ST_WS_BOSSteam

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Specific questions: Both banks have roughly the same CAR, however, the <strong>ST</strong> scenarios produce very different effects on them. Why?? Macro-ALL • MINIBANK's portfolio has a higher proportion of non-performing loans. It is therefore more vulnerable than MACROBANK in the event of an adverse macroeconomic scenario. Macro-Crisis • These results are explained by the different structure of the credit portfolio. MINIBANK is more significantly affected due to the higher shares of the „Substandard” and „Compromised” risk category, which are the most impacted in all 3 scenarios in terms increase in provisions Macro-Filter
To sum up • Both banks are well capitalized: MINIBANK has a capital ratio of 36.47% and MICROBANK a capital ratio of 37.34% • The stress test results show that both banks remain resilient to potential shocks and meet the capital requirements under all scenarios analyzed.
Page 1 and 2: MINIBANK & MICROBANK “ BOSS” T
Page 3 and 4: What their likely activities are ba
Page 5 and 6: CARs under various scenarios • Th
Page 7 and 8: Which macroeconomic factor affect t
Page 9 and 10: Which bank characteristics influenc
Page 11: What other stress testing exercises

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