Global Bank Stress Test-2021-11-08-CEF
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Results: Capital Shortfalls in Illustrative Scenario<br />
(Maximum capital shortfall over 2020-2022, as percent of 2019 GDP)<br />
• CET1 ratio threshold = 4.5 percent<br />
Capital Shortfalls, Initial and Minimum CET1 Ratio<br />
Percent of GDP<br />
3.0<br />
2.5<br />
2.0<br />
1.5<br />
1.0<br />
0.5<br />
Capital shortfall in percent of GDP<br />
Initial capital ratio (RHS)<br />
Capital ratio at trough (RHS)<br />
Percent<br />
25<br />
20<br />
15<br />
10<br />
5<br />
0.0<br />
1 2 3 4 5 6 7 8 9 10 <strong>11</strong> 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29<br />
0<br />
Sources: IMF staff calculations.<br />
18
Change language