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1 Projections for 2009–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank , Sparebanken Vest, SpareBank

Further analysis of the stress test of banks’ capital adequacy in Financial Stability 2/2010 by Gøril Bjerkhol Havro, Cathrine Bolstad Træe and Bjørn Helge Vatne in Economic Bulletin 2011. Chart 1 Banks’ post-tax profits in stress scenarios. Percentage of average total assets. 1991–2013 1).

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1 Projections for 2009–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank , Sparebanken Vest, SpareBank

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  1. Further analysis of the stress test of banks’capital adequacy in Financial Stability 2/2010by Gøril Bjerkhol Havro, CathrineBolstad Træe and Bjørn Helge Vatnein Economic Bulletin 2011

  2. Chart 1 Banks’ post-tax profits in stress scenarios. Percentage of average total assets. 1991–20131) 1Projections for 2009–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. 2Including losses onexposures to shipping and theBalticcountries. Sources: StatisticsNorway and Norges Bank

  3. Chart 2 Banks’ loan losses in stress scenarios. Percentage of gross lending. 1987–20131) 1All banks. Projections for 2009–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. 2Including losses onexposures to shipping and theBalticcountries. Sources: StatisticsNorway and Norges Bank

  4. Chart 3 Banks’ Tier 1 capital ratio in stress scenarios. Per cent.1991–20131) 1Projections for 2009–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. 2Including losses onexposures to shipping and theBalticcountries. Includingplannedincreases in Tier 1 capital. Sources: StatisticsNorway and Norges Bank

  5. Chart 4 Banks’ corporate and retail losses in CEBS stress tests and in FS 2/10. Per cent of sector lending. Accumulated losses for 2010–111) 1Projections Sources: CEBS and Norges Bank

  6. Chart 5 Problem loans in stress scenarios with alternative oilpriceassumptions. Percentageof gross lending. Annualfigures. 1998–20131) 1Projections for 2010–2013. Sources: StatisticsNorway and Norges Bank

  7. Chart 6 Problem loans in stress scenarios with alternative exchange rate assumptions. Percentageof gross lending. Annualfigures. 1998–20131) 1Projections for 2010–2013. Sources: StatisticsNorway and Norges Bank

  8. Chart 7 Problem loans in stress scenarios with alternative housepriceassumptions. Percentageof gross lending. Annualfigures. 1998–20131) 1Projections for 2010–2013. Sources: StatisticsNorway and Norges Bank

  9. Chart 8 Bank profits in stress scenarios under different LGD assumptions. Per cent ofaverage total assets. Annualfigures. 2003–20131) 1Projections for 2010–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. Sources: StatisticsNorway and Norges Bank

  10. Chart 9 Banks’ Tier 1 ratios in stress scenarios withdifferent LGD assumptions. Per cent. Annualfigures. 2003–20131) 1Projections for 2010–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. Sources: StatisticsNorway and Norges Bank

  11. Chart 10 Banks’ Tier 1 ratio in a stress scenario with 50% LGD. Per cent. Annual figures. 2003–20131) 1Projections for 2010–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. Sources: StatisticsNorway and Norges Bank

  12. Chart 11 Bank profits in stress scenarios. Per cent. Annualfigures. 2003–20131) 1Projections for 2010–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. Sources: StatisticsNorway and Norges Bank

  13. Chart 12 Banks’ Tier 1 ratio in a stress scenario with 2% annualdecline in thetrading book. Per cent. Annualfigures. 2003–20131) 1Projections for 2010–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. Sources: StatisticsNorway and Norges Bank

  14. Chart 13 Banks’ Tier 1 ratio in a stress scenario withincome from financialassetsequallingworstobservedyear. Per cent. Annualfigures. 2003–20131) 1Projections for 2010–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. Sources: StatisticsNorway and Norges Bank

  15. Chart 14 Bank profits in stress scenario. Per cent. Annualfigures. 2003–20131) 1Projections for 2010–2013 for DnB NOR Bank, Nordea Bank Norge, SpareBank 1 SR-Bank, Sparebanken Vest, SpareBank 1 SMN and SpareBank 1 Nord-Norge. Sources: StatisticsNorway and Norges Bank

  16. Chart 15 Bank profits in stress scenario. Annualfigures. 2000–20131) 1Projections for 2010–2013. All banks in Norwayexcluding foreign branches. Outliersare not shown in thechart. Sources: StatisticsNorway and Norges Bank

  17. Chart 16 Banks Tier 1 ratio in stress scenario. Per cent. Annualfigures. 2000–20131) 1 Projections for 2010–2013. All banks in Norway excluding foreign branches. Outliers are not shown in the chart. Sources: Statistics Norway and Norges Bank

  18. Chart 17 Share of homeowners with loan-to-value ratio of more than 100%1) 1Projections for 2010–2013. Sources: StatisticsNorway and Norges Bank

  19. Chart 18 Share of homeowners with interest expenses above 20% of post-tax income1) 1Projections for 2010–2013. Sources: StatisticsNorway and Norges Bank

  20. Chart 19 Share of homeowners with loan-to-value ratio above 100% and interest expenses exceeding 20% of post-tax income1) 1Projections for 2010–2013. Sources: StatisticsNorway and Norges Bank

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