.jpg)
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% | 0.00 | 0.00 | 0.00 | 0.00 | 1VUB02AE | 0.94 | 10 |
| Aareal Bank AG | 16.39% | 16.29% | 16.48% | 11.76% | 0.00 | 0.00 | 0.00 | 0.00 | ARL | 0.86 | 13 |
| Tatra banka, a.s. | 15.43% | 14.88% | 14.79% | 11.68% | 0.00 | 0.00 | 0.00 | 0.00 | 1TAT01DE | 1.14 | 9.36 |
| Banco BPI, SA | 15.28% | 15.16% | 14.91% | 11.60% | 0.00 | 0.00 | 0.00 | -807.00 | BPI | 1.03 | -4.85 |
| Bankinter, S.A. | 12.04% | 11.67% | 11.63% | 10.80% | 0.00 | 0.00 | 0.00 | 12.70 | BKT | 1.79 | 7.19 |
| Allied Irish Banks plc | 14.99% | 14.64% | 14.29% | 10.26% | 0.00 | 0.00 | 0.00 | 0.00 | AIB | 5.44 | -4.23 |
| Banco Bilbao Vizcaya Argentaria, S.A. | 10.75% | 10.54% | 10.24% | 8.97% | 0.00 | 0.00 | 0.00 | 0.00 | BBVA | 1.6 | 0.87 |
| Banco Santander, S.A. | 10.38% | 10.34% | 11.05% | 8.95% | 0.00 | 0.00 | 0.00 | 0.00 | SAN | 1.77 | 2.1 |
| Credito Emiliano S.p.A. | 10.95% | 10.86% | 10.91% | 8.89% | 0.00 | 0.00 | 0.00 | 0.00 | CE | 1.12 | 6.62 |
| National Bank of Greece, S.A. | 10.69% | 7.52% | 13.32% | 8.87% | 273.28 | 0.00 | 0.00 | 2,500.00 | ETE | 0.91 | 17.9 |
| Groupe Crédit Agricole | 10.97% | 10.79% | 11.07% | 8.83% | 0.00 | 0.00 | 0.00 | 627.00 | ACA | 0.94 | 4.81 |
| Deutsche Bank AG | 13.40% | 13.33% | 12.55% | 8.78% | 0.00 | 0.00 | 0.00 | 9,787.00 | DBK | 0.65 | 0.002 |
| ING Bank N.V. | 10.38% | 10.09% | 10.41% | 8.65% | 0.00 | 0.00 | 0.00 | 0.00 | INGA | 0.92 | 4.94 |
| Alpha Bank, S.A. | 15.87% | 14.05% | 13.32% | 8.45% | 0.00 | 0.00 | 0.00 | 260.00 | ATRUST | 1.59 | 10.8 |
| Banco de Sabadell, S.A. | 10.26% | 10.26% | 10.16% | 8.33% | 0.00 | 0.00 | 0.00 | 6.41 | SAB | 1.02 | 3 |
| Intesa Sanpaolo S.p.A. | 11.95% | 11.70% | 11.23% | 8.31% | 0.00 | 0.00 | 0.00 | 1,756.00 | ISP | 1.05 | 3.63 |
| KBC Group NV | 13.27% | 12.68% | 12.02% | 8.27% | 0.00 | 0.00 | 0.00 | -500.00 | KBC | 1.2 | 4.41 |
| Unione Di Banche Italiane Società Cooperativa Per Azioni | 12.25% | 11.82% | 10.88% | 8.20% | 0.00 | 0.00 | 0.00 | 18.00 | UBI | 0.73 | 2.96 |
| Landesbank Hessen-Thüringen Girozentrale | 12.50% | 12.23% | 11.44% | 8.16% | 0.00 | 0.00 | 0.00 | 0.00 | HLQC | 6.86 | - |
| Société Générale | 10.89% | 10.67% | 10.58% | 8.15% | 0.00 | 0.00 | 0.00 | 186.40 | GLE | 0.62 | 3.32 |
| BNP Paribas | 10.68% | 10.53% | 10.33% | 8.07% | 0.00 | 0.00 | 0.00 | -14.00 | BNP | 0.86 | -1.52 |
| Commerzbank AG | 11.39% | 10.84% | 11.37% | 7.96% | 0.00 | 0.00 | 0.00 | 0.00 | CBK | 0.58 | 1.69 |
| Erste Group Bank AG | 11.17% | 10.00% | 10.12% | 7.58% | 0.00 | 0.00 | 0.00 | 0.00 | EBS | 0.88 | -10.2 |
