Investor Presentaiton
EU-wide stress tests results overview
Historical stress test CET1 FL (1)
Adverse Scenario, %
2021 stress test CET1 FL (1)
Adverse scenario, %
8.1%
-0.8%
2014
2.1%
Alpha Bank Greek Peers Average
9.7%
8.3%
6.5%
6.8%
-0.4%
2015
2018
2021
8.3%
7.6%
6.5%
6.4%
Alpha Bank
Peer 1
Peer 2
Peer 3
Alpha Bank has successfully concluded the 2021 EU-wide stress test
■ No hurdle rate or capital thresholds were applied for this exercise but was designed to be used as an important input in the Supervisory Evaluation Process (SREP)
■ The starting point of the exercise was 31-Dec-20, and does not include capital strengthening (i.e. Tier II issuance, Share Capital Increase) and balance sheet
de-risking (i.e. Galaxy transaction) actions post Dec-20 which would further increase Alpha Bank's buffer vs its peers
Alpha Bank's CET1 FL pro forma for share capital increase in July 2021 in adverse scenario is at 10.2% (2)
During the past four stress tests, Alpha Bank's profitability, asset quality and capital position have helped Alpha Bank outperform its peers
■ While the adverse scenario results have differed over the years, Alpha Bank's strong capital position has been consistently proven
Source: EBA and company financial disclosure. 1 | Last year of ST period. 2 | Bank's calculation which has not been quality assured by the ECB as part of the stress test.
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ALPHA
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