EBA欧洲银行-SI_549300BZ3GKOJ13V6F87_16页_3mb

报告摘要

Operating profit before impairments: 70 min EUR
Impairment losses on financial and non-financial assets in the banking book: 80 min EUR
Common Equity Tier 1 (CET1) capital: 336 min EUR
Total Risk Exposure: 1,472 min EUR
CET1 ratio: 22.8%

3-year cumulative operating profit before impairments: 0 min EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 123 min EUR
3-year cumulative losses from the stress in the trading book: 0 min EUR
Valuation losses due to sovereign shock after tax and prudential filters: 1 min EUR
CET1 capital: 213 min EUR
Total Risk Exposure: 1,472 min EUR
CET1 ratio: 14.5%

3-year cumulative operating profit before impairments: 100 min EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 48 min EUR
3-year cumulative losses from the stress in the trading book: 0 min EUR
CET1 capital: 373 min EUR
Total Risk Exposure: 1,472 min EUR
CET1 ratio: 25.3%

Common EU wide CET1 Threshold (5.5%): 81 min EUR
Total amount of instruments with mandatory conversion into ordinary shares (2014–2016): 0 min EUR
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital (CRR provisions): 0 min EUR
Of which: eligible instruments whose trigger is above CET1 ratio in adverse scenario: 0 min EUR

Segment	LTV %	Exposure Values (STA)	Risk Exposure (F-IRB)	Risk Exposure (A-IRB)	Risk Exposure (STA)	Value Adjustments and Provisions (STA)
Central banks and central governments	0.0%	0	491	0	7	2
Institutions	0.0%	0	2,744	0	555	13
Corporates	0.0%	0	383	377	330	38
Corporates - Of Which: SME	0.0%	0	66	57	16	5
Retail	0.0%	0	0	0	0	0
Equity	0.0%	8	0	0	8	3
Other non-credit obligation assets	0.0%	5	0	0	5	0
TOTAL	0.0%	0	3,631	952	770	55

Capital Decline in Adverse Scenario: The CET1 ratio dropped significantly from 22.8% in 2013 to 14.5% in 2016, indicating a substantial impact on the bank's capital under adverse conditions.
Profitability Impact: Operating profit before impairments fell to 0 min EUR in the adverse scenario, suggesting a severe financial strain.
Impairment Increase: Impairment losses increased from 80 min EUR to 123 min EUR over the three-year period in the adverse scenario.
Baseline Scenario Stability: The CET1 ratio remained stable at 25.3% in 2016, with a lower increase in impairment losses compared to the adverse scenario.
No Mandatory Conversions: There were no instruments with mandatory conversions into ordinary shares during the 2014–2016 period.
Risk Exposure Consistency: Total Risk Exposure remained constant at 1,472 min EUR in both scenarios, indicating that the bank's risk exposure was not significantly affected by the stress scenarios.