2016 EU-wide stress test results for UniCredit S.p.A. – presenting capital ratios, risk exposure, and credit risk metrics under baseline and adverse scenarios, including CET1 ratios, leverage ratios, and IRB exposure data for Italy, Germany, and Austria.
2016 EU-wide stress test results for Landesbank Baden-Württemberg – presents financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB risk assessments.
2016 EU-wide stress test results for Raiffeisen-Landesbanken-Holding GmbH (Austria) – assessing capital ratios, risk exposures, and credit risk under baseline and adverse scenarios, including CET1, leverage ratios, and IRB portfolio coverage across Austria, Czech Republic, and Poland.
2016 EU-wide stress test results for DNB Bank Group – presents financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB portfolio breakdowns by sector and region.
2016 EU-wide stress test results for Rabobank – detailing financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB asset coverage across jurisdictions.
2016 EU-wide stress test results for Banco Popular Español S.A. – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB asset coverage for Spain.
2016 EU-wide stress test results for Deutsche Bank AG – assessing capital ratios, risk exposures, and credit risk under baseline and adverse scenarios, including CET1, leverage ratios, and IRB portfolio breakdowns by country and asset class.
2016 EU-wide stress test results for La Banque Postale – presenting capital ratios, risk exposures, and financial performance under baseline and adverse scenarios, including CET1, leverage ratios, and credit risk metrics under IRB approaches.
2016 EU-wide stress test results for Banco de Sabadell S.A. – detailing financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB portfolio breakdowns.
2016 EU-wide stress test results for Lloyds Banking Group Plc – details capital ratios, risk exposures, and credit risk under baseline and adverse scenarios, including CET1, leverage ratios, and impairment impacts under CRR provisions.
2016 EU-wide stress test results for Banco Popolare – Società Cooperativa, detailing capital ratios, risk exposure, credit risk under IRB approaches, and financial performance under baseline and adverse scenarios.
2016 EU-wide stress test results for The Royal Bank of Scotland Group – presenting capital ratios, risk exposures, and credit risk metrics under baseline and adverse scenarios, including CET1, leverage ratios, and IRB credit risk breakdowns by sector and region.
EBA 2016 EU-wide stress test presentation outlining the resilience assessment of 51 major EU banks under an adverse macroeconomic scenario, including GDP downturns and real estate shocks, to inform supervisory measures and market transparency.
2016 EU-wide stress test results for Nordea Bank Group – presents financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB risk assessments across Nordic markets.
2016 EU-wide stress test results for Banco Bilbao Vizcaya Argentaria S.A. – presenting capital ratios, risk exposures, and credit risk metrics under baseline and adverse scenarios, including CET1, leverage ratios, and IRB credit risk breakdowns for Spain, the U.S., and Turkey.
2016 EU-wide stress test results for Powszechna Kasa Oszczędności Bank Polski SA – presenting capital ratios, risk exposures, and financial performance under baseline and adverse scenarios, including credit risk under IRB approaches.
2016 EU-wide stress test results for Barclays Plc – detailing financial performance, capital ratios (CET1, Tier 1), leverage, and credit risk exposures under baseline and adverse scenarios, including IRB methodology breakdowns by region and asset class.
2016 EU-wide stress test results for Criteria Caixa (Spain) – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB asset coverage.
- From a starting point of 13.2% CET1, the stress test demonstrates the resilience of the EU banking sector to an adverse scenario with an impact of 380 bps CET1 on average- The stress test does not contain a pass/fail threshold. It will instead inform supervisors' ongoing review of banks and guide their efforts to maintain capital in the system and support the ongoing repair of balance sheets- Exceptional transparency is provided, with over 16 000 data points per bank, to foster market discipline