EBA欧洲银行-NL047_11页_784kb

报告摘要

Operating profit before impairments: 7,999 million EUR
Impairment losses on financial and non-financial assets in the banking book: -2,332 million EUR
Risk weighted assets (RWA): 321,103 million EUR
Core Tier 1 capital: 30,895 million EUR
Core Tier 1 capital ratio: 9.6%
Additional capital needed to reach a 5% Core Tier 1 capital benchmark: 14,840 million EUR (4.6 percentage points)

2-year cumulative operating profit before impairments: 12,278 million EUR
2-year cumulative impairment losses on financial and non-financial assets in the banking book: -8,276 million EUR
2-year cumulative losses from the stress in the trading book: -1,052 million EUR
- Valuation losses due to sovereign shock: -237 million EUR
Risk weighted assets: 391,282 million EUR
Core Tier 1 capital: 33,860 million EUR
Core Tier 1 capital ratio: 8.7%
Additional capital needed to reach a 5% Core Tier 1 capital benchmark: Not specified

Net interest income: 13,587 million EUR in 2010; 13,431 and 13,410 million EUR in 2011 and 2012 respectively
Trading income: 1,195 million EUR in 2010; 441 and 127 million EUR in 2011 and 2012 respectively
- Trading losses from stress scenarios: -212 million EUR in 2011; -526 million EUR in 2012
- Valuation losses due to sovereign shock: -119 million EUR in 2012
Operating profit before impairments: 7,999 million EUR in 2010; 7,090 and 7,069 million EUR in 2011 and 2012 respectively
Impairments on financial and non-financial assets in the banking book: -2,332 million EUR in 2010; -1,188 and -1,316 million EUR in 2011 and 2012 respectively
Operating profit after impairments and other losses from the stress: 5,667 million EUR in 2010; 5,901 and 5,752 million EUR in 2011 and 2012 respectively
Other income: 316 million EUR in 2010; -26 and -73 million EUR in 2011 and 2012 respectively
Net profit after tax: 4,575 million EUR in 2010; 4,406 and 4,260 million EUR in 2011 and 2012 respectively

Total stock of provisions: 5,195 million EUR in 2010; 6,345 and 7,641 million EUR in 2011 and 2012 respectively
- Provisions for non-defaulted assets: 1,051 million EUR in 2010; 874, 862, 1,028, and 1,234 million EUR in 2011 and 2012 respectively
  - Sovereigns: 5 million EUR in 2010; 4, 4, 22, and 45 million EUR in 2011 and 2012 respectively
  - Institutions: 23 million EUR in 2010; 16, 15, 58, and 114 million EUR in 2011 and 2012 respectively
  - Corporate (excluding Commercial real estate): 303 million EUR in 2010; 259, 255, 286, and 323 million EUR in 2011 and 2012 respectively
  - Retail (excluding Commercial real estate): 695 million EUR in 2010; 573, 567, 636, and 703 million EUR in 2011 and 2012 respectively
  - Commercial real estate: 25 million EUR in 2010; 22, 22, 24, and 44 million EUR in 2011 and 2012 respectively

Coverage ratio:
- Corporate (excluding Commercial real estate): 37.8% in 2010; 32.8%, 30.5%, 33.9%, and 33.9% in 2011 and 2012 respectively
- Retail (excluding Commercial real estate): 27.7% in 2010; 22.9%, 20.6%, 21.0%, and 20.6% in 2011 and 2012 respectively
- Commercial real estate: 14.3% in 2010; 12.6%, 11.4%, 20.3%, and 24.7% in 2011 and 2012 respectively
Loss rates:
- Corporate (excluding Commercial real estate): 0.4% in 2010; 0.3%, 0.3%, 0.6%, and 0.6% in 2011 and 2012 respectively
- Retail (excluding Commercial real estate): 0.2% in 2010; 0.1%, 0.1%, 0.4%, and 0.3% in 2011 and 2012 respectively
- Commercial real estate: 0.5% in 2010; 0.1%, 0.1%, 1.2%, and 1.6% in 2011 and 2012 respectively

Common equity before deductions: 29,464 million EUR
Eligible capital and reserves: 28,442 million EUR
Intangibles assets (including goodwill): -1,645 million EUR
Deductions from common equity:
- Participations and subordinated claims: -432 million EUR
- Securitisation exposures not included in RWA: -4 million EUR
- IRB provision shortfall and IRB equity expected loss amounts (before tax): -633 million EUR
Common equity (A+B): 28,395 million EUR
Other existing government support measures: 2,500 million EUR
Core Tier 1 capital (C+D): 30,895 million EUR
Tier 1 capital (E+F): 39,332 million EUR
Tier 2 capital: 9,813 million EUR
Tier 3 capital: Not specified
Total capital: 49,145 million EUR
Deferred tax assets: 1,183 million EUR
Minority interests (excluding hybrid instruments): 748 million EUR

A) Use of provisions and/or other reserves (including release of countercyclical provisions): Impact on capital ratio not specified
B) Divestments and other management actions taken by 30 April 2011:
- Impact on capital ratio not specified
C) Other disinvestments and restructuring measures (including future mandatory restructuring not yet approved with the EU Commission under the EU State Aid rules):
- Repayment to the Dutch State: -3,000 million EUR (capital ratio impact: -0.8%)
- Divestments: 85 million EUR (capital ratio impact: +0.7%)
D) Future planned issuances of common equity instruments: Impact on capital ratio not specified
E) Future planned government subscriptions of capital instruments (including hybrids): Impact on capital ratio: -3.000%
F) Other (existing and future) instruments recognised as appropriate back-stop measures by national supervisory authorities:
- RWA impact: -29,285 million EUR in 2011; -31,260 million EUR in 2012
- Capital ratio impact: +652% in 2011; -233% in 2012

The stress test was conducted using the EBA common methodology, which assumes a static balance sheet and incorporates regulatory transitional floors.
All capital elements and ratios are based on the EBA definition of Core Tier 1 capital, which may differ from national definitions.
The results of the stress test are not forecasts and should not be directly compared to other published information.
The capital ratio is based primarily on the EBA definition, but may include other mitigating measures not recognized by the EBA methodology.
All elements are reported net of tax effects.
"Other operating income" includes investment income excluding impairments and valuation results on non-trading income.
"Other income" is mainly due to P&L impact from defined benefit pension assets.
The capital ratio is computed based on the capital adequacy after all mitigating actions.

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