Four UK banks improve resilience to stress tests compared with 2018
Aggregate CET1 capital ratio headroom over hurdle rate improves by 50 basis points
Barclays, Lloyds, RBS and Standard Chartered cleared the 2019 Bank of England stress-test capital requirements with more room to spare than in 2018, Risk Quantum analysis shows.
Each of the seven stress-test participants had to exceed minimum stressed Common Equity Tier 1 (CET1) capital ratio targets – or hurdle rates – set by the BoE.
In aggregate, the participants cleared the minimum hurdle rate by 240 basis points, compared with 190bp in 2018.
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