EBA欧洲银行-FR_9695004ON2K947Z21B87_16页_3mb

报告摘要

Operating profit before impairments: 439
Impairment losses on financial and non-financial assets in the banking book: 133
Common Equity Tier 1 (CET1) capital: 2,679
Total Risk Exposure: 19,054
CET1 ratio: 14.1%

3-year cumulative operating profit before impairments: 1,234
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 717
3-year cumulative losses from the stress in the trading book: 0
Valuation losses due to sovereign shock after tax and prudential filters: 0
CET1 capital: 2,645
Total Risk Exposure: 20,737
CET1 ratio: 12.8%

3-year cumulative operating profit before impairments: 1,304
3-year cumulative impairment losses on financial and non-financial assets in the banking book: 348
3-year cumulative losses from the stress in the trading book: 0
CET1 capital: 2,751
Total Risk Exposure: 19,406
CET1 ratio: 14.2%

Common EU-wide CET1 Threshold (5.5%): 1,141
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital: 0
Common EU-wide CET1 Threshold (8.0%): 1,552

Category	F-IRB Non-defaulted	F-IRB Defaulted	A-IRB Non-defaulted	A-IRB Defaulted	STA Non-defaulted	STA Defaulted
Central banks and central governments	0	0	0	0	881	0
Institutions	0	0	0	0	2,084	0
Corporates	5,431	186	0	0	1,649	90
Corporates - Of Which: SME	3,103	151	0	0	404	5
Retail	0	0	11,699	526	2,602	19
Retail - Secured on real estate property	0	0	0	0	0	0
Retail - Other Retail	0	0	5,510	225	2,372	23
Retail - Other Retail - Of Which: SME	0	0	1,433	68	1,877	18
Retail - Other Retail - Of Which: non-SME	0	0	4,060	157	1,636	18
Equity	0	0	0	0	0	0
Securitisation	0	0	0	0	0	0
Other non-credit obligation assets	0	0	0	0	1,662	0

Category	F-IRB Non-defaulted	A-IRB Non-defaulted	A-IRB Defaulted	STA Non-defaulted	STA Defaulted
Central banks and central governments	0	0	0	107	0
Institutions	0	0	0	619	0
Corporates	5,262	5,510	225	6,192	148
Corporates - Of Which: SME	2,930	3,254	184	2,321	8
Retail	0	0	0	0	0
Retail - Secured on real estate property	0	0	0	0	0
Retail - Other Retail	0	0	0	0	0
Retail - Other Retail - Of Which: SME	0	0	0	0	0
Retail - Other Retail - Of Which: non-SME	0	0	0	0	0
Equity	0	0	0	0	0
Securitisation	0	0	0	0	0
Other non-credit obligation assets	0	0	0	0	0

Category	F-IRB Non-defaulted	F-IRB Defaulted	A-IRB Non-defaulted	A-IRB Defaulted	STA Non-defaulted	STA Defaulted
Central banks and central governments	0	0	0	0	107	0
Institutions	0	0	0	0	619	0
Corporates	0	0	0	0	0	0
Corporates - Of Which: SME	0	0	0	0	0	0
Retail	0	0	0	0	0	0
Retail - Secured on real estate property	0	0	0	0	0	0
Retail - Other Retail	0	0	0	0	0	0
Retail - Other Retail - Of Which: SME	0	0	0	0	0	0
Retail - Other Retail - Of Which: non-SME	0	0	0	0	0	0
Equity	0	0	0	0	0	0
Securitisation	0	0	0	0	0	0
Other non-credit obligation assets	0	0	0	0	0	0

Total Exposure: 5,431 (F-IRB Non-defaulted), 11,699 (F-IRB Defaulted), 11,699 (A-IRB Non-defaulted), 526 (A-IRB Defaulted), 9,538 (STA Non-defaulted), 114 (STA Defaulted)
Total Risk Exposure: 5,262 (F-IRB Non-defaulted), 5,510 (A-IRB Non-defaulted), 2,321 (STA Non-defaulted), 8 (F-IRB Defaulted), 148 (STA Defaulted)
Total Value Adjustments and Provisions: 0 (F-IRB Non-defaulted), 0 (F-IRB Defaulted), 0 (A-IRB Non-defaulted), 0 (A-IRB Defaulted), 0 (STA Non-defaulted), 0 (STA Defaulted)