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2014 EU-wide Stress Test Summary for DE - Landeskreditbank Baden-Württemberg-Förderbank

Core Content Overview

The 2014 EU-wide Stress Test was conducted by the European Banking Authority (EBA) to assess the resilience of banks across the EU under both Baseline and Adverse scenarios. The report focuses on DE - Landeskreditbank Baden-Württemberg-Förderbank, a German bank, and provides detailed financial and risk data for the years 2013 to 2016.

Key Financial Metrics

Actual Figures as of 31 December 2013

• Operating profit before impairments: 156 min EUR
• Impairment losses on financial and non-financial assets in the banking book: 82 min EUR
• Common Equity Tier 1 (CET1) capital: 2,933 min EUR
• Total Risk Exposure: 21,740 min EUR
• CET1 ratio: 13.5%

Baseline Scenario as of 31 December 2016

• 3 yr cumulative operating profit before impairments: 462 min EUR
• 3 yr cumulative impairment losses on financial and non-financial assets in the banking book: 225 min EUR
• 3 yr cumulative losses from the stress in the trading book: 0 min EUR
• CET1 capital: 3,166 min EUR
• Total Risk Exposure: 21,877 min EUR
• CET1 ratio: 14.5%

Adverse Scenario as of 31 December 2016

• 3 yr cumulative operating profit before impairments: 174 min EUR
• 3 yr cumulative impairment losses on financial and non-financial assets in the banking book: 443 min EUR
• 3 yr cumulative losses from the stress in the trading book: 0 min EUR
• CET1 capital: 2,620 min EUR
• Total Risk Exposure: 23,349 min EUR
• CET1 ratio: 11.2%

Memorandum Items

Common EU-wide CET1 Threshold

• Baseline Threshold (8.0%): 1,750 min EUR
• Adverse Threshold (5.5%): 1,284 min EUR

Mandatory Conversion of Instruments

• Total amount of instruments with mandatory conversion into ordinary shares (2014–2016): 0 min EUR
• Additional Tier 1 and Tier 2 instruments eligible for CET1 conversion or write-down: 0 min EUR
• Eligible instruments whose trigger is above CET1 ratio in adverse scenario: 0 min EUR

Risk Exposure and Value Adjustments

Baseline Scenario (2013–2016)

Adverse Scenario (2013–2016)

Risk Exposure by Sector

Baseline Scenario (2013–2016)

Adverse Scenario (2013–2016)

Key Observations

• The CET1 ratio decreased from 13.5% (2013) to 11.2% (2016) under the adverse scenario, indicating a significant decline in capital adequacy.
• Under the baseline scenario, the CET1 ratio remained relatively stable at 14.5% (2016), showing better resilience.
• The cumulative impairment losses increased significantly in the adverse scenario, reaching 443 min EUR (2016), compared to 225 min EUR (2016) in the baseline scenario.
• Securitisation exposure was deducted from capital, and the impact on CET1 capital and risk exposure was minimal in both scenarios.
• Risk exposure amounts increased in the adverse scenario, from 21,740 min EUR (2013) to 23,349 min EUR (2016), while they remained relatively stable in the baseline scenario.