Global Bank Stress Test-2021-11-08-CEF
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Results: Drivers of Changes in CET1 Ratios<br />
(Across regions, groups)<br />
Contributions to CET1 Ratio Differences: June 2020 Baseline - January 2020<br />
Baseline<br />
(In percentage points, June 2020 baseline minus January 2020 WEO baseline in 2020)<br />
2<br />
-2<br />
-6<br />
-10<br />
-14<br />
<strong>Global</strong> Western Hemisphere Asia Pacific and Africa Europe<br />
Loan losses NII NFCI<br />
NTI OCI Other<br />
Tax Dividends RWA<br />
CET1 ratio differences<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 />
RWA: Risk weighted assets 17
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