The DIY European Bank Stress Test
 Share
The version of the browser you are using is no longer supported. Please upgrade to a supported browser.Dismiss

 
View only
 
 
Still loading...
ABEFGHIJKLMNOPQRSTUVWZAAABAC
1
2
Minimum core capital9%
3
*Takes into consideration mitigation factors
4
Gross Exp to S.ov bonds & public sector lendingImpairments (net of taxes)
5
Core Tier 1 2010 (%)Core Capital 2012 adverse scenarioRWA 2012 adverse scenarioCT1 2012e adverse scenarioGreeceIrelandPortugalItalySpainTotalGreeceIrelandPortugalItalySpainTOTALImpact on CT1 2012Stress CT1Capital need @ 9% CT1Capital need @ 9% CT1 inc. mitigation factorsMarket Cap (EURmn) as of 06/10/11Capital increase as % of market cap (9% CT1)Capital increase as % of market cap (9% CT1)
6
60%60%60%15%15%
7
Santander7.1%54,364650,9798.4%003,34745541,89745,699001,406484,3995,8531.0%7.4%-9,709-6,73854,152 -18%-12%
8
CaixaBank6.8%10,547164,6226.4%00261,26335,27536,56400111333,7043,8472.4%4.0%-8,067-7,25313,445 -60%-54%
9
Popular7.1%5,08495,3965.3%006432108,8609,71300270229301,2221.3%4.0%-4,692-4,2194,999 -94%-84%
10
Sabadell6.2%3,24056,5035.7%0389107,2967,4250163807668201.5%4.3%-2,665-2,3833,788 -70%-63%
11
Banca Civica8.0%2,63246,6575.6%50004,7474,75220004985011.1%4.6%-2,049-1,8181,210 -169%-150%
12
Bankinter6.2%1,70432,2595.3%00002,9922,99200003143141.0%4.3%-1,465-1,3102,207 -66%-59%
13
Pastor7.6%60618,4613.3%4101161032,1842,44417049112293061.7%1.6%-1,355-1,263970 -140%-130%
14
BCP5.9%3,73668,8845.4%7142132,9335003,910300891,232501,6262.7%2.7%-3,757-3,4591,240 -303%-279%
15
BPI8.2%1,78826,8856.7%3252833,89697205,4761371191,63610201,9947.7%-1.0%-2,605-2,475676 -385%-366%
16
BES7.4%4,60374,2576.2%30902,0900532,4521300878061,0131.5%4.7%-2,940-2,5962,266 -130%-115%
17
BNP9.2%56,802723,3057.9%4,7835642,05425,7094,23637,3462,0092378632,6994456,2531.0%6.8%-13,149-10,14242,694 -31%-24%
18
Credit Agricole8.2%46,950553,3628.5%535999429,3123,01413,902225423969783161,9560.3%8.1%-4,851-2,04313,989 -35%-15%
19
Societe Generale8.1%29,221445,5296.6%2,5888404817,9103,79715,6161,0873532028313992,8710.8%5.7%-11,266-9,54617,970 -63%-53%
20
Intesa7.9%31,951359,1138.9%4171147044,36281045,77317548294,658854,9951.5%7.4%-5,337-3,67622,723 -23%-16%
21
Unicredito7.8%35,345529,8476.7%65758-5936,5811,91939,15627624-253,8412014,3180.9%5.7%-14,912-12,63820,351 -73%-62%
22
HSBC10.5%89,4431,056,9658.5%5821696866,8501,3969,683244712887191471,4690.2%8.3%-5,909-1,781107,848 -5%-2%
23
Barclays10.0%48,039657,3787.3%993611,1677,4078,08917,123421524907788492,3100.5%6.8%-10,114-7,80826,012 -39%-30%
24
Deutsche Bank8.8%32,721499,8976.5%1,5222711376,4862,33810,754639114586812451,7370.5%6.0%-10,244-8,51127,220 -38%-31%
25
Bankia6.9%11,654216,3185.4%5500024,83224,887230002,6072,6301.3%4.1%-9,849-8,8466,272 -157%-141%
26
Total European banks -75,782370,031
27
Santander17703,68271646,019Total Spanish banks-39,85087,042
28
CaixaBank00261,32235,463Total Portuguese banks-9,3034,181
29
Popular006432108,874
30
Sabadell0389107,296
31
Banca Civica50004,747
32
Bankinter00013,594
33
Pastor4101161032,2944,603
34
BCP7272136,455500
35
BPI3252833,8969720
36
BES30902,684055
37
BNP5,2396292,30227,9884,980
38
Credit Agricole6551571,19310,7543,892
39
Societe Generale2,8379809028,8154,755
40
Intesa6201147360,152810
41
Unicredito673589449,0711,940
42
HSBC1,3192871,0069,9272,032
43
Barclays1925321,3569,3798,800
44
Deutsche Bank1,7735301757,6862,647
45
BBVA12706614,16655,726
46
Bankia5500025,402
47
48
Santander17703352614122
49
CaixaBank00059188
50
Popular000014
51
Sabadell00000
52
Banca Civica00000
53
Bankinter0001602
54
Pastor0000110
55
BCP130352200
56
BPI00000
57
BES0059402
58
BNP456652482279744
59
Credit Agricole120582511442878
60
Societe Generale249140421905958
61
Intesa20303157900
62
Unicredito1601531249021
63
HSBC7371183203077636
64
Barclays931711891972711
65
Deutsche Bank251259381200309
66
BBVA00171445721
67
Bankia0000570
Loading...
 
 
 
Stress test inc. sovereign bond