Strategy 2030: Investments to Future-Proof SEB
38
EBA stress test 2021 confirms SEB's robust capital
position
Year-end CET1 ratio under the Adverse scenario (%)
Adverse scenario assumptions -cumulative GDP change (%)
16.9
16.7
SEB
DNB
SHB
Volkswagen
LF Bank
16.2
15.5
15.4
15.2
15.2
15.0
Swedbank
KBC
Nykredit
14.9
14.0
13.8
Belfius
13.7
CGD
Pekao
PKO Bank
ABN
Nordea
13.4
Crédit Mut.
13.4
OP
12.7
SBAB
12.0
Jyske
11.6
Danske
11.3
LBP
11.3
OTP
11.2
Bankinter
11.1
ING
11.0
Crédit Ag.
10.6
BPCE
10.2
DZ
10.2
Erste
10.2
Rabobank
10.0
BayernLB
10.0
Medioban.
9.7
Intesa
9.4
UniCredit
9.2
RBI
9.0
AIB
8.8
BBVA
8.7
Santander
8.7
Helaba
8.6
LBBW
8.4
BNPP
8.2
Commerz.
8.2
BCP
8.1
BOI
8.1
SocGen
7.5
ᎠᏴ
7.4
BPM
7.0
Sabadell
6.5
HSBC CE
5.9
MPS
NWB and BNG excluded, as not directly comparable banking model.
-2.8
-3.3
Finland
generation (%)
Baseline scenario CET1
Norway
-3.6
-4.1
EU
Denmark
-4.4
Sweden
generation (%)
Adverse scenario CET1
2.1
1.9
0.7
0.8
1.7
0.1
1.3
0.3
1.1
1.3
-0.1
-0.8
-0.1
0.8
0.8
0.9
-1.6
2021
2022
2023
2021
-1.6
2022
2023
-SEB
-Regional peers
EU/EEA Average
Regional peers include Danske Bank, DNB, Handelsbanken, Nordea, Nykredit, OP and Swedbank
SEBView entire presentation