 |
| Corporates |
0 |
0 |
| Corporates - Of Which: Specialised Lending |
0 |
0 |
| Corporates - Of Which: SME |
0 |
0 |
| Retail |
0 |
0 |
| Retail - Secured on real estate property |
0 |
0 |
| Retail - Secured on real estate property - Of Which: |
0 |
0 |
| Retail - Secured on real estate property - Of Which: |
0 |
0 |
| Retail - Qualifying Revolving |
0 |
0 |
| Retail - Other Retail |
0 |
0 |
| Retail - Other Retail - Of Which: SME |
0 |
0 |
| Retail - Other Retail - Of Which: non-SME |
0 |
0 |
| Equity |
0 |
0 |
| Securitisation |
0 |
0 |
| Other non-credit obligation assets |
0 |
0 |
| TOTAL |
0 |
0 |
Value Adjustments and Provisions
| Category |
Non-defaulted |
Defaulted |
| Central banks and central governments |
0 |
0 |
| Institutions |
0 |
0 |
| Corporates |
0 |
0 |
| Corporates - Of Which: Specialised Lending |
0 |
0 |
| Corporates - Of Which: SME |
0 |
0 |
| Retail |
0 |
0 |
| Retail - Secured on real estate property |
0 |
0 |
| Retail - Secured on real estate property - Of Which: |
0 |
0 |
| Retail - Secured on real estate property - Of Which: |
0 |
0 |
| Retail - Qualifying Revolving |
0 |
0 |
| Retail - Other Retail |
0 |
0 |
| Retail - Other Retail - Of Which: SME |
0 |
0 |
| Retail - Other Retail - Of Which: non-SME |
0 |
0 |
| Equity |
0 |
0 |
| Securitisation |
0 |
0 |
| Other non-credit obligation assets |
0 |
0 |
| TOTAL |
0 |
0 |
Additional Notes
- Securitisation and re-securitisations positions deducted from capital - 0
- Transitional arrangements according to CRR/CRD4 are applied for the computation of CET1.
- Figures as of 31/12/2013 are computed as of 01/01/2014.
- Conversions not considered for CET1 computation in the adverse scenario.
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