EBA欧洲银行-FI012_11页_564kb

报告摘要

Capital adequacy at 31 December 2010:
- Operating profit before impairments: 735 million EUR
- Impairment losses on financial and non-financial assets in the banking book: -171 million EUR
- Risk weighted assets (RWA): 42,724 million EUR
- Core Tier 1 capital: 5,232 million EUR
- Core Tier 1 capital ratio: 12.2%
Outcomes under adverse scenario at 31 December 2012 (excluding mitigating actions taken in 2011):
- Core Tier 1 capital ratio: 11.6%
- Additional capital needed to reach 5% Core Tier 1 capital benchmark: Not specified
Outcomes under adverse scenario at 31 December 2012 (including mitigating measures up to 30 April 2011):
- 2-year cumulative operating profit before impairments: 993 million EUR
- 2-year cumulative impairment losses: -1,040 million EUR
- 2-year cumulative losses from the stress in the trading book: -11 million EUR
- Risk weighted assets: 46,202 million EUR
- Core Tier 1 capital: 5,356 million EUR
- Core Tier 1 capital ratio: 11.6%
- Additional capital needed to reach 5% Core Tier 1 capital benchmark: 0

Year	2010	2011 (Baseline)	2012 (Baseline)	2011 (Adverse)	2012 (Adverse)
RWA	42,724	43,889	44,148	45,875	46,202
Core Tier 1 Capital	5,232	5,525	5,840	5,268	5,356
Core Tier 1 Capital Ratio	12.2%	12.6%	13.2%	11.5%	11.6%

Mitigating actions up to 30 April 2011:
- Equity raisings announced and fully committed: 0
- Government support publicly announced and fully committed: 0
- Mandatory restructuring plans: 0
- Capital ratio impact of these measures: 0
Supervisory Recognised Capital Ratio after all mitigating actions:
- 11.6% (as of 31 December 2012)

Year	2010	2011 (Baseline)	2012 (Baseline)	2011 (Adverse)	2012 (Adverse)
Net Interest Income	910	906	952	910	910
Trading Income	50	8	8	2	2
Trading losses from stress scenarios	-0	-0	-0	-6	-6
Valuation losses due to sovereign shock	0	0	0	0	0
Other operating income	353	199	199	196	195
Operating profit before impairments	735	510	557	507	486
Impairments on financial and non-financial assets in the banking book	-171	-150	-127	-541	-499
Operating profit after impairments and other losses from the stress	566	362	431	-33	-11
Net profit after tax	447	257	319	-24	-8
Of which carried over to capital (retained earnings)	377	205	267	-35	-22
Of which distributed as dividends	70	52	51	11	14

Deferred Tax Assets: 67 million EUR
Stock of provisions:
- Total: 337 million EUR
- Stock of provisions for non-defaulted assets:
  - Sovereigns: 0
  - Institutions: 0
  - Corporate (excluding Commercial real estate): 17
  - Retail (excluding Commercial real estate): 33
- Stock of provisions for defaulted assets:
  - Corporate (excluding Commercial real estate): 244
  - Retail (excluding Commercial real estate): 43
Coverage ratio (%) (defaulted assets):
- Corporate (excluding Commercial real estate): 33.0%
- Retail (excluding Commercial real estate): 9.0%
- Commercial real estate: 0.0%
Loss rates (%) (non-defaulted assets):
- Corporate (excluding Commercial real estate): 1.0%
- Retail (excluding Commercial real estate): 0.0%
- Commercial real estate: 0.0%
Funding cost (bps): 84 (2010), 158 (2011), 255 (2012)

Item	Amount (million EUR)	% RWA
A) Common equity before deductions	6,597	15.4%
Of which: eligible capital and reserves	6,921	16.2%
Of which: intangibles assets (including goodwill)	-323	-0.8%
Of which: adjustment to valuation differences in other AFS assets	-15	0.0%
B) Deductions from common equity	-1,365	-3.2%
Of which: deductions of participations and subordinated claims	-1,234	-2.9%
Of which: securitisation exposures not included in RWA	0	0.0%
Of which: IRB provision shortfall and IRB equity expected loss amounts (before tax)	-131	-0.3%
C) Common equity (A+B)	5,232	12.2%
Of which: ordinary shares subscribed by government	0	0.0%
D) Other existing government support measures	0	0.0%
E) Core Tier 1 including existing government support measures (C+D)	5,232	12.2%
F) Hybrid instruments not subscribed by government	222	0.5%
Tier 1 Capital (E+F)	5,454	12.8%
Tier 2 Capital	0	0.0%
Tier 3 Capital	0	0.0%
Total Capital	5,454	12.8%

The stress test was conducted using the EBA common methodology with static balance sheet assumptions and regulatory transitional floors.
All capital elements and ratios are based on the EBA definition of Core Tier 1 capital, which may differ from national supervisory definitions.
The results are not forecasts and should not be directly compared to other published information.
Regulatory transitional floors are applied where binding.
The "Other operating income" and "Other income" include income from investments, rents, leasing, and collection.
Provisions for non-defaulted exposures to sovereigns and financial institutions were computed using EBA benchmark risk parameters and hypothetical rating downgrades.
Deferred tax assets and minority interests are treated under specific Basel 3 rules.
Valuation differences from fair value measurement are included in original own funds after prudential filters.
Mitigating measures include countercyclical provisions, divestments, and restructuring plans. Details are provided in the worksheet "3 - Mitigating measures".

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