EBA欧洲银行-ES065_11页_853kb

报告摘要

Operating profit before impairments: 1,110 million EUR
Impairment losses on financial and non-financial assets in the banking book: -1,027 million EUR
Risk weighted assets (RWA): 56,488 million EUR
Core Tier 1 capital: 3,507 million EUR
Core Tier 1 capital ratio: 6.2%

2-year cumulative operating profit before impairments: 1,574 million EUR
2-year cumulative impairment losses: -2,739 million EUR
2-year cumulative losses from the stress in the trading book: -63 million EUR
Risk weighted assets: 56,503 million EUR
Core Tier 1 capital: 3,240 million EUR
Core Tier 1 capital ratio: 5.7%

Use of provisions and/or other reserves (including countercyclical provisions): 0.6 percentage points
Divestments and other management actions taken by 30 April 2011: 0.2 percentage points
Other disinvestments and restructuring measures (including future mandatory restructuring): 0.0 percentage points
Future planned issuances of common equity instruments: 0.0 percentage points
Future planned government subscriptions of capital instruments (including hybrids): 0.0 percentage points
Other instruments recognised as appropriate back-stop measures by national authorities: 1.4 percentage points

2011 Operating profit before impairments: 903 million EUR
2012 Operating profit before impairments: 671 million EUR
2011 Operating profit after impairments and other losses: -147 million EUR
2012 Operating profit after impairments and other losses: -1,018 million EUR

Total stock of provisions: 2,305 million EUR
Stock of provisions for non-defaulted assets: 645 million EUR
- Sovereigns: 2 million EUR
- Institutions: 11 million EUR
Stock of provisions for defaulted assets: 1,660 million EUR
- Corporate (excluding commercial real estate): 1,147 million EUR
- Retail (excluding commercial real estate): 435 million EUR
- Commercial real estate: 52 million EUR

Corporate (excluding commercial real estate): 33.0% (2010), 31.1% (2011 baseline), 30.7% (2012 baseline), 34.3% (2011 adverse), 36.3% (2012 adverse)
Retail (excluding commercial real estate): 35.0% (2010), 28.5% (2011 baseline), 26.8% (2012 baseline), 29.7% (2011 adverse), 29.7% (2012 adverse)
Commercial real estate: 25.9% (2010), 17.1% (2011 baseline), 16.3% (2012 baseline), 20.0% (2011 adverse), 19.5% (2012 adverse)

Corporate (excluding commercial real estate): 1.1% (2010), 1.0% (2011 baseline), 0.7% (2012 baseline), 1.6% (2011 adverse), 2.3% (2012 adverse)
Retail (excluding commercial real estate): 0.4% (2010), 0.3% (2011 baseline), 0.4% (2012 baseline), 0.6% (2011 adverse), 1.0% (2012 adverse)
Commercial real estate: 0.5% (2010), 0.0% (2011 baseline), 0.2% (2012 baseline), 0.4% (2011 adverse), 0.7% (2012 adverse)

The stress test was conducted using the EBA common methodology, which includes a static balance sheet assumption.
Capital elements and ratios are presented in accordance with the EBA definition of Core Tier 1 capital, which may differ from national supervisory authorities' definitions.
The results of the stress test should not be construed as forecasts or compared directly to other published information.
Regulatory transitional floors are applied where binding.
The capital ratio after all mitigating actions is based on the EBA definition, but may include other measures not recognised by the EBA methodology, which are considered appropriate by national supervisory authorities.
"Other operating income" includes mainly equity method income.
"Other income" includes capital gains from the sale and lease back transaction and debt for equity transactions.
Provisions for non-defaulted exposures to sovereigns and financial institutions are based on EBA benchmark risk parameters.
The capital ratio after all measures is 8.0% as of 31 December 2012.

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