EBA欧洲银行-EBA_ST_UK_549300PPXHEU2JF0AM85_34页_5mb
报告摘要
2018 EU-wide Stress Test Summary: Lloyds Banking Group Plc
Core Information
- Bank Name: Lloyds Banking Group Plc
- LEI Code: 549300PPXHEU2JF0AM85
- Country Code: UK
Financial Performance Overview
The 2018 EU-wide Stress Test outlines the financial performance of Lloyds Banking Group Plc under both Baseline Scenario and Adverse Scenario for the years 2018 to 2020. The data is presented in mln EUR and percentages.
| Metric | Actual (31/12/2017) | Baseline Scenario | Adverse Scenario |
|---|---|---|---|
| Net Interest Income | 13,737 | 14,409 (2018), 13,403 (2019), 13,072 (2020) | 13,611 (2018), 12,404 (2019), 11,696 (2020) |
| Gains or Losses on Financial Assets | 322 | -127 (2018–2020) | -943 (2018), -127 (2019), -127 (2020) |
| Impairment or Reversal of Impairment | -786 | -1,820 (2018), -1,536 (2019), -1,396 (2020) | -13,663 (2018), -5,416 (2019), -3,697 (2020) |
| Profit or Loss for the Year | 3,919 | 4,934 (2018), 4,120 (2019), 4,055 (2020) | -7,717 (2018), 111 (2019), 896 (2020) |
| Coverage Ratio: Non-performing Exposure | 22.90% (actual), 18.33% (re-stated) | 21.05% (2018), 21.91% (2019), 22.20% (2020) | 20.79% (2018), 23.97% (2019), 24.92% (2020) |
Capital Adequacy Ratios
| Capital Ratio | Actual (31/12/2017) | Baseline Scenario | Adverse Scenario |
|---|---|---|---|
| Common Equity Tier 1 (CET1) | 33,417 | 36,279 (2018), 37,983 (2019), 39,490 (2020) | 28,297 (2018), 25,267 (2019), 24,572 (2020) |
| CET1 Ratio (%) | 14.06% | 14.98% (2018), 15.54% (2019), 15.96% (2020) | 11.27% (2018), 9.22% (2019), 8.55% (2020) |
| Fully Loaded CET1 Ratio (%) | 14.06% | 14.67% (2018), 15.23% (2019), 15.71% (2020) | 7.48% (2018), 6.78% (2019), 6.80% (2020) |
| Tier 1 Capital | 40,948 | 43,205 (2018), 44,288 (2019), 45,174 (2020) | 35,223 (2018), 31,572 (2019), 30,256 (2020) |
| Leverage Ratio (%) | 5.12% | 5.40% (2018), 5.54% (2019), 5.65% (2020) | 4.41% (2018), 3.95% (2019), 3.78% (2020) |
| Fully Loaded Leverage Ratio (%) | 4.92% | 5.19% (2018), 5.40% (2019), 5.60% (2020) | 3.05% (2018), 3.04% (2019), 3.17% (2020) |
| Total Risk Exposure Amount (mln EUR) | 237,728 | 242,256 (2018), 244,487 (2019), 247,424 (2020) | 251,067 (2018), 273,997 (2019), 287,444 (2020) |
Credit Risk IRB Analysis
Exposure and Risk Exposure Amounts (Restated, 31/12/2017)
| Category | A-IRB Exposure (mln EUR) | F-IRB Exposure (mln EUR) | A-IRB Risk Exposure (mln EUR) | F-IRB Risk Exposure (mln EUR) |
|---|---|---|---|---|
| Central Banks and Central Governments | 0 | 0 | 62 | 0 |
| Institutions | 0 | 0 | 2,740 | 0 |
| Corporates | 0 | 0 | 90,123 | 2,087 |
| Corporates - Specialised Lending | 0 | 0 | 16,409 | 492 |
| Corporates - SME | 0 | 0 | 12,500 | 477 |
| Retail | 428,227 | 0 | 0 | 0 |
| Retail - Secured on Real Estate | 361,293 | 0 | 0 | 0 |
| Retail - Secured on Real Estate - SME | 10,797 | 0 | 0 | 0 |
| Retail - Secured on Real Estate - non-SME | 350,495 | 0 | 0 | 0 |
| Retail - Qualifying Revolving | 0 | 0 | 0 | 0 |
| Retail - Other Retail | 0 | 0 | 0 | 0 |
| Retail - Other Retail - SME | 0 | 0 | 0 | 0 |
| Retail - Other Retail - non-SME | 0 | 0 | 0 | 0 |
| Equity | 0 | 0 | 0 | 0 |
| Securitisation | 0 | 0 | 0 | 0 |
| Other Non-Credit Obligation Assets | 0 | 0 | 254 | 19 |
IRB Total (Restated, 31/12/2017)
| Category | A-IRB (mln EUR) | F-IRB (mln EUR) | A-IRB Risk Exposure (mln EUR) | F-IRB Risk Exposure (mln EUR) |
|---|---|---|---|---|
| IRB TOTAL | 0 | 35,209 | 0 | 7,358 |
Key Observations
- Profitability: Under the Baseline Scenario, the bank's profit for the year is projected to decrease slightly over time, from 4,934 mln EUR in 2018 to 4,055 mln EUR in 2020. However, in the Adverse Scenario, the profit drops significantly to -7,717 mln EUR in 2018 before showing a slight recovery.
- Capital Ratios: The CET1 ratio improves under the Baseline Scenario but declines sharply in the Adverse Scenario, reaching 8.55% by 2020. The leverage ratio also decreases under adverse conditions, indicating reduced capital sufficiency.
- Non-performing Exposure: The coverage ratio for non-performing exposures increases under the Adverse Scenario, suggesting improved risk mitigation, but the absolute values of non-performing exposures remain high.
- Credit Risk Exposure: The IRB total under the Adverse Scenario shows a significant impact on the risk exposure, particularly under F-IRB, indicating higher risk under stress conditions.
Country-Specific Data
- Netherlands: The table shows a similar structure to the UK data, but with much lower values, indicating a smaller or less detailed exposure breakdown for this country.
- United States (N.A.): No specific data is provided for the US, and the table appears to be incomplete or not applicable.
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