EBA欧洲银行-AT_529900ICA8XQYGIKR372_16页_3mb

报告摘要

2014 EU-wide Stress Test Summary for AT - BAWAG P.S.K. Bank für Arbeit und Wirtschaft und Österreichische Postsparkasse AG

Core Information

Bank Name: AT - BAWAG P.S.K. Bank für Arbeit und Wirtschaft und Österreichische Postsparkasse AG
LEI Code: 529900ICA8XQYGIGR3372

Summary of Adverse Scenario (as of 31 December 2016)

3 Year Cumulative Operating Profit Before Impairments: -51 min EUR
3 Year Cumulative Impairment Losses on Banking Book Assets: 554 min EUR
3 Year Cumulative Trading Book Losses: 178 min EUR
Common Equity Tier 1 (CET1) Capital: 1,550 min EUR
Total Risk Exposure: 18,142 min EUR
CET1 Ratio: 8.5%

Memorandum Items

Common EU-wide CET1 Threshold (5.5%): 998 min EUR
Mandatory Conversion Instruments (2014–2016): 0 min EUR
Additional Tier 1 and Tier 2 Instruments (CRR): 0 min EUR
Eligible Instruments with Trigger Above CET1 Ratio: 0 min EUR

Summary of Baseline Scenario (as of 31 December 2016)

3 Year Cumulative Operating Profit Before Impairments: 100 min EUR
3 Year Cumulative Impairment Losses on Banking Book Assets: 325 min EUR
3 Year Cumulative Trading Book Losses: 100 min EUR
CET1 Capital: 2,002 min EUR
Total Risk Exposure: 16,879 min EUR
CET1 Ratio: 11.9%

Memorandum Items

Common EU-wide CET1 Threshold (8.0%): 1,350 min EUR

Detailed Scenario Analysis

Baseline Scenario (as of 31 December 2014–2016)

Year	Impairment Rate	Stock of Provisions	Coverage Ratio Default Stock
2014	0.01%	1	0.20%
2015	0.01%	2	0.39%
2016	0.01%	3	0.58%

Adverse Scenario (as of 31 December 2014–2016)

Year	Impairment Rate	Stock of Provisions	Coverage Ratio Default Stock
2014	0.01%	2	0.30%
2015	0.01%	3	0.64%
2016	0.01%	3	0.97%

Exposure and Risk Breakdown (as of 31 December 2013)

LTV % (Loan-to-Value Ratio)

Category	LTV %
Central banks and central governments	0
Institutions	0
Corporates	624
Corporates - Of Which: Specialised Lending	0
Corporates - Of Which: SME	1,028
Retail	0
Retail - Secured on real estate property	81.1%
Retail - Secured on real estate property - Of Which: SME	0
Retail - Secured on real estate property - Of Which: non-SME	0
Retail - Qualifying Revolving	0
Retail - Other Retail - Of Which: SME	0
Retail - Other Retail - Of Which: non-SME	0
Equity	0
Securitisation	0
Other non-credit obligation assets	624
TOTAL	4,124

Exposure Values (as of 31 December 2013)

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	8,446	283
Institutions	0	0	0	0	5,599	4
Corporates	3,500	149	0	0	5,619	64
Corporates - Of Which: Specialised Lending	0	0	0	0	2,376	27
Corporates - Of Which: SME	1,028	63	0	0	4,205	6
Retail	0	0	7,919	291	3,248	171
Retail - Secured on real estate property	0	0	4,207	119	2,802	110
Retail - Secured on real estate property - Of Which: SME	0	0	408	42	409	60
Retail - Secured on real estate property - Of Which: non-SME	0	0	3,778	73	2,838	110
Retail - Qualifying Revolving	0	0	464	1	3,204	153
Retail - Other Retail - Of Which: SME	0	0	2,838	110	402	53
Retail - Other Retail - Of Which: non-SME	0	0	2,802	100	2,838	110
Equity	0	0	0	0	152	1
Securitisation	0	0	0	0	1,156	0
Other non-credit obligation assets	624	0	0	0	141	0
TOTAL	2,441	0	7,325	313	2,459	60

Risk Exposure Amounts (as of 31 December 2013)

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	74	298
Institutions	0	0	0	0	2,059	5
Corporates	2,207	0	4,540	0	1,642	0
Corporates - Of Which: Specialised Lending	0	0	0	0	1,642	0
Corporates - Of Which: SME	790	0	4,19	0	198	0
Retail	0	0	0	0	1,470	0
Retail - Secured on real estate property	0	0	0	0	493	0
Retail - Secured on real estate property - Of Which: SME	0	0	0	0	133	0
Retail - Secured on real estate property - Of Which: non-SME	0	0	0	0	727	0
Retail - Qualifying Revolving	0	0	0	0	117	0
Retail - Other Retail - Of Which: SME	0	0	0	0	133	0
Retail - Other Retail - Of Which: non-SME	0	0	0	0	727	0
Equity	0	0	0	0	0	200
Securitisation	0	0	0	0	0	217
Other non-credit obligation assets	234	0	44	0	0	0
TOTAL	1,470	0	7,325	0	1,456	370

Value Adjustments and Provisions (as of 31 December 2013)

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	1	0
Institutions	0	0	0	0	13	0
Corporates	0	0	0	0	12	0
Corporates - Of Which: Specialised Lending	0	0	0	0	0	0
Corporates - Of Which: SME	0	0	0	0	3	0
Retail	0	0	0	0	0	0
Retail - Secured on real estate property	0	0	0	0	0	0
Retail - Secured on real estate property - Of Which: SME	0	0	0	0	0	0
Retail - Secured on real estate property - Of Which: non-SME	0	0	0	0	0	0
Retail - Qualifying Revolving	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	1	0	13	0	12	313

Summary of Risk Exposure

Total Risk Exposure (Baseline): 16,879 min EUR
Total Risk Exposure (Adverse): 18,142 min EUR

Notes

Securitisation and re-securitisations positions deducted from capital: 0 min EUR
Transitional arrangements according to CRR/CRD4: Applied for figures as of 31 December 2013, computed as of 01 January 2014.

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