2014 EU-wide Stress Test Summary for PL - GETIN NOBLE BANK SA
Core Information
Bank Name: PL - GETIN NOBLE BANK SA
LEI Code: 2594000SEGUR418W2G08
Key Metrics (as of 31 December 2013)
Metric
Value (min EUR)
%
Operating profit before impairments
242
-
Impairment losses on financial and non-financial assets in the banking book
150
-
Common Equity Tier 1 capital (CET1)
1,026
-
Total Risk Exposure
11,922
-
Common Equity Tier 1 ratio
8.6%
-
Key Metrics (Outcome of Adverse Scenario as of 31 December 2016)
Metric
Value (min EUR)
%
3 yr cumulative operating profit before impairments
455
-
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
653
-
3 yr cumulative losses from the stress in the trading book
26
-
Valuation losses due to sovereign shock after tax and prudential filters
35
-
Common Equity Tier 1 capital (CET1)
887
-
Total Risk Exposure
11,922
-
Common Equity Tier 1 ratio
7.4%
-
Memorandum Items (Adverse Scenario)
Item
Value (min EUR)
Common EU wide CET1 Threshold (5.5%)
656
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
0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario
0
Key Metrics (Outcome of Baseline Scenario as of 31 December 2016)
Metric
Value (min EUR)
%
3 yr cumulative operating profit before impairments
699
-
3 yr cumulative impairment losses on financial and non-financial assets in the banking book
472
-
3 yr cumulative losses from the stress in the trading book
16
-
Common Equity Tier 1 capital (CET1)
1,213
-
Total Risk Exposure
11,922
-
Common Equity Tier 1 ratio
10.2%
-
Memorandum Items (Baseline Scenario)
Item
Value (min EUR)
Common EU wide CET1 Threshold (8.0%)
954
Baseline Scenario Details
Year
Impairment Rate
Stock of Provisions
Coverage Ratio - Default Stock
2014
0.21%
9
67.05%
2015
0.21%
16
67.73%
2016
0.21%
22
68.41%
Adverse Scenario Details
Year
Impairment Rate
Stock of Provisions
Coverage Ratio - Default Stock
2014
0.27%
12
67.05%
2015
0.27%
20
67.73%
2016
0.27%
28
68.41%
Exposure and Risk Breakdown (Baseline Scenario)
Category
Exposure Values (F-IRB)
Exposure Values (A-IRB)
Exposure Values (STA)
Risk Exposure Amounts (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (STA)
Value Adjustments and Provisions (F-IRB)
Value Adjustments and Provisions (A-IRB)
Value Adjustments and Provisions (STA)
Non-defaulted
0
0
0
0
0
0
0
0
0
Defaulted
0
0
0
0
0
0
0
0
0
Central banks and central governments
0
0
0
2,956
0
59
0
0
0
Institutions
0
0
0
183
8
70
0
0
0
Corporates
0
0
0
569
135
458
0
0
3
Corporates - Of Which: SME
0
0
0
40
8
26
0
0
4
Corporates - Of Which: Specialised Lending
0
0
0
0
0
0
0
0
0
Retail
0
0
0
10,050
578
7,963
0
0
52
Retail - Secured on real estate property
127.8%
0
0
1,148
429
913
0
0
7
Retail - Secured on real estate property - Of 109.5%
0
0
0
38
27
21
0
0
0
Retail - Secured on real estate property - Of 130.2%
0
0
0
1,111
403
892
0
0
6
Retail - Qualifying Revolving
0
0
0
0
0
0
0
0
0
Retail - Other Retail
0
0
0
8,901
689
7,050
0
0
52
Retail - Other Retail - Of Which: SME
0
0
0
568
39
318
0
0
4
Retail - Other Retail - Of Which: non-SME
0
0
0
8,333
539
6,733
0
0
48
Equity
0
0
0
183
0
405
0
0
0
Securitisation
0
0
0
0
0
0
0
0
0
Other non-credit obligation assets
0
0
0
477
0
362
0
0
0
TOTAL
0
0
0
14,419
1,149
9,318
0
0
63
Adverse Scenario Details
Year
Impairment Rate
Stock of Provisions
Coverage Ratio - Default Stock
2014
0.27%
12
67.05%
2015
0.27%
20
67.73%
2016
0.27%
24
68.41%
Exposure and Risk Breakdown (Adverse Scenario)
Category
Exposure Values (F-IRB)
Exposure Values (A-IRB)
Exposure Values (STA)
Risk Exposure Amounts (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (STA)
Value Adjustments and Provisions (F-IRB)
Value Adjustments and Provisions (A-IRB)
Value Adjustments and Provisions (STA)
Non-defaulted
0
0
0
0
0
0
0
0
0
Defaulted
0
0
0
0
0
0
0
0
0
Central banks and central governments
0
0
0
0
0
0
0
0
0
Institutions
0
0
0
0
0
0
0
0
0
Corporates
0
0
0
0
0
0
0
0
0
Corporates - Of Which: SME
0
0
0
0
0
0
0
0
0
Corporates - Of Which: Specialised Lending
0
0
0
0
0
0
0
0
0
Retail
0
0
0
0
0
0
0
0
0
Retail - Secured on real estate property
0.0%
0
0
0
0
0
0
0
0
Retail - Secured on real estate property - Of
0.0%
0
0
0
0
0
0
0
0
Retail - Secured on real estate property - Of
0.0%
0
0
0
0
0
0
0
0
Retail - Qualifying Revolving
0
0
0
0
0
0
0
0
0
Retail - Other Retail
0
0
0
0
0
0
0
0
0
Retail - Other Retail - Of Which: SME
0
0
0
0
0
0
0
0
0
Retail - Other Retail - Of Which: non-SME
0
0
0
0
0
0
0
0
0
Equity
0
0
0
0
0
0
0
0
0
Securitisation
0
0
0
0
0
0
0
0
0
Other non-credit obligation assets
0
0
0
0
0
0
0
0
0
TOTAL
0
0
0
0
0
0
0
0
0
Summary of Key Observations
CET1 Ratio: The CET1 ratio decreased from 8.6% to 7.4% under the adverse scenario, indicating a decline in capital adequacy.
Operating Profit: The 3-year cumulative operating profit before impairments decreased from 699 to 455 under the adverse scenario.
Impairment Losses: Impairment losses increased from 472 to 653 under the adverse scenario.
Risk Exposure: Total risk exposure remained constant at 11,922 min EUR across both scenarios.
Provisions and Coverage Ratios: Provisions and coverage ratios increased over time in both scenarios, showing a gradual build-up in risk mitigation measures.
Securitisation Deductions: Securitisation and re-securitisation positions were deducted from capital, and they were not included in risk-weighted assets (RWA) in the adverse scenario.
