EBA欧洲银行-CY_CXUHEGU3MADZ2CEV7C11_16页_3mb

报告摘要

3-year cumulative operating profit before impairments: 231 mln EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 529 mln EUR
3-year cumulative losses from the stress in the trading book: 11 mln EUR
Valuation losses due to sovereign shock after tax and prudential filters: 0 mln EUR
Common Equity Tier 1 capital (CET1): -22 mln EUR
Total Risk Exposure: 4,619 mln EUR
Common Equity Tier 1 ratio, %: -0.5%

3-year cumulative operating profit before impairments: 415 mln EUR
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 187 mln EUR
3-year cumulative losses from the stress in the trading book: 5 mln EUR
Common Equity Tier 1 capital (CET1): 431 mln EUR
Total Risk Exposure: 4,710 mln EUR
Common Equity Tier 1 ratio, %: 9.1%

Item	Value (mln EUR)
Common EU wide CET1 Threshold (5.5%)	254
Total amount of instruments with mandatory conversion into ordinary shares (cumulative conversions)	0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital (convertible or written down)	253
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario	253

(1): According to CRR/CRD4 definition with transitional arrangements as per reporting date.
(2): Conversions not considered for CET1 computation.
(3): Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 - 2016 period.

Category	F-IRB Exposure	A-IRB Exposure	STA Exposure
Non-defaulted	0	0	0
Defaulted	0	0	0
Central banks and central governments	0	0	0
Institutions	0	0	0
Corporates	0	0	0
Corporates - Of Which: Specialised Lending	0	0	0
Retail	0	0	0
Retail - Secured on real estate property	0	0	0
Retail - Secured on real estate property - Of Which: Specialised Lending	0	0	0
Retail - Secured on real estate property - Of Which: SME	0	0	0
Retail - Secured on real estate property - Of Which: non-SME	0	0	0
Retail - Qualifying Revolving	0	0	0
Retail - Other Retail	0	0	0
Retail - Other Retail - Of Which: SME	0	0	0
Retail - Other Retail - Of Which: non-SME	0	0	0
Equity	0	0	0
Securitisation	0	0	0
Other non-credit obligation assets	0	0	0
TOTAL	0	0	0
Securitisation and re-securitisations positions deducted from capital	0	0	0

Year	Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
2014	0.00%	0	0.00%
2015	0.16%	5	52.38%
2016	3.40%	578	28.58%
2014	0.00%	0	0.00%
2015	0.14%	7	48.44%
2016	3.26%	608	27.58%
2014	0.00%	0	0.00%
2015	0.13%	9	46.56%
2016	2.91%	630	26.99%

Year	Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
2014	1.85%	24	41.44%
2015	1.94%	48	44.75%
2016	2.01%	72	48.48%
2014	0.18%	5	53.51%
2015	0.17%	8	50.28%
2016	0.16%	10	48.02%
2014	7.34%	700	33.67%
2015	7.75%	765	32.88%
2016	7.05%	806	32.51%
2014	2.25%	0	-
2015	2.17%	0	-
2016	2.09%	0	-
2014	4.08%	495	54.83%
2015	4.25%	537	51.76%
2016	4.23%	498	49.42%
2014	2.67%	225	40.42%
2015	2.73%	244	37.64%
2016	2.98%	260	35.62%
2014	4.10%	95	40.18%
2015	4.26%	103	37.48%
2016	4.72%	110	35.62%
2014	2.07%	130	40.61%
2015	2.13%	141	37.76%
2016	2.36%	151	35.63%
2014	3.56%	74	93.80%
2015	3.41%	78	92.32%
2016	3.35%	82	91.13%
2014	4.60%	151	86.44%
2015	4.42%	159	84.13%
2016	4.19%	166	82.41%
2014	5.28%	38	88.04%
2015	5.28%	40	84.65%
2016	4.58%	42	82.41%
2014	4.42%	113	85.91%
2015	4.19%	119	83.95%
2016	4.10%	124	82.41%

