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dimanche 26 octobre 2014

Bancaires cotées en bourse et Stress Test

25 banques échouent au ‘Stress Test’  européen principalement des Italiennes, mais aussi Portugaises, Grecques, Chypriote, Autrichienne et Belge.

Je n’ai repris, dans ce tableau basé sur les résultats de la BCE que les banques cotées en bourse et que j’ai triées sur le scénario le plus négatif.

J’y ai ajouté le ratio cours sur la valeur comptable tangible P/BT et le ROE pour être plus complet.

Les banques ayant échoué sont en rose à la fin du tableau, 12 banques ont déjà procédé à une augmentation de capital, les autres ont 2 semaines pour présenté aux autorités européennes leur plan pour combler ce manque de capital et auront un délai de 6 à 9 mois  pour se conformer aux exigences de la BCE.


Bank Year-end 2013 CET1%
(%)
AQR-adjusted CET1%
(%)
Adjusted CET1 Ratio after Baseline Scenario
(%)
Adjusted CET1 Ratio after Adverse Scenario
(%)
Capital shortfall to threshold of 8% for AQR adjusted CET1 Ratio
 (Mill. EUR)
Capital shortfall to threshold of 8% in Baseline Scenario
(Mill. EUR)
Capital shortfall to threshold of 5.5% in Adverse Scenario
(Mill. EUR)
Net effect of previous CET1 capital actions performed1
(Mill EUR)
Ticker P/TB ROE %
Všeobecná úverová banka, a.s.16.01%15.76%15.92%13.82%0.000.000.000.001VUB02AE0.9410
Aareal Bank AG16.39%16.29%16.48%11.76%0.000.000.000.00ARL0.8613
Tatra banka, a.s.15.43%14.88%14.79%11.68%0.000.000.000.001TAT01DE1.149.36
Banco BPI, SA15.28%15.16%14.91%11.60%0.000.000.00-807.00BPI1.03-4.85
Bankinter, S.A.12.04%11.67%11.63%10.80%0.000.000.0012.70BKT1.797.19
Allied Irish Banks plc14.99%14.64%14.29%10.26%0.000.000.000.00AIB5.44-4.23
Banco Bilbao Vizcaya Argentaria, S.A.10.75%10.54%10.24%8.97%0.000.000.000.00BBVA1.60.87
Banco Santander, S.A.10.38%10.34%11.05%8.95%0.000.000.000.00SAN1.772.1
Credito Emiliano S.p.A.10.95%10.86%10.91%8.89%0.000.000.000.00CE1.126.62
National Bank of Greece, S.A.10.69%7.52%13.32%8.87%273.280.000.002,500.00ETE0.9117.9
Groupe Crédit Agricole10.97%10.79%11.07%8.83%0.000.000.00627.00ACA0.944.81
Deutsche Bank AG13.40%13.33%12.55%8.78%0.000.000.009,787.00DBK0.650.002
ING Bank N.V.10.38%10.09%10.41%8.65%0.000.000.000.00INGA0.924.94
Alpha Bank, S.A.15.87%14.05%13.32%8.45%0.000.000.00260.00ATRUST1.5910.8
Banco de Sabadell, S.A.10.26%10.26%10.16%8.33%0.000.000.006.41SAB1.023
Intesa Sanpaolo S.p.A.11.95%11.70%11.23%8.31%0.000.000.001,756.00ISP1.053.63
KBC Group NV13.27%12.68%12.02%8.27%0.000.000.00-500.00KBC1.24.41
Unione Di Banche Italiane Società Cooperativa Per Azioni12.25%11.82%10.88%8.20%0.000.000.0018.00UBI0.732.96
Landesbank Hessen-Thüringen Girozentrale12.50%12.23%11.44%8.16%0.000.000.000.00HLQC6.86-
Société Générale10.89%10.67%10.58%8.15%0.000.000.00186.40GLE0.623.32
BNP Paribas10.68%10.53%10.33%8.07%0.000.000.00-14.00BNP0.86-1.52
Commerzbank AG11.39%10.84%11.37%7.96%0.000.000.000.00CBK0.581.69
Erste Group Bank AG11.17%10.00%10.12%7.58%0.000.000.000.00EBS0.88-10.2
Banco Popular Español, S.A.10.63%10.06%10.20%7.56%0.000.000.00120.00POP1.153.03
Groupe BPCE10.32%10.04%10.08%7.00%0.000.000.001,105.07KN1.195.43
UniCredit S.p.A.9.77%9.58%9.50%6.79%0.000.000.001,234.92UCG0.8-6.47
Piraeus Bank, S.A.13.68%9.98%11.40%6.68%0.000.000.001,000.00TPEIR0.97-12.4
Mediobanca - Banca di Credito Finanziario S.p.A.9.25%8.40%9.00%6.24%0.000.000.000.00MB0.776.23
 Caixa Geral de Depósitos, SA10.85%10.41%9.40%6.09%0.000.000.000.00MPIO0.11-
 Liberbank, S.A.8.66%7.82%8.51%5.62%32.240.000.00636.70LBK1.333.88
Eurobank Ergasias, S.A.10.62%7.81%15.13%5.45%70.660.0017.552,864.00EUROB0.82-36.7
Banca Popolare Dell'Emilia Romagna - Società Cooperativa9.15%8.37%8.33%5.22%0.000.00127.60759.14BPE0.85-0.15
 Dexia NV16.36%15.80%10.77%4.95%0.000.00339.410.00DEXB0.016-30.4
Banco Popolare - Società Cooperativa10.06%7.94%6.70%4.73%34.13693.29427.471,755.60BP0.59-5.82
Banca Popolare di Sondrio, Società Cooperativa per Azioni8.15%7.37%7.24%4.20%148.10183.23317.56343.27BPSO0.785.01
Banca Popolare Di Milano - Società Cooperativa A Responsabilità Limitata7.29%6.89%6.54%3.97%482.42647.40683.77518.50PMI0.652.87
Banca Piccolo Credito Valtellinese, Società Cooperativa8.79%7.52%6.95%3.51%88.05196.99376.66415.00CVAL0.490.27
 Banco Comercial Português, SA12.22%10.26%8.84%2.99%0.000.001,137.15-8.00BCP2.27-19.8
 Österreichische Volksbanken-AG11.48%10.32%7.22%2.06%0.00191.40864.720.00VBPS0.93-28.1
 Banca Monte dei Paschi di Siena S.p.A.10.19%6.99%6.01%-0.09%845.371,515.594,249.522,138.75BMPS0.52-15.5
Hellenic Bank Public Company Ltd7.63%5.22%6.17%-0.49%125.8184.63276.55100.90HB0.74-54.4
Banca Carige S.P.A. - Cassa di Risparmio di Genova e Imperia5.17%3.88%2.34%-2.36%951.601,321.091,834.571,021.17CRG0.36-67


Les 20 plus grandes banques


1 commentaire:

  1. Wow! quand ça va mal... Voilà pourquoi je pense que le système bancaire mondial est encore chanbranlant, plusieurs banques reste mal capitalisée et cela est dangereux dans un environnement économique incertain.

    Martin
    www.investir-a-la-bourse.com

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