EBA欧洲银行-EBA_TR_UK_G5GSEF7VJP5I7OUK5573_29页_5mb

报告摘要

Metric	Actual (31/12/2015)	Baseline Scenario (31/12/2018)	Adverse Scenario (31/12/2018)
Common Equity Tier 1 (CET1) Capital	55,800.70	63,488.40	41,330.24
CET1 Ratio (%)	11.4%	12.5%	7.3%
Fully Loaded CET1 Ratio (%)	11.4%	12.5%	7.3%
Tier 1 Capital	72,006.75	75,305.87	53,867.19
Leverage Ratio (%)	5.1%	5.4%	3.8%
Fully Loaded Leverage Ratio (%)	4.5%	5.1%	3.5%
Total Risk Exposure Amount (mio EUR)	488,730.50	508,842.30	566,046.60
Coverage Ratio - Default Stock (%)	36.89%	43.72%	47.19%

Segment	A-IRB (Non-defaulted)	A-IRB (Defaulted)	F-IRB (Non-defaulted)	F-IRB (Defaulted)
Central banks and central governments	30,719	0	0	0
Institutions	57,466	34	0	0
Corporates	265,976	3,038	0	0
Corporates - Of Which: Specialised Lending	16,199	638	0	0
Corporates - Of Which: SME	30,781	861	0	0
Retail	268,287	6,456	0	0
Retail - Secured on real estate property	209,337	3,188	0	0
Retail - Secured on real estate property - Of Which: non-SME	209,337	3,180	33,594	3,226
Retail - Qualifying Receiving	37,766	1,989	21,873	3,697
Retail - Other Retail	21,184	1,289	15,184	1,569
Retail - Other Retail - Of Which: SME	10,261	498	4,286	638
Retail - Other Retail - Of Which: non-SME	10,923	789	10,864	931
Equity	0	0	0	0
Securitisation	0	0	0	0
Other non-credit obligation assets	2,718	0	7,476	0
IRB TOTAL	625,167	9,517	214,340	13,194

Segment	A-IRB (Non-defaulted)	A-IRB (Defaulted)
Central banks and central governments	6,226	0
Institutions	15,709	37
Corporates	114,318	4,666
Corporates - Of Which: Specialised Lending	12,162	0
Corporates - Of Which: SME	15,500	1,955
Retail	70,611	8,492
Retail - Secured on real estate property	33,594	3,226
Retail - Secured on real estate property - Of Which: non-SME	33,594	3,226
Retail - Qualifying Receiving	21,873	3,697
Retail - Other Retail	15,184	1,569
Retail - Other Retail - Of Which: SME	4,286	638
Retail - Other Retail - Of Which: non-SME	10,864	931
Equity	0	0
Securitisation	0	0
Other non-credit obligation assets	7,476	0
IRB TOTAL	214,340	13,194

Segment	A-IRB (Non-defaulted)	A-IRB (Defaulted)
Central banks and central governments	1	0
Institutions	3	3
Corporates	283	458
Corporates - Of Which: Specialised Lending	15	82
Corporates - Of Which: SME	69	190
Retail	869	2,376
Retail - Secured on real estate property	143	488
Retail - Secured on real estate property - Of Which: non-SME	143	485
Retail - Qualifying Receiving	409	1,275
Retail - Other Retail	317	617
Retail - Other Retail - Of Which: SME	150	105
Retail - Other Retail - Of Which: non-SME	167	511
Equity	0	0
Securitisation	0	0
Other non-credit obligation assets	0	0
IRB TOTAL	1,155	2,835

Segment	Coverage Ratio (%)
IRB TOTAL	30.6%

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016–2018 period (cumulative conversions): 0 (not considered for CET1 computation)
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event: 10,957,151
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 10,957,151

Exposure Values:
- A-IRB (Non-defaulted): 625,167
- A-IRB (Defaulted): 9,517
- F-IRB (Non-defaulted): 214,340
- F-IRB (Defaulted): 13,194
Risk Exposure Amounts:
- A-IRB (Non-defaulted): 214,340
- A-IRB (Defaulted): 13,194
Stock of Provisions:
- A-IRB (Non-defaulted): 1,155
- A-IRB (Defaulted): 2,835
Coverage Ratio - Default Stock: 30.6%

Exposure Values:
- A-IRB (Non-defaulted): 0
- A-IRB (Defaulted): 0
- F-IRB (Non-defaulted): 0
- F-IRB (Defaulted): 0
Risk Exposure Amounts:
- A-IRB (Non-defaulted): 0
- A-IRB (Defaulted): 0
Stock of Provisions:
- A-IRB (Non-defaulted): 0
- A-IRB (Defaulted): 0
Coverage Ratio - Default Stock: 0

Exposure Values:
- A-IRB (Non-defaulted): 47,895
- A-IRB (Defaulted): 1,406
- F-IRB (Non-defaulted): 22,852
- F-IRB (Defaulted): 1,992
Risk Exposure Amounts:
- A-IRB (Non-defaulted): 1,992
- A-IRB (Defaulted): 1,992
Stock of Provisions:
- A-IRB (Non-defaulted): 1,155
- A-IRB (Defaulted): 2,835
Coverage Ratio - Default Stock: 32.8%

Exposure Values:
- A-IRB (Non-defaulted): 12,940
- A-IRB (Defaulted): 132
- F-IRB (Non-defaulted): 4,460
- F-IRB (Defaulted): 105
Risk Exposure Amounts:
- A-IRB (Non-defaulted): 4,460
- A-IRB (Defaulted): 105
Stock of Provisions:
- A-IRB (Non-defaulted): 42
- A-IRB (Defaulted): 49
Coverage Ratio - Default Stock: 0

Exposure Values:
- A-IRB (Non-defaulted): 11,148
- A-IRB (Defaulted): 66
- F-IRB (Non-defaulted): 2,925
- F-IRB (Defaulted): 6
Risk Exposure Amounts:
- A-IRB (Non-defaulted): 2,925
- A-IRB (Defaulted): 6
Stock of Provisions:
- A-IRB (Non-defaulted): 0
- A-IRB (Defaulted): 0
Coverage Ratio - Default Stock: 1.1%

Exposure Values:
- A-IRB (Non-defaulted): 20,222
- A-IRB (Defaulted): 756
- F-IRB (Non-defaulted): 7,663
- F-IRB (Defaulted): 979
Risk Exposure Amounts:
- A-IRB (Non-defaulted): 7,663
- A-IRB (Defaulted): 979
Stock of Provisions:
- A-IRB (Non-defaulted): 19
- A-IRB (Defaulted): 242
Coverage Ratio - Default Stock: 32.0%

Exposure Values:
- A-IRB (Non-defaulted): 0
- A-IRB (Defaulted): 0
- F-IRB (Non-defaulted): 0
- F-IRB (Defaulted): 0
Risk Exposure Amounts:
- A-IRB (Non-defaulted): 0
- A-IRB (Defaulted): 0
Stock of Provisions:
- A-IRB (Non-defaulted): 0
- A-IRB (Defaulted): 0
Coverage Ratio - Default Stock: 0