2018 EU-wide stress test results

The European Banking Authority (EBA) published the results of the 2018 EU-wide stress test of 48 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.

 

Interactive Tools

Image Summary results

  • Interactive tool: Interactive dashboard with main indicators and Stress test results by country and by bank
  • Excel tools  (Excel 2010 with language settings in English (UK) for both User's System and MS Excel required):
Description What you can get
Summary charts

This file 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.

Waterfall This Excel file allows to visualise the contribution of main drivers to the change in CET1 capital ratio from 2017 to 2020.

 

Image Asset quality

  • Excel tools  (Excel 2010 with language settings in English (UK) for both User's System and MS Excel required):

Description What you can get

NPE forborne and collateral

Data aggregated by countries of banks

This Excel file allows to visualise data reported in the templates: non-performing exposures, forborne exposures and collateralised loans. Figures are aggregated by country of the banks.

NPE forborne and collateral

Individual banks' data

This Excel file allows to visualise individual banks data reported in the templates: non-performing exposures, forborne exposures and collateralised loans.

Credit Risk (STA / IRB)

Data aggregated by countries of banks

This Excel file provides country aggregated credit risk exposures for a specific country (AT, DE, ...) broken down by regulatory portfolio (IRB/SA) and exposure class (corporates, retail, ...), towards all the countries of the counterparty.

Credit Risk (STA / IRB)

Data aggregated by countries of counterparties

This Excel file provides country aggregated 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, ...).

Credit Risk (STA / IRB)

Individual banks' data

This Excel file provides bank-by-bank credit risk exposures, broken down by regulatory portfolio (IRB/SA), exposure class (corporates, retail, ...) and all the countries of the counterparty.

 


Image Other templates (Capital, P&L and other information)

  • Excel tools  (Excel 2010 with language settings in English (UK) for both User's System and MS Excel required):

Description What you can get

Other templates

Data aggregated by countries of banks

This Excel file allows to visualise data reported in the templates: capital, P&L, ...  Figures are aggregated by country of the banks.

Other templates

Individual banks' data

This Excel file allows to visualise individual banks' data reported in the templates: capital, P&L, ...