EBA欧洲银行-ES078_11页_1016kb

报告摘要

Operating profit before impairments: 245 million EUR
Impairment losses on financial and non-financial assets in the banking book: -216 million EUR
Risk weighted assets (RWA): 13,465 million EUR
Core Tier 1 capital: 1,164 million EUR
Core Tier 1 capital ratio: 8.6%
Additional capital needed to reach 5% Core Tier 1 capital benchmark: 491 million EUR

2-year cumulative operating profit before impairments: 118 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -996 million EUR
2-year cumulative losses from the stress in the trading book: -4 million EUR
Valuation losses due to sovereign shock: 0 million EUR
Risk weighted assets: 13,856 million EUR
Core Tier 1 capital: 553 million EUR
Core Tier 1 capital ratio: 4.0%
Additional capital needed to reach 5% Core Tier 1 capital benchmark: 140 million EUR

Net interest income:
- 2010: 353 million EUR
- 2011 (Baseline): 305 million EUR
- 2012 (Baseline): 277 million EUR
- 2011 (Adverse): 275 million EUR
- 2012 (Adverse): 167 million EUR
Trading income:
- 2010: 67 million EUR
- 2011 (Baseline): -1 million EUR
- 2012 (Baseline): -1 million EUR
- 2011 (Adverse): -2 million EUR
- 2012 (Adverse): -2 million EUR
Operating profit before impairments:
- 2010: 245 million EUR
- 2011 (Baseline): 146 million EUR
- 2012 (Baseline): 120 million EUR
- 2011 (Adverse): 109 million EUR
- 2012 (Adverse): 10 million EUR
Impairments on financial and non-financial assets in the banking book:
- 2010: -216 million EUR
- 2011 (Baseline): -201 million EUR
- 2012 (Baseline): -273 million EUR
- 2011 (Adverse): -452 million EUR
- 2012 (Adverse): -544 million EUR
Operating profit after impairments and other losses from the stress:
- 2010: 29 million EUR
- 2011 (Baseline): -55 million EUR
- 2012 (Baseline): -153 million EUR
- 2011 (Adverse): -343 million EUR
- 2012 (Adverse): -534 million EUR
Net profit after tax:
- 2010: 28 million EUR
- 2011 (Baseline): -41 million EUR
- 2012 (Baseline): -110 million EUR
- 2011 (Adverse): -243 million EUR
- 2012 (Adverse): -378 million EUR

Stock of provisions:
- 2010: 892 million EUR
- 2011 (Baseline): 1,092 million EUR
- 2012 (Baseline): 1,363 million EUR
- 2011 (Adverse): 1,281 million EUR
- 2012 (Adverse): 1,774 million EUR
Stock of provisions for non-defaulted assets:
- 2010: 517 million EUR
- 2011 (Adverse): 529 million EUR
- 2012 (Adverse): 529 million EUR
Stock of provisions for defaulted assets:
- 2010: 375 million EUR
- 2011 (Adverse): 759 million EUR
- 2012 (Adverse): 1,245 million EUR
Loss rates:
- Corporate (excluding Commercial real estate): 2.3% (2010), 3.0% (2012, adverse)
- Retail (excluding Commercial real estate): 1.0% (2010), 1.7% (2012, adverse)
- Commercial real estate: 1.1% (2010), 2.3% (2012, adverse)
Coverage ratio:
- Corporate (excluding Commercial real estate): 43.5% (2010), 49.4% (2012, adverse)
- Retail (excluding Commercial real estate): 45.4% (2010), 33.8% (2012, adverse)
- Commercial real estate: 23.7% (2010), 26.8% (2012, adverse)

Use of provisions and/or other reserves (including countercyclical provisions):
- Capital ratio effect: +2.6 percentage points
Divestments and other management actions (by 30 April 2011):
- RWA effect: 0 million EUR
- Capital ratio effect: 0 percentage points
Other disinvestments and restructuring measures:
- RWA effect: 0 million EUR
- Capital ratio effect: 0 percentage points
Future planned issuances of common equity instruments:
- Capital ratio effect: 0 percentage points
Future planned government subscriptions of capital instruments:
- Capital ratio effect: 0 percentage points
Other instruments recognised as appropriate back-stop measures:
- RWA effect: 0 million EUR
- Capital ratio effect: 0 percentage points

The stress test was conducted using the EBA common methodology, which includes a static balance sheet assumption and incorporates regulatory transitional floors where applicable.
All capital elements and ratios are based on the EBA definition of Core Tier 1 capital, which may differ from national supervisory definitions.
The Core Tier 1 capital ratio is computed under the EBA methodology, and may include other mitigating measures not recognized by the EBA but considered appropriate by national authorities.
The baseline and adverse scenarios are not forecasts and should not be compared to the bank's other published information.
The stock of provisions includes collective and specific provisions, and countercyclical provisions where allowed by national legislation.
Deferred tax assets are included in the computation of capital as per Basel 3 guidelines.
Other operating income includes income from stockholdings not in the trading book, and other income includes impairment estimates for participations and intangible assets.

Common equity before deductions: 1,191 million EUR (8.8% of RWA)
Deductions from common equity: -27 million EUR (excluding participations and subordinated claims)
Common equity (after deductions): 1,164 million EUR (8.6% of RWA)
Core Tier 1 capital: 1,164 million EUR
Tier 1 capital: 1,164 million EUR (including existing government support)
Tier 2 capital: 390 million EUR (2.9% of RWA)
Tier 3 capital: 0 million EUR
Total capital: 1,554 million EUR (11.5% of RWA)
Deferred tax assets: 270 million EUR (2.0% of RWA)
Minority interests: 0 million EUR
Valuation differences eligible as original own funds: 0 million EUR

A) Use of provisions and/or other reserves (including countercyclical provisions):
- Capital ratio impact: +2.6 percentage points
- RWA impact: 0 million EUR
B) Divestments and other management actions taken by 30 April 2011:
- RWA impact: 0 million EUR
- Capital ratio impact: 0 percentage points
C) Other disinvestments and restructuring measures (including future mandatory restructuring not yet approved with the EU Commission):
- RWA impact: 0 million EUR
- Capital ratio impact: 0 percentage points
D) Future planned issuances of common equity instruments (private issuances):
- No details provided for capital ratio or RWA impact.
E) Future planned government subscriptions of capital instruments (including hybrids):
- No details provided for capital ratio or RWA impact.
F) Other instruments recognised as appropriate back-stop measures:
- No details provided for RWA or capital ratio impact.