EBA欧洲银行-EBA_TR_ES_SI5RG2M0WQQLZCXKRM20_29页_5mb
报告摘要
2016 EU-wide Stress Test Summary for Banco de Sabadell S.A.
Core Information
- Bank Name: Banco de Sabadell S.A.
- LEI Code: SI5RG2M0WQQLZCXKRM20
- Country Code: ES (Spain)
Key Financial Indicators
| Indicator | Actual (31/12/2015) | Baseline Scenario (31/12/2018) | Adverse Scenario (31/12/2018) |
|---|---|---|---|
| Common Equity Tier 1 capital | 10,192.16 | 11,895.99 | 7,272.12 |
| Common Equity Tier 1 ratio, % | 11.7% | 13.0% | 8.2% |
| Fully loaded Common Equity Tier 1 ratio, % | 11.7% | 12.8% | 8.0% |
| Tier 1 capital | 10,192.16 | 11,985.47 | 7,361.60 |
| Leverage ratio, % | 4.8% | 5.6% | 3.5% |
| Fully loaded leverage ratio, % | 4.9% | 5.6% | 3.4% |
| Coverage ratio - Default stock | 39.83% | 37.14% | 40.66% |
Summary of Stress Test Results
-
Profit/Loss for the Year:
- Baseline Scenario: 2,204.38 mln EUR
- Adverse Scenario: -506.94 mln EUR
-
Cumulative 3y: Net Interest Income:
- Baseline Scenario: 9,284.73 mln EUR
- Adverse Scenario: 8,055.44 mln EUR
-
Cumulative 3y: Gains or (-) Losses on Financial Assets and Liabilities:
- Baseline Scenario: 247.81 mln EUR
- Adverse Scenario: 57.28 mln EUR
-
Cumulative 3y: Impairment or (-) Reversal of Impairment on Financial Assets:
- Baseline Scenario: -1,974.37 mln EUR
- Adverse Scenario: -4,765.40 mln EUR
Exposure and Risk Analysis
Exposure Values
| Category | A-IRB (Non-defaulted) | A-IRB (Defaulted) | F-IRB (Non-defaulted) | F-IRB (Defaulted) |
|---|---|---|---|---|
| Corporates | 27,986 | 9,591 | 3,411 | 476 |
| Corporates - Of Which: SME | 13,388 | 8,105 | 0 | 0 |
| Retail | 94,647 | 13,558 | 6,076 | 476 |
Risk Exposure Amounts
| Category | A-IRB (Non-defaulted) | A-IRB (Defaulted) | F-IRB (Non-defaulted) | F-IRB (Defaulted) |
|---|---|---|---|---|
| Corporates | 16,702 | 1,933 | 3,275 | 0 |
| Corporates - Of Which: SME | 6,667 | 1,594 | 0 | 0 |
| Retail | 31,971 | 3,352 | 4,361 | 0 |
Stock of Provisions
| Category | A-IRB (Non-defaulted) | A-IRB (Defaulted) | F-IRB (Non-defaulted) | F-IRB (Defaulted) |
|---|---|---|---|---|
| Corporates | 281 | 4,628 | 109 | 236 |
| Corporates - Of Which: SME | 145 | 3,928 | 0 | 0 |
| Retail | 506 | 5,922 | 63 | 62 |
| Retail - Secured on real estate property | 224 | 1,295 | 0 | 0 |
| Retail - Secured on real estate property - Of Which: SME | 158 | 854 | 0 | 0 |
| Retail - Secured on real estate property - Of Which: non-SME | 49 | 618 | 0 | 0 |
| Retail - Qualifying Reciving | 23 | 20 | 0 | 0 |
| Retail - Other Retail | 43 | 422 | 0 | 0 |
| Retail - Other Retail - Of Which: SME | 3 | 346 | 0 | 0 |
| Retail - Other Retail - Of Which: non-SME | 23 | 76 | 0 | 0 |
Coverage Ratios
- Coverage Ratio - Default Stock:
- Baseline Scenario: 37.14%
- Adverse Scenario: 40.66%
Additional Notes
- Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 - 2018 period (cumulative conversions): 78 mln EUR
- 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: 0 mln EUR
- Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 0 mln EUR
Summary of Key Findings
- Banco de Sabadell S.A. shows a decline in profit under the adverse scenario, indicating potential financial stress.
- The Common Equity Tier 1 ratio decreases from 11.7% to 8.0% under the adverse scenario, suggesting a reduction in capital adequacy.
- The leverage ratio also decreases under the adverse scenario, which may indicate increased financial leverage.
- The coverage ratio for default stock improves slightly under the adverse scenario, indicating better ability to absorb losses.
- The bank has a significant exposure to retail and corporate sectors, with a notable portion of risk exposure in the secured real estate property segment.
- The stock of provisions for defaulted assets increases in the adverse scenario, indicating higher expected losses.
展开完整摘要
试读结束，高清完整版pdf/doc/ppt,请点下载
