EBA欧洲银行-AT_529900GPOO9ISPD1EE83_16页_3mb

2014 EU-wide Stress Test Summary - AT - Raiffeisenlandesbank Niederösterreich-Wien AG

Core Information

• Bank Name: AT - Raiffeisenlandesbank Niederösterreich-Wien AG
• LEI Code: 529900GPOO9ISPD1EE83
• Stress Test Year: 2014
• Reported Data Period: 31 December 2013 to 31 December 2016

Summary of Adverse Scenario Outcomes

• Common EU-wide CET1 Threshold (5.5%): 733 min EUR
• Total Additional Tier 1 and Tier 2 instruments eligible for CET1 conversion or write-down: 0 min EUR
• Eligible instruments with trigger above CET1 ratio in adverse scenario: 0 min EUR

Summary of Baseline Scenario Outcomes

• Common EU-wide CET1 Threshold (8.0%): 1,046 min EUR

Key Observations

• The Adverse Scenario results in a lower CET1 ratio (11.8%) compared to the Baseline Scenario (17.2%) by 2016, indicating a more severe impact on the bank's capital adequacy.
• The Baseline Scenario shows a slight decrease in the CET1 ratio from 16.8% in 2013 to 17.2% in 2016, suggesting a more moderate stress impact.
• The operating profit before impairments declines significantly in both scenarios, with the Adverse Scenario showing a larger drop (-345 vs. -179 min EUR).
• Impairment losses are higher in the Adverse Scenario (315 min EUR) than in the Baseline Scenario (144 min EUR).
• Valuation losses due to sovereign shock are only reported in the Adverse Scenario (124 min EUR), highlighting the additional stress from sovereign debt issues.
• Risk exposure amounts remain relatively stable in the Baseline Scenario but slightly increase in the Adverse Scenario (13,335 min EUR vs. 13,075 min EUR).
• Securitisation and re-securitisation positions are deducted from capital, but no specific figures are provided for the Adverse Scenario.

Exposure Breakdown (as of 31/12/2013)

Additional Notes

• The securitisation exposure is excluded from capital, as indicated by the footnote.
• The impairment rate, Stock of Provisions, and Coverage Ratio - Default Stock vary across years and asset types, with the Adverse Scenario showing a higher impairment rate and lower coverage ratios compared to the Baseline Scenario.
• The Baseline Scenario includes a more consistent and stable performance across the years, with a higher CET1 ratio and lower losses compared to the Adverse Scenario.

Key Differences Between Scenarios

The Adverse Scenario reflects a more severe economic downturn, leading to a significant drop in profitability and capital adequacy, while the Baseline Scenario assumes a more moderate stress environment.