The largest banks are close to buffer requirements in stress test

Analysis - May 2018 - No. 5

Authors Korsgaard, Søren
Subject Financial stability; Stress tests reports
Type Analysis
Year 2018
Published 31 May 2018
Danmarks Nationalbank's semiannual stress test of the banking sector shows that the largest banks generally satisfy their buffer requirements in a severe recession scenario. The mortgage banking sector is for the first time included in the stress test, which now focuses on the banks' capital adequacy at the group level.