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Deutsche Bank meets requirements of ECB Comprehensive Assessment

dimanche 26 octobre 2014

Deutsche Bank confirmed today the results of the Comprehensive Assessment exercise carried out by the European Central Bank (ECB) in close collaboration with the European Banking Authority (EBA). This exercise comprised both an Asset Quality Review (AQR) and a Stress Test in which the capital adequacy of banks under review was tested under different stress scenarios, and measured against minimum threshold levels in each scenario.

As at 31 December 2013, Deutsche Bank’s pro-forma CRD4 Common Equity Tier 1 (CET1) Ratio was 14.57% before phase-in. Allowing for 20% phase-in as per CRD4 requirements which took effect from January 1, 2014, and including adjustments for Prudential Valuation, this ratio was 13.40%.

For Deutsche Bank, the principal findings of the Comprehensive Assessment were as follows :

  • Comprehensive Assessment.
  • The Asset Quality Review found that no significant adjustments were required to Deutsche Bank’s values or ratios. The Bank’s pro-forma CRD4 CET1 ratio as at January 1, 2014 after AQR thus remained almost unchanged at 13.33%. This ratio exceeds the required threshold ratio of 8% by 533 basis points.
  • The Stress Test found that under the ‘baseline’ scenario, Deutsche Bank’s pro-forma CRD4 CET1 Ratio would be 12.55%. This ratio exceeds the required threshold ratio of 8% by 455 basis points.
  • The Stress Test found that under the ‘adverse’ scenario, Deutsche Bank’s pro-forma CRD4 CET1 Ratio would be 8.78%. This ratio exceeds the required threshold ratio of 5.5% by 328 basis points.
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