EBA欧洲银行-PL_MKP1B7E76TN04CD85Z79_16页_3mb

2014 EU-wide Stress Test Summary for PL-BANK OCHRONY SRODOWISKA SA

Core Information

• Bank Name: PL-BANK OCHRONY SRODOWISKA SA
• LEI Code: MKP1B7E76TN04CD85Z79
• Report Period: 2014 EU-wide Stress Test
• Key Metrics: Operating profit, impairment losses, CET1 capital, Total Risk Exposure, CET1 ratio

Summary of Actual Figures (as of 31 December 2013)

Summary of Adverse Scenario Outcomes (as of 31 December 2016)

Summary of Baseline Scenario Outcomes (as of 31 December 2016)

Memorandum Items

Additional Notes

• CET1 Threshold (Baseline Scenario): 252 mln EUR
• Transitional Arrangements: Figures as of 31/12/2013 computed as of first day of application: 01/01/2014
• Conversions not considered for CET1 computation: 0 mln EUR
• Securitisation and re-securitisations positions deducted from capital: 0 mln EUR

Risk Exposure Breakdown (as of 31/12/2013)

Baseline Scenario Impairment and Coverage Ratios (as of 31/12/2016)

Adverse Scenario Impairment and Coverage Ratios (as of 31/12/2016)

Summary of Risk Exposure by Country (Poland and Sweden)

Poland

Sweden

Key Observations

• The bank experienced a decline in operating profit and an increase in impairment losses under the Adverse Scenario compared to the Baseline Scenario.
• The CET1 ratio dropped from 10.8% to 8.0% under the Adverse Scenario, indicating a significant capital erosion.
• In the Baseline Scenario, the CET1 ratio remained stable at 10.5%.
• The bank had no instruments with mandatory conversion into ordinary shares or eligible for conversion into CET1 or written down under the stress scenarios.
• Risk exposure values and provisions varied significantly across different categories, with the largest exposure in Corporates and Retail segments.
• Securitisation and Other non-credit obligation assets showed minimal changes across the scenarios.