2014 EU-wide Stress Test Summary for National Bank of Greece, S.A.
Core Information
Bank Name: GR - National Bank of Greece, S.A.
LEI Code: 5UMCZOEYKCVFAW8ZLO05
Summary of Adverse Scenario (as of 31 December 2016)
Metric
Value (min EUR, %)
3 yr cumulative operating profit before impairments
2,992
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
7,314
3 yr cumulative losses from the stress in the trading book
518
Valuation losses due to sovereign shock after tax and prudential filters
25
Common Equity Tier 1 capital
-246
Total Risk Exposure
57,940
Common Equity Tier 1 ratio, %
-0.4%
Summary of Baseline Scenario (as of 31 December 2016)
Metric
Value (min EUR, %)
3 yr cumulative operating profit before impairments
3,492
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
3,784
3 yr cumulative losses from the stress in the trading book
263
Common Equity Tier 1 capital
3,260
Total Risk Exposure
56,730
Common Equity Tier 1 ratio, %
5.7%
Memorandum Items
Item
Value (min EUR)
Common EU wide CET1 Threshold (5.5%)
3,187
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
Notes
Figures as of 31/12/2013 are computed as of the first day of application (01/01/2014) according to CRR/CRD4 transitional arrangements.
Conversions not considered for CET1 computation.
Instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014–2016 period are excluded from CET1 computation.
Baseline Scenario Impairment Data (as of 31 December 2013)
Metric
Value (min EUR, %)
Impairment rate
0.02%
Stock of Provisions
358
Coverage Ratio - Default Stock
54.77%
Adverse Scenario Impairment Data (as of 31 December 2013)
Metric
Value (min EUR, %)
Impairment rate
0.08%
Stock of Provisions
589
Coverage Ratio - Default Stock
49.39%
Exposure and Risk Breakdown
Baseline Scenario
Segment
Exposure (F-IRB)
Exposure (A-IRB)
Exposure (STA)
Risk Exposure (F-IRB)
Risk Exposure (A-IRB)
Risk Exposure (STA)
Value Adjustments and Provisions (F-IRB)
Value Adjustments and Provisions (A-IRB)
Value Adjustments and Provisions (STA)
Central banks and central governments
0
0
0
22,086
14
1,273
0
0
0
Institutions
0
0
0
13,456
15
1,341
0
0
0
Corporates
9,833
3,429
0
11,938
1,345
10,465
0
0
0
Corporates - Of Which: Specialised Lending
0
0
0
2,446
125
1,964
0
0
0
Corporates - Of Which: SME
4,618
2,614
0
4,398
745
3,521
0
0
0
Retail
0
0
0
13,846
5,424
10,889
0
0
0
Retail - Secured on real estate property
68.8%
0
0
13,139
4,506
2,255
0
0
0
Retail - Secured on real estate property - Of Which: SME
70.4%
0
0
855
832
390
0
0
0
Retail - Secured on real estate property - Of Which: non-SME
68.6%
0
0
12,285
3,674
4,278
0
0
0
Retail - Qualifying Revolving
0
0
0
0
0
0
0
0
0
Retail - Other Retail
0
0
0
706
918
1.513
0
0
0
Retail - Other Retail - Of Which: SME
0
0
0
0
0
0
0
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
0
0
0
0
0
Equity
0
0
0
0
0
0
0
0
0
Securitisation
0
0
0
0
0
0
0
0
0
Other non-credit obligation assets
0
0
0
0
0
0
0
0
0
TOTAL
9.394
3.242
13.846
26.809
3,894
7,513
0
0
0
Notes
(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA.
The data reflects the impact of the stress test on the bank's capital and risk exposure under both adverse and baseline scenarios.