| Banco Popular Español, S.A. | 10.63% | 10.06% | 10.20% | 7.56% | 0.00 | 0.00 | 0.00 | 120.00 | POP | 1.15 | 3.03 |
| Groupe BPCE | 10.32% | 10.04% | 10.08% | 7.00% | 0.00 | 0.00 | 0.00 | 1,105.07 | KN | 1.19 | 5.43 |
| UniCredit S.p.A. | 9.77% | 9.58% | 9.50% | 6.79% | 0.00 | 0.00 | 0.00 | 1,234.92 | UCG | 0.8 | -6.47 |
| Piraeus Bank, S.A. | 13.68% | 9.98% | 11.40% | 6.68% | 0.00 | 0.00 | 0.00 | 1,000.00 | TPEIR | 0.97 | -12.4 |
| Mediobanca - Banca di Credito Finanziario S.p.A. | 9.25% | 8.40% | 9.00% | 6.24% | 0.00 | 0.00 | 0.00 | 0.00 | MB | 0.77 | 6.23 |
| Caixa Geral de Depósitos, SA | 10.85% | 10.41% | 9.40% | 6.09% | 0.00 | 0.00 | 0.00 | 0.00 | MPIO | 0.11 | - |
| Liberbank, S.A. | 8.66% | 7.82% | 8.51% | 5.62% | 32.24 | 0.00 | 0.00 | 636.70 | LBK | 1.33 | 3.88 |
| Eurobank Ergasias, S.A. | 10.62% | 7.81% | 15.13% | 5.45% | 70.66 | 0.00 | 17.55 | 2,864.00 | EUROB | 0.82 | -36.7 |
| Banca Popolare Dell'Emilia Romagna - Società Cooperativa | 9.15% | 8.37% | 8.33% | 5.22% | 0.00 | 0.00 | 127.60 | 759.14 | BPE | 0.85 | -0.15 |
| Dexia NV | 16.36% | 15.80% | 10.77% | 4.95% | 0.00 | 0.00 | 339.41 | 0.00 | DEXB | 0.016 | -30.4 |
| Banco Popolare - Società Cooperativa | 10.06% | 7.94% | 6.70% | 4.73% | 34.13 | 693.29 | 427.47 | 1,755.60 | BP | 0.59 | -5.82 |
| Banca Popolare di Sondrio, Società Cooperativa per Azioni | 8.15% | 7.37% | 7.24% | 4.20% | 148.10 | 183.23 | 317.56 | 343.27 | BPSO | 0.78 | 5.01 |
| Banca Popolare Di Milano - Società Cooperativa A Responsabilità Limitata | 7.29% | 6.89% | 6.54% | 3.97% | 482.42 | 647.40 | 683.77 | 518.50 | PMI | 0.65 | 2.87 |
| Banca Piccolo Credito Valtellinese, Società Cooperativa | 8.79% | 7.52% | 6.95% | 3.51% | 88.05 | 196.99 | 376.66 | 415.00 | CVAL | 0.49 | 0.27 |
| Banco Comercial Português, SA | 12.22% | 10.26% | 8.84% | 2.99% | 0.00 | 0.00 | 1,137.15 | -8.00 | BCP | 2.27 | -19.8 |
| Österreichische Volksbanken-AG | 11.48% | 10.32% | 7.22% | 2.06% | 0.00 | 191.40 | 864.72 | 0.00 | VBPS | 0.93 | -28.1 |
| Banca Monte dei Paschi di Siena S.p.A. | 10.19% | 6.99% | 6.01% | -0.09% | 845.37 | 1,515.59 | 4,249.52 | 2,138.75 | BMPS | 0.52 | -15.5 |
| Hellenic Bank Public Company Ltd | 7.63% | 5.22% | 6.17% | -0.49% | 125.81 | 84.63 | 276.55 | 100.90 | HB | 0.74 | -54.4 |
| Banca Carige S.P.A. - Cassa di Risparmio di Genova e Imperia | 5.17% | 3.88% | 2.34% | -2.36% | 951.60 | 1,321.09 | 1,834.57 | 1,021.17 | CRG | 0.36 | -67 |
Les 20 plus grandes banques
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.
RépondreSupprimerMartin
www.investir-a-la-bourse.com