Global Bank Stress Test-2021-11-08-CEF
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Results: Impact on CET1 Ratio (by group of banks or<br />
countries)<br />
I. Capital Ratio Dynamics Over <strong>Stress</strong> <strong>Test</strong>ing Horizon<br />
CET1 Ratio<br />
(In percent)<br />
Baseline Adverse1 Adverse2<br />
III. Contributions Plot<br />
Scenario 1 Baseline OK<br />
Scenario 2 Adverse1 OK<br />
Year 3<br />
25<br />
20<br />
15<br />
10<br />
5<br />
0<br />
Y0 Y1 Y2 Y3 Y4 Y5<br />
Y0 Y1 Y2 Y3 Y4 Y5<br />
Baseline 14.5 12.7 14.7 16.3 17.8 19.3<br />
Adverse1 14.5 10.5 10.0 9.3 <strong>11</strong>.0 12.0<br />
Adverse2 14.5 10.0 9.0 9.8 12.0 14.0<br />
NII: N<br />
NTI:<br />
NFC<br />
OCI:<br />
Othe<br />
RWA<br />
Sources: IMF staff calculations.<br />
NII: Net interest income<br />
NTI: Net trading income<br />
NFCI: Net fees and commission income<br />
OCI: Other comprehensive income<br />
Other: Other income/expense<br />
RWA: Risk weighted assets 16
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