ИТОГОВЫЕ РЕЗУЛЬТАТЫ CТРЕСС-ТЕСТЫ БАНКОВ ЕВРОСОЮЗА И ЕВРОЗОНЫ



По итогам проведенных стресс-тестов 130 банков Евросоюза и Еврозоны выяснилось, что методика оценки финансовой устойчивости в рамках развития 3 базовых сценариев (умеренный, жесткий и катастрофичный) со стороны ЕЦБ и Банковского регулятора (EBA) выявила недостаток капитала для 25 банков.


С учетом уже привлеченного в этом году фондирования полностью провалили стресс-тесты только 13 банков, и общий размер «недостачи» составил 9.5 мллрд. С точки зрения количества «проваленных» стресс-тестов на первом месте Италия, и далее следуют Греция и Кипр.


Наилучшие результаты у Франции — ни один банк не «провалил» стресс-тест. Если ориентироваться на результаты так называемых системных банков (то есть наиболее крупных) то такие банки полностью прошли первый этап «естественного отбора» от ЕЦБ и EBA.


Если резюмировать итоги стресс-тестов то в целом результаты оказались несколько лучше средних прогнозов рынка прежде всего по объемам «недостачи» ( чистая позиция с учетом дополнительных списаний при выявлении рисковых активов на балансе банков) поскольку оказались ниже 50 мллрд. евро (по факту 38 мллрд. евро) 









Детали стресс-тестов
European Banks face a current capital shortfall of around E9.5 billion following the results of stress tests conducted by the European Central Bank and the European Banking Authority, according to data published Sunday.


The EBA said that 24 of the 123 banking groups tested in its sample failed to clear an «adverse scenario» threshold of 5.5% as of December 31 2013 based on stress tests that run from 2103 until 2016.


The results indicate a total capital shortfall of E24.6, the EBA said. However, capital raising efforts so far this year reduce those two key figures to 14 banks and E9.5 billion respectively.

«The 2014 EU-wide stress test results show an overall impact of the adverse macro-economic scenario on the CET1 ratio of 260 basis points over three year, with CET1 decreasing from 11.1% in 2013 to 8.SHO5% in 2016,» the EBA said in a statement published alongside the data.


«The joint effect of the AQR and the stress test is 300 basis points. Over the three-year horizon of the exercise, 24 banks would fall below the 5.5% CET1 threshold and the overall shortfall would total E24.6 billion.

» While the figures reveal a relatively mild overall shortfall — and a small number of banks requiring extra capital, new, stricter rules that will come into place over the next few years in the form of Basel III would have, had they been applied at the end of last year, meant that around 40 European banks would have fallen below that tier 1 capital threshold of 7%.

Banks will now have two weeks to present capital raising plans to the ECB and must fill the capital gaps over the next nine months.


Collectively, the adverse stress test scenario, which runs from 2013 to 2016, would hit overall EU bank capital by around E261 billion, but even after that, the average tier 1 capitalisation would still remain, on average, at around 8.5%.


Italy's Banca Monte dei Paschi di Siena was left with the highest capital shortfall in the EBA sample and will need to raise around E2.11 billion after raising around E2.14 billion so far this year.


One German bank, Munchener Hypothekenbank AG, failed the stress test under the adverse scenario, but has raised enough capital (E410 million) to more than double cover the end December 31 shortfall.



Two of Greece's biggest banks, National Bank of Greece and Piraeus Bank, will need to raise around E2.69 billion in tier 1 capital after falling short of the 5.5% threshold after apply the adverse scenario to the end of 2016.



«A significant proportion of the (overall) shortfall in the adverse scenario is due to three banks from Greece that have a restructuring plan approved by the European Commission after (December 31),» the report said.



«Therefore these banks were assessed on the static balance sheet assumption under the stress test exercise but were also allowed to submit, as additional information, results based on their approved restructuring plans. Considering the restructuring plans for these banks, only one of them would finally report a capital shortfall of E20 million.»

 

Комментарии (0)

свернуть / развернуть
Только зарегистрированные и авторизованные пользователи могут оставлять комментарии.
© 2015 Medelle Finance