EBA欧洲银行-EBA_ST_DK_3M5E1GQGKL17HI6CPN30_34页_5mb

2018 EU-wide Stress Test Summary for Jyske Bank

Core Information

• Bank Name: Jyske Bank
• LEI Code: 3M5E1GQGKL17HI6CPN30
• Country Code: DK (Denmark)
• Test Period: 2018 EU-wide Stress Test
• Focus Area: Credit risk IRB (Internal Ratings-Based)

Key Financial Indicators

Profit and Income

Capital Ratios

Non-Performing Exposure (NPE)

• Coverage Ratio - Non Performing Exposures (%):

  • Baseline: 28.66%, 25.54%, 23.50%
  • Adverse: 28.51%, 28.09%, 29.22%

• Total Risk Exposure Amount (all transitional adjustments included):

  • 25,252 mln EUR (31/12/2017)
  • Baseline: 25,489, 25,631, 25,731 mln EUR
  • Adverse: 26,772, 27,931, 28,561 mln EUR

Credit Risk IRB Overview

Exposure Values

Risk Exposure Amounts

Non-Performing Exposure

• Stock of Provisions:
  • Baseline: 745 mln EUR
  • Adverse: 425 mln EUR
• Coverage Ratio - Non Performing Exposures: 33.5%

Additional Notes

• Mandatory Conversions: 0 mln EUR for CET1 computation (2018–2020 period)
• Eligible Instruments for Regulatory Capital Conversion: 0 mln EUR
• Eligible Instruments with Trigger Events: 0 mln EUR
• Computed As: Defined in paragraphs 49 and 112 of the Methodological note

Summary of Key Findings

• Jyske Bank's capital ratios under both the baseline and adverse scenarios show a decline in leverage and CET1 ratios, indicating a potential increase in risk exposure under adverse conditions.
• The coverage ratio for non-performing exposures increases in the adverse scenario, suggesting a higher proportion of capital allocated to cover these risks.
• The bank's risk exposure amounts rise over the baseline period, with a more pronounced increase in the adverse scenario.
• The bank's credit risk IRB data shows significant exposure in the corporate and retail sectors, particularly in SME and secured real estate loans.
• There are no instruments with mandatory conversion or eligible for regulatory capital conversion during the 2018–2020 period.