2023 EU Wide EBA Stress Test Our First Glance at Results

Alvarez & Marsal
arc beats above · slides in the middle · loops below · scroll → 2 LOOPS
SETUP TENSION ANALYSIS EVIDENCE RESOLUTION APPENDIX
HOVER FOR DETAILS · CLICK A SLIDE FOR FULLSCREEN · STEP 2
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Slide inventory

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every slide · same image gating as the playbook
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Slide 1
front_matter
Open slide detailBeat · Situation & Context
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front_matter
Open slide detailBeat · Situation & Context
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The slide uses a four-column layout with icons to categorize key findings.summarize
Open slide detailBeat · Situation & Context
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transition
Open slide detailBeat · Situation & Context
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Includes a comparison table of best/worst performers and a list of impact drivers.analyze_data
Open slide detailBeat · Problem & ComplicationLoop · Cost Of Inaction
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The chart uses a stacked bar format to show post-stress CET1 levels against a minimum threshold, with annotations for capital flexibility.analyze_data
Open slide detailBeat · Problem & ComplicationLoop · Cost Of Inaction
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The slide uses a custom 'Picasso graphing' technique to visualize the trajectory of stress test results over time.compare_options
Open slide detailBeat · Problem & ComplicationLoop · Cost Of Inaction
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The chart uses a scatter plot to categorize banks into three zones based on post-stress CET1 levels (No Buffer, Low Buffer, Ample Buffer).analyze_data
Open slide detailBeat · Problem & ComplicationLoop · Cost Of Inaction
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The table includes a 'Depletion Chg. 23 vs 21 (FL)' column and highlights specific quarters for some entries.analyze_data
Open slide detailBeat · Problem & ComplicationLoop · Cost Of Inaction
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The table includes a visual bar chart representation of depletion levels for each bank.analyze_data
Open slide detailBeat · Problem & ComplicationLoop · Cost Of Inaction
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The table uses a bullet-style bar chart visualization for capital depletion levels.analyze_data
Open slide detailBeat · Problem & Complication
12
The table compares fully loaded stressed CET1 depletion for 2022-2025 vs 2020-2023, including a delta column.analyze_data
Open slide detailBeat · Problem & Complication
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The table provides a granular breakdown of credit risk metrics under adverse 2025 scenarios.analyze_data
Open slide detailBeat · Problem & Complication
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transition
Open slide detailBeat · Solution & Approach
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The chart illustrates capital flexibility across European banks based on 2023 EBA Stress Test results.quantify_impact
Open slide detailBeat · Solution & Approach
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The slide details the methodology for P2G calculation based on EBA Stress Test results.present_framework
Open slide detailBeat · Solution & Approach
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The table includes a visual bar chart component for the P2G (Bps) column.analyze_data
Open slide detailBeat · Solution & Approach
18
The table lists 22 banks with their respective P2G (Bps), P2G Bucket, CET1 (%), Total Capital Requirement (%), and Excess Capital (%).analyze_data
Open slide detailBeat · Solution & Approach
19
The table displays Maximum CET1 Depletion, P2G (Bps), P2G Bucket, CET 1 (%), Total Capital Requirement (%), Excess Capital (%), and Quarter for 18 banks.analyze_data
Open slide detailBeat · Solution & Approach
20
The chart uses a 2x2 matrix structure to categorize banks based on median values of P2G and Excess Capital.compare_peers
Open slide detailBeat · Solution & Approach
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transition
Open slide detailBeat · Evidence & ProofLoop · Why Now
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plan_implementation
Open slide detailBeat · Evidence & ProofLoop · Why Now
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establish_context
Open slide detailBeat · Evidence & ProofLoop · Why Now
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The slide uses a structured table format to outline the key parameters of the regulatory stress test.establish_context
Open slide detailBeat · Evidence & ProofLoop · Why Now
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The slide uses a sequential process flow with icons representing each stage.present_framework
Open slide detailBeat · Evidence & ProofLoop · Why Now
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transition
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The table uses sparkline-like bar charts to visualize the difference in basis points between 2023 and 2021 stress test results.analyze_data
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The slide compares ST 2023 vs ST 2021 scenarios for UK and US, showing net shocks and differences in basis points (bps) or percentage points (pp).analyze_data
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transition
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The slide serves as a reference list for the entities analyzed in the stress test report.appendix
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front_matter