Stress tests 2021
2021 EU-wide stress test results
The European Banking Authority (EBA) published the results of the 2021 EU-wide stress test of 50 banks.
The aim of the EU-wide stress test is to assess the resilience of EU banks to a common set of adverse economic developments in order to identify potential risks, inform supervisory decisions and increase market discipline.
The EU-wide stress test is coordinated by the EBA and carried out in cooperation with the European Central Bank (ECB), the European Systemic Risk Board (ESRB), the European Commission (EC) and the Competent Authorities (CAs) from all relevant national jurisdictions.
Summary results
| Description | What you can get |
|---|---|
Data aggregated by countries of banks and Individual banks' data | Dashboard with main indicators and Stress test results by country and by bank. The Dashboard provides summary figures showing the impact of the stress test on capital ratios, as well as the main drivers of the impact. You can use it to compare, for example, the impact of the adverse scenario on Common Equity Tier 1 (CET1) ratio for different countries and banks by year. Also it allows to visualise the contribution of main drivers to the change in CET1 capital ratio from 2020 to 2023. |
P&L, Capital and Risk Exposure Amount
| Description | What you can get |
|---|---|
P&L, Capital and Risk Exposure Amount Data aggregated by countries of banks and Individual banks' data | This tool shows countries' data, reported in the following templates: Risk Exposure Amount, Capital, P&L and Major capital measures and realized losses. Figures are aggregated by country of the bank. The tools allows also to visualise individual banks' data reported under the same templates. |
Credit risk and securities
| Description | What you can get |
|---|---|
Data aggregated by countries of banks and Individual banks' data | This tool provides credit risk exposures for a specific country of counterparty (US, DE, ...) broken down by the country of the banks exposed to it (AT, DE,..) for all regulatory portfolios (IRB/SA) and exposure classes (corporates, retail, ...). |
COVID-19
| Description | What you can get |
|---|---|
Data aggregated by countries of banks and Individual banks' data | This tool shows exposures subject to legislative and non-legislative moratoria and public guarantees for a specific country of counterparty (US, DE, ...) broken down by the country of the banks exposed to it (AT, DE,..) for all regulatory portfolios (IRB/SA) and exposure classes (corporates, retail, ...). |
Banks individual results
Austria
Belgium
Denmark
Finland
France
Germany
Hungary
Ireland
Italy
Netherlands
Norway
Poland
Portugal
Spain
Sweden
(1) Some banks have filled row 74 in template “TRA_CAP” (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 event) with zeros although they had issued such type of investments. This information represents a memo item and it has no impact on the computation of capital ratios or the expected capital depletion at the end of the Stress Test horizon.