2014 EU-wide Stress Test Summary for ES - Cajas Rurales Unidas, Sociedad Cooperativa de Crédito
Core Information
Bank Name: ES - Cajas Rurales Unidas, Sociedad Cooperativa de Crédito
LEI Code: 635400CE9HHFB55PEY43
Country: Spain
Key Figures as of 31 December 2013
Metric
Value (min EUR)
%
Operating profit before impairments
434
-
Impairment losses on financial and non-financial assets in the banking book
679
-
Common Equity Tier 1 capital (CET1)
2,198
-
Total Risk Exposure
22,098
-
Common Equity Tier 1 ratio
9.9%
-
Adverse Scenario Outcomes as of 31 December 2016
Metric
Value (min EUR)
%
3 yr cumulative operating profit before impairments
674
-
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
1,157
-
3 yr cumulative losses from the stress in the trading book
19
-
Valuation losses due to sovereign shock after tax and prudential filters
137
-
Common Equity Tier 1 capital (CET1)
1,900
-
Total Risk Exposure
23,789
-
Common Equity Tier 1 ratio
8.0%
-
Baseline Scenario Outcomes as of 31 December 2016
Metric
Value (min EUR)
%
3 yr cumulative operating profit before impairments
851
-
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
569
-
3 yr cumulative losses from the stress in the trading book
13
-
Common Equity Tier 1 capital (CET1)
2,382
-
Total Risk Exposure
23,332
-
Common Equity Tier 1 ratio
10.2%
-
Memorandum Items
Item
Value (min EUR)
Common EU wide CET1 Threshold (5.5%)
1,308
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 - 2016 period (cumulative conversions)
0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event
0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario
0
Core Scenario Details
Baseline Scenario
Year
Impairment Rate
Stock of Provisions
Coverage Ratio - Default Stock
2014
0.01%
0
2.07%
2015
0.01%
8
3.60%
2016
0.01%
9
4.83%
Adverse Scenario
Year
Impairment Rate
Stock of Provisions
Coverage Ratio - Default Stock
2014
1.06%
11
35.51%
2015
1.06%
21
37.59%
2016
1.06%
32
38.34%
Exposure Breakdown
Exposure Values (as of 31/12/2013)
Category
F-IRB (Non-defaulted)
F-IRB (Defaulted)
A-IRB (Non-defaulted)
A-IRB (Defaulted)
STA (Non-defaulted)
STA (Defaulted)
Central banks and central governments
0
0
0
0
3,868
3
Institutions
0
0
0
0
3,895
5
Corporates
0
0
0
0
3,863
2,226
Corporates - Of Which: Specialised Lending
0
0
0
0
6
8
Corporates - Of Which: SME
0
0
0
0
2,768
1,800
Retail
0
0
0
0
21,353
1,544
Retail - Secured on real estate property
0
0
0
0
14,475
953
Retail - Secured on real estate property - Of Which:
0
0
0
0
703
129
Retail - Secured on real estate property - Of Which:
0
0
0
0
13,772
824
Retail - Qualifying Revolving
0
0
0
0
115
1
Retail - Other Retail
0
0
0
0
6,763
590
Retail - Other Retail - Of Which: SME
0
0
0
0
5,238
487
Retail - Other Retail - Of Which: non-SME
0
0
0
0
1,525
103
Equity
0
0
0
0
185
0
Securitisation
0
0
0
0
221
0
Other non-credit obligation assets
0
0
0
0
3,698
0
Total
0
0
0
0
37,083
3,778
Risk Exposure Amounts (as of 31/12/2013)
Category
F-IRB (Non-defaulted)
F-IRB (Defaulted)
A-IRB (Non-defaulted)
A-IRB (Defaulted)
STA (Non-defaulted)
STA (Defaulted)
Central banks and central governments
0
0
0
0
3,868
3
Institutions
0
0
0
0
3,895
5
Corporates
0
0
0
0
3,863
2,226
Corporates - Of Which: Specialised Lending
0
0
0
0
6
8
Corporates - Of Which: SME
0
0
0
0
2,768
1,800
Retail
0
0
0
0
21,353
1,544
Retail - Secured on real estate property
0
0
0
0
14,475
953
Retail - Secured on real estate property - Of Which:
0
0
0
0
703
129
Retail - Secured on real estate property - Of Which:
0
0
0
0
13,772
824
Retail - Qualifying Revolving
0
0
0
0
115
1
Retail - Other Retail
0
0
0
0
6,763
590
Retail - Other Retail - Of Which: SME
0
0
0
0
5,238
487
Retail - Other Retail - Of Which: non-SME
0
0
0
0
1,525
103
Equity
0
0
0
0
185
0
Securitisation
0
0
0
0
221
0
Other non-credit obligation assets
0
0
0
0
3,698
0
Total
0
0
0
0
37,083
3,778
Value Adjustments and Provisions (as of 31/12/2013)
Category
F-IRB (Non-defaulted)
F-IRB (Defaulted)
A-IRB (Non-defaulted)
A-IRB (Defaulted)
STA (Non-defaulted)
STA (Defaulted)
Central banks and central governments
0
0
0
0
0
6
Institutions
0
0
0
0
0
113
Corporates
0
0
0
0
0
3,333
Corporates - Of Which: Specialised Lending
0
0
0
0
0
6
Corporates - Of Which: SME
0
0
0
0
0
2,291
Retail
0
0
0
0
0
9,068
Retail - Secured on real estate property
0
0
0
0
0
5,263
Retail - Secured on real estate property - Of Which:
0
0
0
0
0
871
Retail - Secured on real estate property - Of Which:
0
0
0
0
0
743
Retail - Qualifying Revolving
0
0
0
0
0
1
Retail - Other Retail
0
0
0
0
0
3,719
Retail - Other Retail - Of Which: SME
0
0
0
0
0
2,683
Retail - Other Retail - Of Which: non-SME
0
0
0
0
0
1,036
Equity
0
0
0
0
0
191
Securitisation
0
0
0
0
0
159
Other non-credit obligation assets
0
0
0
0
0
2,462
Total
0
0
0
0
0
15,331
Additional Notes
Securitisation and re-securitisations positions deducted from capital: 0 (as of 31/12/2013)
