Stress Tests ECB-EBA Αξιλογηση.en

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  • 1. 2014

2. ( / ) 26 2014. , , , . , 2014 Kaiserstrasse 29, 60311 Frankfurt am Main, Germany Postfach 16 03 19, 60066 Frankfurt am Main, Germany +49 69 1344 0 http://www.ecb.europa.eu . , . . , www.ecb.europa.eu. ISBN 978-92-899-1466-6 DOI 10.2866/2641 QB-05-14-015-EL-N 3. , 20141 () 2014. , . , , , . , , (), . , , . . , , . , , . . 4 2014. . 4. , 20142 ., 26 2014Vtor Constncio Danile Nouy 5. , 201431 2014. 48 . . , 25 , 25 . .1.1 () 2014 (). , 1301 . : , , , , . . . 130 (. 2) 22,0 . , 81,6% .3 .1 128 3.1.2 . 9.1.3 31 2013. 6. , 201441) (asset quality review - AQR) , . 31 2013, . () . , , . (Capital Requirements Regulation and Directive - CRR/CRD IV) 1 2014. , 1 (CET1 ratio) 8%.2) , . , , , (). 1 (CET1) 8% 5,5% . , CRR/CRD IV.4 . . , . , . , .4 , . 9.4. 7. , 20145 . . , , (. ).5 , . , 800 57% (Risk-Weighted Assets RWA) . 119.000 , 170.000 , 765 100 (CVA), 5.000 100 . 6.000 . , . , 8.000 . , . 100 , .5 , . 3.3.2. 8. , 201461.2 47,5 . 31 2013. , , . , 135,9 . , , . , , , , . , , . 1, , , . 9. , 20147 1 AQR , . , , , 215,5 . (22% ) , , 860 . 2016. , 262,7 . . CET1 4,0 , 12,4% 8,3% 2016. CET1 2.7,60,90,21,63,00,112,00,10,80,00,11,23,86,70,00,70,15,63,00,0% 0,5% 1,0% 1,5% 2,0% 2,5% 3,0% 3,5% 4,0% 02468101214 GRCYSIPTATLVITEEFIMTSKBENLDELTIELUFRES (%) RWA ( . ) (%) RWA 10. , 20148 2 CET1 , CET1 2,9%6 CCAR (Comprehensive Capital Analysis and Review) 2014, 3,9% 20127 2,1% 20118., 24,6 . 25 .9 24,6 . . 11,2 . 6 Dodd-Frank . 2013 CET1 2,9%.7 .8 .9 8% CET1 5,5% CET1 .15% 10% 9% 7% 6%6%6%5% 5%4%4%4%3%3% 3%2%2% 2% -2% -4% -2% 0% 2% 4% 6% 8% 10% 12% 14% 16% SIGRCYBEIEPTNLLUITDELTATLVFIFRMTSKESEE CET1 11. , 20149 31 2013. , 21,9 . . , 24,6 . . 3. 3 4 . , CET1 .11,221,924,60510152025303540 AQR AQR AQR ( . ) +10,7+2,7 12. , 201410 4 . 2008 31 2013, 200 . . 1 2014 57,1 . , . , 31 201310 . 25 1 . 10 30 2014.0% 1% 2% 3% 4% 5% 6% 7% CYGRPTITSIIEATBEDEFRESEEFILTLULVMTNLSK (%) RWA ( . ) 2,48,71,19,70,10,90,90,50,20,10,00,00,00,00,00,00,00,00,0 AQR AQR AQR 13. , 201411 , . 11 ( ), 9,5 . 12 13 . 13, ( 1 2014). , 11 Banca Piccolo Credito Valtellinese, Societ Cooperativa (Credito Valtellinese) . , 3.1.1 9.1.12 , , 2014, , 18,6 . .13 Eurobank . 14. , 201412 1 - CET1 - - - CET1 - AQR- CET1 - - CET1 - - - - - (. ) - (. ) - - ( . ) Eurobank10,6%7,8%2,0%-6,4%4,632,861,76Monte dei Paschi di Siena10,2%7,0%6,0%-0,1%4,252,142,11 10,7%7,5%5,7%-0,4%3,432,500,93Banca Carige5,2%3,9%2,3%-2,4%1,831,020,81Cooperative Central Bank-3,7%-3,7%-3,2%-8,0%1,171,500,00Banco ComercialPortugus12,2%10,3%8,8%3,0%1,14-0,011,15 10,4%7,3%7,7%1,5%0,921,000,00Oesterreichischer Volksbanken-Verbund11,5%10,3%7,2%2,1%0,860,000,86permanent tsb13,1%12,8%8,8%1,0%0,850,000,85Veneto Banca7,3%5,7%5,8%2,7%0,710,740,00Banco Popolare10,1%7,9%6,7%4,7%0,691,760,00Banca Popolare di Milano 7,3%6,9%6,5%4,0%0,680,520,17Banca Popolare di Vicenza9,4%7,6%7,5%3,2%0,680,460,22 13,7%10,0%9,0%4,4%0,661,000,00Credito Valtellinese8,8%7,5%6,9%3,5%0,380,420,00Dexia16,4%15,8%10,8%5,0%0,340,000,34Banca Popolare di Sondrio8,2%7,4%7,2%4,2%0,320,340,00 7,6%5,2%6,2%-0,5%0,280,100,18Mnchener Hypothekenbank6,9%6,9%5,8%2,9%0,230,410,00AXA Bank Europe15,2%14,7%12,7%3,4%0,200,200,00C.R.H. -Caisse de Refinancement de lHabitat5,7%5,7%5,7%5,5%0,130,250,00Banca Popolare dell'Emilia Romagna9,2%8,4%8,3%5,2%0,130,760,00Nova Ljubljanskabanka16,1%14,6%12,8%5,0%0,030,000,03Liberbank8,7%7,8%8,5%5,6%0,030,640,00Nova KreditnaBanka Maribor19,6%15,7%12,8%4,4%0,030,000,0310,0%8,4%7,2%2,1%24,6218,599,47 .,(,12014).,. ,,. 2014. 15. , 201413 CET1 , (available-for-sale AFS) .14 . . , CET1. . CET1 , .1.3 : : , . : , , . : . . : .14 :2014-20%, 2015-40%, 2016-60%. 16. , 201414 : . : , CET1.1.4 : 19 . 130 . 81,6% . 6.000 . : 800 . 119.000 . 170.000 . 850 (CVA). 5.000 .