EBA欧洲银行-EBA_ST_SE_F3JS33DEI6XQ4ZBPTN86_34页_5mb

2018 EU-wide Stress Test Summary: Skandinaviska Enskilda Banken Group

Core Information

• Bank Name: Skandinaviska Enskilda Banken - group
• LEI Code: F3JS33DEI6XQ4ZBPTN86
• Country Code: SE
• Test Period: 2018 EU-wide Stress Test

Main Financial Indicators

Key Observations

• Net Interest Income: Declines over the baseline scenario, with the most significant drop in the adverse scenario.
• Profit for the Year: The bank shows a profit in the baseline scenario but incurs a loss in the adverse scenario.
• Coverage Ratio: The coverage ratio for non-performing exposure increases slightly in the baseline scenario but drops significantly in the adverse scenario.
• Capital Ratios: Common Equity Tier 1 and Tier 1 capital ratios improve in the baseline scenario but decline in the adverse scenario, indicating potential capital stress.
• Leverage Ratio: The leverage ratio increases in the baseline scenario and slightly improves in the adverse scenario, suggesting a better ability to manage leverage under stress conditions.

Credit Risk IRB Summary

Exposure Values and Risk Exposure Amounts

Detailed Breakdown

• Central banks and central governments: No exposure in both A-IRB and F-IRB.
• Institutions: A-IRB exposure is 12,605 (non-defaulted) and 7 (defaulted), while F-IRB exposure is 2,339 (non-defaulted) and 0 (defaulted).
• Corporates: A-IRB exposure is 77,628 (non-defaulted) and 609 (defaulted), while F-IRB exposure is 26,920 (non-defaulted) and 184 (defaulted).
• Specialised Lending: A-IRB exposure is 2,482 (non-defaulted) and 60 (defaulted), while F-IRB exposure is 1,269 (non-defaulted) and 48 (defaulted).
• SME (Small and Medium Enterprises): A-IRB exposure is 17,431 (non-defaulted) and 115 (defaulted), while F-IRB exposure is 7,720 (non-defaulted) and 92 (defaulted).
• Retail: A-IRB exposure is 60,599 (non-defaulted) and 282 (defaulted), while F-IRB exposure is 0 (non-defaulted) and 0 (defaulted).
• Secured on Real Estate Property: A-IRB exposure is 53,319 (non-defaulted) and 165 (defaulted), while F-IRB exposure is 0 (non-defaulted) and 0 (defaulted).
• SME (Secured on Real Estate Property): A-IRB exposure is 966 (non-defaulted) and 13 (defaulted), while F-IRB exposure is 0 (non-defaulted) and 0 (defaulted).
• Non-SME (Secured on Real Estate Property): A-IRB exposure is 52,353 (non-defaulted) and 152 (defaulted), while F-IRB exposure is 0 (non-defaulted) and 0 (defaulted).
• Qualifying Revolving: No exposure in both A-IRB and F-IRB.
• Other Retail: A-IRB exposure is 7,280 (non-defaulted) and 117 (defaulted), while F-IRB exposure is 0 (non-defaulted) and 0 (defaulted).
• SME (Other Retail): A-IRB exposure is 1,184 (non-defaulted) and 17 (defaulted), while F-IRB exposure is 0 (non-defaulted) and 0 (defaulted).
• Non-SME (Other Retail): A-IRB exposure is 6,096 (non-defaulted) and 100 (defaulted), while F-IRB exposure is 0 (non-defaulted) and 0 (defaulted).
• IRB Total: A-IRB total exposure is 150,832 (non-defaulted) and 898 (defaulted), while F-IRB total exposure is 58,250 (non-defaulted) and 184 (defaulted).

Additional Notes

• The Stock of Provisions and Of which: from non-performing exposures are detailed for each category.
• Coverage Ratio - Non performing exposures varies, indicating the bank's capacity to absorb potential losses from non-performing loans.
• The IRB TOTAL for the group is 196,890 (non-defaulted) and 1,144 (defaulted) in the A-IRB category, and 104,976 (non-defaulted) and 187 (defaulted) in the F-IRB category.

Summary of Stress Test Outcomes

• The bank is exposed to significant credit risk, particularly in the retail and corporate sectors.
• The adverse scenario leads to a decline in capital ratios, indicating potential stress.
• The bank maintains a relatively high level of provisions, suggesting preparedness for credit losses.
• The leverage ratio shows improvement in the adverse scenario, indicating better risk management in the long term.