Year	Impairment Rate	Stocks of Pre-Sale	Coverage Ratio - Default Stock
2014	0.00%	0	0.00%
2015	0.16%	5	53.33%
2016	0.13%	7	47.40%
2014	3.40%	531	28.58%
2015	3.26%	608	27.58%
2016	2.91%	630	26.99%
2014	2.25%	445	51.01%
2015	2.17%	468	48.85%
2016	2.09%	489	47.30%
2014	1.33%	220	35.13%
2015	1.26%	231	33.32%
2016	1.19%	240	32.01%
2014	1.24%	82	36.45%
2015	1.21%	84	34.46%
2016	1.17%	87	33.00%
2014	1.37%	138	34.39%
2015	1.28%	147	32.69%
2016	1.20%	154	31.47%
2014	3.56%	74	93.80%
2015	3.41%	82	92.32%
2016	3.35%	90	91.13%
2014	4.60%	151	86.44%
2015	4.42%	159	84.13%
2016	4.19%	166	82.41%
2014	5.28%	38	88.04%
2015	5.28%	40	84.65%
2016	4.58%	42	82.41%
2014	4.42%	113	85.91%
2015	4.19%	119	83.95%
2016	4.10%	124	82.41%
2014	1.40%	921	33.90%
2015	1.21%	1.084	34.15%
2016	1.01%	1.128	31.89%

Year	Impairment Rate	Stock of Provisions	Coverage Ratio - Default Stock
2014	1.85%	24	41.44%
2015	1.94%	48	44.75%
2016	2.01%	72	48.48%
2014	0.18%	5	53.51%
2015	0.17%	8	50.28%
2016	0.16%	10	48.02%
2014	7.34%	700	33.67%
2015	7.75%	765	32.88%
2016	7.05%	806	32.51%
2014	2.25%	0	-
2015	2.17%	0	-
2016	2.09%	0	-
2014	4.08%	428	54.83%
2015	4.25%	466	51.76%
2016	4.23%	498	49.42%
2014	2.67%	225	40.72%
2015	2.73%	244	37.68%
2016	2.98%	260	35.62%
2014	4.10%	95	40.18%
2015	4.26%	103	37.48%
2016	4.72%	110	35.62%
2014	2.22%	130	40.61%
2015	2.24%	141	37.76%
2016	2.34%	151	35.63%
2014	6.03%	77	93.11%
2015	6.30%	85	91.20%
2016	5.75%	92	89.93%
2014	7.74%	157	85.05%
2015	8.16%	171	81.94%
2016	7.38%	182	80.04%
2014	9.14%	40	86.00%
2015	10.94%	44	81.27%
2016	9.74%	46	78.68%
2014	4.42%	88	87.41%
2015	4.19%	96	84.36%
2016	4.10%	102	82.36%
2014	1.40%	1,110	38.80%
2015	1.21%	1,236	37.75%
2016	1.01%	1,332	37.29%

Common Equity Tier 1 (CET1) Ratio:
- Baseline Scenario: 9.1% (as of 31 December 2016)
- Adverse Scenario: -0.5% (as of 31 December 2016)
CET1 Threshold: 5.5% (Common EU-wide CET1 Threshold)
Impairment Losses:
- Baseline Scenario: 187 mln EUR (as of 31 December 2016)
- Adverse Scenario: 529 mln EUR (as of 31 December 2016)
Operating Profit Before Impairments:
- Baseline Scenario: 415 mln EUR (as of 31 December 2016)
- Adverse Scenario: 231 mln EUR (as of 31 December 2016)
Total Risk Exposure:
- Baseline Scenario: 4,710 mln EUR (as of 31 December 2016)
- Adverse Scenario: 4,619 mln EUR (as of 31 December 2016)
Risk Exposure Amounts:
- Baseline Scenario: 2,130 mln EUR (as of 31 December 2016)
- Adverse Scenario: 1,648 mln EUR (as of 31 December 2016)
Value Adjustments and Provisions:
- Baseline Scenario: 55 mln EUR (as of 31 December 2016)
- Adverse Scenario: 771 mln EUR (as of 31 December 2016)