2016 EU-wide Stress · PDF fileBank Name La Banque Postale LEI Code 96950066U5XAAIRCPA78...

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Transcript of 2016 EU-wide Stress · PDF fileBank Name La Banque Postale LEI Code 96950066U5XAAIRCPA78...

  • Bank Name La Banque Postale

    LEI Code 96950066U5XAAIRCPA78

    Country Code FRLa

    2016 EU-wide Stress Test

  • Actual

    (starting year)Baseline Scenario Adverse Scenario

    (mln EUR, %) 31/12/2015 31/12/2018 31/12/2018

    Cumulative 3y: Net interest income 7,870.52 7,714.75

    Cumulative 3y: Gains or (-) losses on financial assets and liabilities held for trading or designated at fair value through profit

    and loss, net-33.76 -272.72

    Cumulative 3y: (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) -564.86 -1,155.24

    Cumulative 3y: Profit or (-) loss for the year 752.58 -355.81

    Coverage ratio - Default stock 45.11% 28.06% 33.71%

    Common Equity Tier 1 capital 7,154.81 8,168.53 6,486.93

    Total Risk exposure amount 54,208.32 55,340.52 66,755.08

    Common Equity Tier 1 ratio, % 13.2% 14.8% 9.7%

    Fully loaded Common Equity Tier 1 ratio, % 14.5% 14.9% 9.8%

    Tier 1 capital 7,954.81 8,968.53 7,286.93

    Total leverage ratio exposures 227,550.40 227,550.40 227,550.40

    Leverage ratio, % 3.5% 3.9% 3.2%

    Fully loaded leverage ratio, % 3.8% 3.9% 3.2%

    Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period

    (cumulative conversions)1 0

    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 event2 0

    Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario2 0

    1 Conversions not considered for CET1 computation

    2 Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period

    2016 EU-wide Stress Test: SummaryLa Banque Postale

    Memorandum items

  • 2016 EU-wide Stress Test:

    Credit risk IRBLa Banque Postale

    (mln EUR, %)

    Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

    Central banks and central governments 0 0 0 0 0 0 0 0 0 0 0 0 -

    Institutions 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Equity 0 0 0 0 0 0 0 0 0 0 0 0 -

    Securitisation

    Other non-credit obligation assets 0 0 0 0 0 0 0 0 0 0 0 0 -

    IRB TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 -1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

    (mln EUR, %)Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

    Central banks and central governments 0 0 0 0 0 0 0 0 0 0 0 0 -

    Institutions 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Equity 0 0 0 0 0 0 0 0 0 0 0 0 -

    Securitisation

    Other non-credit obligation assets 0 0 0 0 0 0 0 0 0 0 0 0 -

    IRB TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 -1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

    (mln EUR, %)Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

    Central banks and central governments 0 0 0 0 0 0 0 0 0 0 0 0 -

    Institutions 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Equity 0 0 0 0 0 0 0 0 0 0 0 0 -

    Securitisation

    Other non-credit obligation assets 0 0 0 0 0 0 0 0 0 0 0 0 -

    IRB TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 -1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

    (mln EUR, %)Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

    Central banks and central governments 0 0 0 0 0 0 0 0 0 0 0 0 -

    Institutions 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Equity 0 0 0 0 0 0 0 0 0 0 0 0 -

    Securitisation

    Other non-credit obligation assets 0 0 0 0 0 0 0 0 0 0 0 0 -

    IRB TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 -1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

    Germany

    A-IRB F-IRB A-IRB F-IRB

    Belgium

    31/12/2015

    Exposure values Risk exposure amounts Stock of provisions

    Coverage Ratio -

    Default Stock1

    A-IRB F-IRB

    Coverage Ratio -

    Default Stock1

    A-IRB F-IRB A-IRB F-IRB A-IRB F-IRB

    France

    31/12/2015

    Exposure values Risk exposure amounts Stock of provisions

    F-IRB A-IRB F-IRB

    31/12/2015

    Exposure values Risk exposure amounts Stock of provisions

    Coverage Ratio -

    Default Stock1

    A-IRB F-IRB A-IRB

    La Banque Postale

    F-IRB A-IRB F-IRB A-IRB F-IRB

    31/12/2015

    Exposure values Risk exposure amounts Stock of provisions

    Coverage Ratio -

    Default Stock1

    A-IRB

  • 2016 EU-wide Stress Test:

    Credit risk IRBLa Banque Postale

    (mln EUR, %)Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

    Central banks and central governments 0 0 0 0 0 0 0 0 0 0 0 0 -

    Institutions 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Other Retail - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Equity 0 0 0 0 0 0 0 0 0 0 0 0 -

    Securitisation

    Other non-credit obligation assets 0 0 0 0 0 0 0 0 0 0 0 0 -

    IRB TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 -1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

    (mln EUR, %)Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

    Central banks and central governments 0 0 0 0 0 0 0 0 0 0 0 0 -

    Institutions 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0 -

    Corporates - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail 0 0 0 0 0 0 0 0 0 0 0 0 -

    Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0 -