EBA 2018 EU-wide stress test results for NRW.BANK – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios from 2017 to 2020, including CET1, leverage, and IRB data.
2018 EU-wide stress test results for Allied Irish Banks Group plc – detailing financial projections under baseline and adverse scenarios, including capital ratios, credit risk exposures, and impairment impacts under CRR provisions.
2018 EU-wide stress test results for CaixaBank – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and impairment impacts from 2017 to 2020.
2018 EU-wide stress test results for Unione di Banche Italiane – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and non-performing loan coverage.
2018 EU-wide stress test results for Groupe BPCE – detailing financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including Common Equity Tier 1 and leverage ratios.
2018 EU-wide stress test results for Banco BPM S.p.A. – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB methodology data.
2018 EU-wide stress test results for Bayerische Landesbank – presenting financial projections under baseline and adverse scenarios, including capital ratios, credit risk exposures, and regulatory capital metrics under CRR provisions.
2018 EU-wide stress test results for Skandinaviska Enskilda Banken – detailing financial performance, capital ratios, credit risk exposures, and regulatory metrics under baseline and adverse scenarios for 2018-2020.
2018 EU-wide stress test results for DZ BANK AG – presenting financial performance, capital ratios (CET1, Tier 1), leverage exposure, and credit risk breakdowns under baseline and adverse scenarios, including IRB exposure data by sector and region.
2018 EU-wide stress test results for Lloyds Banking Group Plc – presents financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB asset breakdowns.
2018 EU-wide stress test results for Banco Bilbao Vizcaya Argentaria S.A. – presents financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB asset breakdowns.
2018 EU-wide stress test results for N.V. Bank Nederlandse Gemeenten – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios (2017-2020) as part of EBA’s supervisory assessment.
2018 EU-wide stress test results for Erste Group Bank AG – detailing financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB asset breakdowns for Austria and Czech Republic.
2018 EU-wide stress test results for Jyske Bank – assesses financial resilience under baseline and adverse scenarios, covering capital ratios, credit risk exposures, impairment, and regulatory compliance under CRR provisions.
2018 EU-wide stress test results for Group Crédit Mutuel – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB risk breakdowns for 2017-2020.
2018 EU-wide stress test results for Banco de Sabadell S.A. – detailing financial performance, capital ratios, credit risk exposures, and regulatory metrics under baseline and adverse scenarios for 2018-2020.
2018 EU-wide stress test results for Société Générale S.A. – detailing financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including IRB methodology data for corporate, retail, and sovereign portfolios.
2018 EU-wide stress test results for Svenska Handelsbanken – updated data on capital ratios, risk exposures, and credit risk under baseline and adverse scenarios, including corrections for eligible capital instruments under CRR provisions.