EBA欧洲银行-EBA_TR_DE_DSNHHQ2B9X5N6OUJ1236_29页_5mb
报告摘要
2016 EU-wide Stress Test Summary
Core Information
- Bank Name: Norddeutsche Landesbank Girozentrale
- LEI Code: DSNHHQ2B9X5N6OUJ1236
- Country Code: DE (Germany)
Summary of Financial Performance
3-Year Cumulative Figures (2015–2018)
| Item | Baseline Scenario (2018) | Adverse Scenario (2018) |
|---|---|---|
| Net Interest Income | 5,465.44 mln EUR | 3,941.53 mln EUR |
| Gains or (-) Losses on Financial Assets (FVTPL) | 157.76 mln EUR | -347.84 mln EUR |
| Impairment or Reversal of Impairment | -1,817.54 mln EUR | -2,175.47 mln EUR |
| Annual Profit or (-) Loss | 862.65 mln EUR | -1,334.41 mln EUR |
Capital Ratios
| Metric | Actual | Baseline Scenario | Adverse Scenario |
|---|---|---|---|
| Coverage Ratio - Default Stock | 35.88% | 39.45% | 40.24% |
| Common Equity Tier 1 (CET1) Capital | 8,268.43 mln EUR | 8,468.94 mln EUR | 5,794.54 mln EUR |
| CET1 Ratio (%) | 13.0% | 13.2% | 8.7% |
| Fully Loaded CET1 Ratio (%) | 12.1% | 13.2% | 8.6% |
| Tier 1 Capital | 8,388.42 mln EUR | 8,823.44 mln EUR | 6,149.04 mln EUR |
| Leverage Ratio (%) | 4.4% | 4.6% | 3.2% |
| Fully Loaded Leverage Ratio (%) | 4.0% | 4.4% | 3.0% |
Total Risk Exposure Amount
| Scenario | Amount (mln EUR) |
|---|---|
| Baseline | 64,100.02 |
| Adverse | 66,847.08 |
Credit Risk IRB Summary
Exposure Values and Risk Exposure Amounts
| Category | A-IRB (Non-defaulted) | A-IRB (Defaulted) | F-IRB (Non-defaulted) | F-IRB (Defaulted) | Risk Exposure Amounts (A-IRB) | Risk Exposure Amounts (F-IRB) | Stock of Provisions (A-IRB) | Stock of Provisions (F-IRB) |
|---|---|---|---|---|---|---|---|---|
| Central banks and central governments | 0 | 0 | 7,615 | 81 | 7,615 | 81 | 0 | 0 |
| Institutions | 0 | 0 | 16,204 | 8 | 16,204 | 8 | 0 | 0 |
| Corporates | 0 | 0 | 61,625 | 8,049 | 61,625 | 8,049 | 0 | 0 |
| Corporates - Specialised Lending | 0 | 0 | 24,251 | 6,639 | 24,251 | 6,639 | 0 | 0 |
| Corporates - SME | 0 | 0 | 9,982 | 465 | 9,982 | 465 | 0 | 0 |
| Retail | 2,570 | 22 | 0 | 0 | 436 | 22 | 3 | 7 |
| Retail - Secured on real estate property | 1,003 | 0 | 0 | 0 | 144 | 9 | 1 | 2 |
| Retail - Secured on real estate property - SME | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Retail - Secured on real estate property - non-SME | 1,003 | 0 | 0 | 0 | 144 | 9 | 1 | 2 |
| Retail - Qualifying Revolving | 450 | 0 | 0 | 0 | 14 | 0 | 0 | 0 |
| Retail - Other Retail | 1,117 | 14 | 0 | 0 | 278 | 13 | 2 | 5 |
| Retail - Other Retail - SME | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Retail - Other Retail - non-SME | 1,117 | 14 | 0 | 0 | 278 | 13 | 2 | 5 |
| Equity | 0 | 0 | 64 | 0 | 0 | 0 | 0 | 0 |
| Securitisation | - | - | - | - | - | - | - | - |
| Other non-credit obligation assets | 0 | 0 | 329 | 0 | 0 | 329 | 0 | 0 |
| IRB TOTAL | 2,570 | 22 | 85,837 | 8,137 | 436 | 22 | 3 | 7 |
Coverage Ratio - Default Stock
- Total Default Stock: 8,137 mln EUR
- Stock of Provisions: 3 mln EUR
- Coverage Ratio: 36.4%
Additional Notes
- Total amount of instruments with mandatory conversion into ordinary shares (2016–2018): 0 (cumulative conversions not considered for CET1 computation)
- Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under CRR provisions: 0
- Eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 0
Country-Specific Summary
Germany
- IRB TOTAL (Exposure values): 85,837 mln EUR
- IRB TOTAL (Risk exposure amounts): 42,622 mln EUR
- IRB TOTAL (Stock of provisions): 192 mln EUR
- Coverage Ratio - Default Stock: 36.4%
United States
- IRB TOTAL (Exposure values): 5,355 mln EUR
- IRB TOTAL (Risk exposure amounts): 1,899 mln EUR
- IRB TOTAL (Stock of provisions): 125 mln EUR
- Coverage Ratio - Default Stock: 37.2%
France
- IRB TOTAL (Exposure values): 6,188 mln EUR
- IRB TOTAL (Risk exposure amounts): 1,017 mln EUR
- IRB TOTAL (Stock of provisions): 125 mln EUR
- Coverage Ratio - Default Stock: 37.7%
United Kingdom
- IRB TOTAL (Exposure values): 5,512 mln EUR
- IRB TOTAL (Risk exposure amounts): 1,592 mln EUR
- IRB TOTAL (Stock of provisions): 20 mln EUR
- Coverage Ratio - Default Stock: 38.1%
Netherlands
- IRB TOTAL (Exposure values): 2,915 mln EUR
- IRB TOTAL (Risk exposure amounts): 1,236 mln EUR
- IRB TOTAL (Stock of provisions): 154 mln EUR
- Coverage Ratio - Default Stock: 37.2%
Luxembourg
- IRB TOTAL (Exposure values): 2,618 mln EUR
- IRB TOTAL (Risk exposure amounts): 892 mln EUR
- IRB TOTAL (Stock of provisions): 131 mln EUR
- Coverage Ratio - Default Stock: 64.6%
Marshall Islands
- IRB TOTAL (Exposure values): 1,305 mln EUR
- IRB TOTAL (Risk exposure amounts): 1,592 mln EUR
- IRB TOTAL (Stock of provisions): 17 mln EUR
- Coverage Ratio - Default Stock: 64.6%
Methodology Note
-
Coverage Ratio Calculation:
Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note) -
Notes on Computations:
- Conversions not considered for CET1 computation
- Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016–2018 period
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