Risk Quantum/European Banking Authority (EBA)
German banks biggest losers in EBA stress tests
Eight German lenders projected to shed €41 billion in CET1 capital under adverse scenario
Deutsche, Barclays breach leverage ratios in EBA stress tests
Five banks fall below 3% regulatory minimum level
European LCRs improve as cash outflows drop and HQLA rises
Greek banks' liquidity buffers lag far behind EU average
EU banks cut €67 billion in non-performing loans
Greece remains the country with the highest NPL ratio, at 45%, followed by Cyprus at 34%
Output floor to constrain almost half of G-Sibs – Basel study
The Basel III output floor will impose the single largest Tier 1 capital requirement on 46% of G-Sibs
Basel III: EU G-Sib capital requirement to jump 25%
Basel III output floor will add 5.4% to minimum required capital
EU banks short €14.6 billion of Basel III capital
Total capital ratios would fall to 14.5% from 18.5% if reform package were implemented today
EU banks slash default risk estimates for corporates by 30%
Probabilities of default fall on average across 39 countries
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
New risk data signals lower EU G-Sib scores
Aggregate 20% drop in Level 3 assets and 7% decrease in intra-financial system liabilities reported in 2017
Bond run hits UniCredit capital buffer, trading income
Bank rides rollercoaster of BTP price plunge