EU stress tests: market risk cuts 107bp off average bank’s CET1

SocGen, Deutsche and UniCredit the hardest hit among EU systemic banks

Market losses stemming from a severe economic downturn would cause a 107 basis point drop in European Union banks’ Common Equity Tier 1 ratio on average, according to the European Banking Authority (EBA).

Under the adverse scenario in the latest EU-wide stress tests, the bloc’s eight global systemically important banks (G-Sibs) would be hit harder than their smaller peers, with market activities shaving 127bp off their CET1 ratio on average. Across the other 42 tested banks, the average loss

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