Stress tests

In concert with 50 other European banks, Danske Bank participated in an EU-wide stress test conducted by the European Banking Authority (EBA) in the spring of 2016. The purpose of the stress test was to assess the health of the European banking sector and the ability of the individual banks to absorb losses in various economic scenarios. According to the test, Danske Bank complies with the capital requirements with a solid margin.

The stress test was based on risk management and financial reporting figures at 31 December 2015, and it is based on two macroeconomic scenarios for the years 2016-2018 - a baseline scenario and an adverse scenario.

The result of the stress test is that Danske Bank Group's common equity tier 1 (CET1) capital ratio at the end of 2018 is calculated to be 17.7% and 14.0%, respectively, in the baseline and adverse scenarios. Danske Bank Group's total capital ratio at the end of 2018 is calculated to be 22.7% and 18.9%, respectively, in the baseline and adverse scenarios.

A CET1 capital ratio at the end of 2018 of 14% corresponds to a capital buffer of 3.7% in relation to the gradually phased-in capital requirements. A total capital ratio of 18.9% corresponds to a capital buffer of 3.9%, or just over DKK 30 billion.

In relation to the fully phased-in CRR/CRD IV requirements, the capital buffer of the CET1 capital and the total capital amounts to 2.5% and 1.1%, respectively.

The results of Danske Bank's stress test are available at danskebank.com/stress-test

 

​2016

Danske Bank EBA stress test results


 
​2012
Download results - capital test

 

​2011
Download results - capital test
Download results - stress test
Download EBA macro scenarios

 

2010
Download results in DKK - stress test
Download results in EUR - stress test


Last updated on 29 July 2016

 

What is the EBA?

The EBA (European Banking Authority) took over the supervision of the European banking sector from the CEBS (Committee of European Banking Supervisors) on 1 January 2011. The national supervisory authorities are members of the EBA. Central banks without supervisory responsibility participate as observers.

The EBA advises EU institutions on political and legislative issues regarding banking supervision and also promotes collaboration and convergence of supervisory practices in the EU through guidelines and recommendations for credit institutions and national authorities.

Visit eba.europa.eu and read more about EBAs' EU capital and stress test
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