EBA欧洲银行-NL_3TK20IVIUJ8J3ZU0QE75_16页_3mb

报告摘要

2014 EU-wide Stress Test Summary for NL-ING Bank N.V.

Core Information

Bank Name: NL-ING Bank N.V.
LEI Code: 3TK20IVIUJ8J3ZU0QE75

Summary of Adverse Scenario (as of 31 December 2016)

3-year cumulative operating profit before impairments: 12,120 min EUR
3-year cumulative impairment losses on banking book assets: 10,802 min EUR
3-year cumulative losses from trading book stress: 1,476 min EUR
Valuation losses due to sovereign shock (after tax and prudential filters): 171 min EUR
Common Equity Tier 1 (CET1) capital: 29,773 min EUR
Total Risk Exposure: 344,106 min EUR
CET1 ratio: 8.7%

Memorandum Items

Common EU-wide CET1 Threshold (5.5%): 18,926 min EUR
Total instruments with mandatory conversion into ordinary shares (2014-2016): 0 min EUR
Additional Tier 1 and Tier 2 instruments eligible for CET1 or written down upon trigger: 0 min EUR
Eligible instruments with trigger above CET1 ratio in adverse scenario: 0 min EUR

Summary of Baseline Scenario (as of 31 December 2016)

3-year cumulative operating profit before impairments: 15,575 min EUR
3-year cumulative impairment losses on banking book assets: 5,265 min EUR
3-year cumulative losses from trading book stress: 1,031 min EUR
CET1 capital: 36,862 min EUR
Total Risk Exposure: 324,053 min EUR
CET1 ratio: 11.4%

Memorandum Items

Common EU-wide CET1 Threshold (8.0%): 25,924 min EUR

Exposure and Risk Analysis (as of 31 December 2013)

LTV % (Loan-to-Value) and Exposure Values

Category	LTV %	F-IRB Non-defaulted	F-IRB Defaulted	A-IRB Non-defaulted	A-IRB Defaulted	STA Non-defaulted	STA Defaulted
Retail	-	-	-	-	-	-	-
Corporates	-	-	-	-	-	-	-
Retail - Secured on real estate property	80.1%	0	0	308,074	5,966	16,337	220
Retail - Secured on real estate property - Of Which: SME	-	0	0	12,119	1,979	2,218	19
Retail - Secured on real estate property - Of Which: non-SME	-	0	0	17,993	484	6,487	120
Retail - Other Retail	-	0	0	59,365	7,077	9,651	246
Retail - Other Retail - Of Which: SME	-	0	0	26,284	6,132	1,228	104
Retail - Other Retail - Of Which: non-SME	-	0	0	28,970	1,741	2,335	72
Equity	-	0	0	2,049	0	0	0
Securitisation	-	0	0	9,858	0	0	0
Other non-credit obligation assets	-	0	0	19,948	0	0	0
TOTAL	-	0	0	731,087	16,457	33,824	505

Risk Exposure Amounts

Category	F-IRB Non-defaulted	F-IRB Defaulted	A-IRB Non-defaulted	A-IRB Defaulted	STA Non-defaulted	STA Defaulted
Retail	0	0	308,074	5,966	16,337	220
Corporates	0	0	196,449	9,674	10,552	282
Retail - Secured on real estate property	0	0	274,587	4,144	5,889	47
Retail - Secured on real estate property - Of Which: SME	0	0	15,494	1,337	3,960	54
Retail - Secured on real estate property - Of Which: non-SME	0	0	17,993	484	6,487	120
Retail - Other Retail	0	0	33,487	1,822	10,447	173
Retail - Other Retail - Of Which: SME	0	0	15,494	1,337	3,960	54
Retail - Other Retail - Of Which: non-SME	0	0	17,993	484	6,487	120
Equity	0	0	2,049	0	0	0
Securitisation	0	0	9,858	0	0	0
Other non-credit obligation assets	0	0	19,948	0	0	0
TOTAL	0	0	731,087	16,457	33,824	505

Value Adjustments and Provisions

Category	F-IRB Non-defaulted	F-IRB Defaulted	A-IRB Non-defaulted	A-IRB Defaulted	STA Non-defaulted	STA Defaulted
Retail	0	0	59,365	7,077	9,651	246
Corporates	0	0	88,270	11,766	10,269	362
Retail - Secured on real estate property	0	0	46,553	4,717	2,524	45
Retail - Secured on real estate property - Of Which: SME	0	0	4,836	1,566	2,262	65
Retail - Secured on real estate property - Of Which: non-SME	0	0	7,977	794	4,866	137
Retail - Other Retail	0	0	12,813	2,360	7,127	202
Retail - Other Retail - Of Which: SME	0	0	4,836	1,566	2,262	65
Retail - Other Retail - Of Which: non-SME	0	0	7,977	794	4,866	137
Equity	0	0	4,917	0	0	0
Securitisation	0	0	2,728	0	31	0
Other non-credit obligation assets	0	0	16,511	0	0	0
TOTAL	0	0	204,136	19,090	23,904	612

Summary of Baseline Scenario (as of 31 December 2016)

3-year cumulative operating profit before impairments: 15,575 min EUR
3-year cumulative impairment losses on banking book assets: 5,265 min EUR
3-year cumulative losses from trading book stress: 1,031 min EUR
CET1 capital: 36,862 min EUR
Total Risk Exposure: 324,053 min EUR
CET1 ratio: 11.4%

Summary of Adverse Scenario (as of 31 December 2016)

3-year cumulative operating profit before impairments: 12,120 min EUR
3-year cumulative impairment losses on banking book assets: 10,802 min EUR
3-year cumulative losses from trading book stress: 1,476 min EUR
Valuation losses due to sovereign shock (after tax and prudential filters): 171 min EUR
CET1 capital: 29,773 min EUR
Total Risk Exposure: 344,106 min EUR
CET1 ratio: 8.7%

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