Cumulative 3y: Gains or (-) losses on financial assets and liabilities held for trading or designated at fair value through profit and loss, net
-
-360.31
-1,353.43
Cumulative 3y: Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss
-
-2,620.11
-5,479.92
Cumulative 3y: Profit or (-) loss for the year
-
4,282.13
-401.01
Coverage ratio - Default stock
45.68%
33.77%
33.22%
Common Equity Tier 1 capital
18,004.58
19,893.17
16,252.73
Common Equity Tier 1 ratio, %
16.1%
17.7%
14.0%
Fully loaded Common Equity Tier 1 ratio, %
15.5%
17.7%
14.0%
Tier 1 capital
20,707.00
22,227.27
18,586.83
Total leverage ratio exposures
438,746.83
438,746.83
438,746.83
Leverage ratio, %
4.7%
5.1%
4.2%
Fully loaded leverage ratio, %
4.3%
4.9%
4.0%
Memorandum Items
Item
Baseline Scenario
Adverse Scenario
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period (cumulative conversions)
-
0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event
-
1,481
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario
-
0
Country-Specific Data
Denmark
Category
A-IRB Non-defaulted
A-IRB Defaulted
F-IRB Non-defaulted
F-IRB Defaulted
Risk Exposure Amounts (Non-defaulted)
Risk Exposure Amounts (Defaulted)
Stock of Provisions (Non-defaulted)
Stock of Provisions (Defaulted)
Coverage Ratio - Default Stock
Central banks and central governments
0
0
0
0
0
0
0
0
0.0%
Institutions
1,833
0
0
0
316
0
0
0
0.0%
Corporates
60,628
1,972
8,532
210
18,443
944
770
852
43.2%
Corporates - Of Which: Socialised Lending
0
0
0
0
0
0
0
0
93.6%
Corporates - Of Which: SME
13,336
394
1,133
56
2,474
128
0
0
71.7%
Retail
77,039
719
0
0
8,777
1,508
433
446
52.7%
Retail - Secured on real estate property
61,614
317
0
0
5,808
896
423
379
45.7%
Retail - Secured on real estate property - Of Which: SME
3,850
408
0
0
748
1,243
92
33
80.4%
Retail - Secured on real estate property - Of Which: non-SME
57,565
272
0
0
3,732
641
361
268
34.4%
Retail - Other Retail
15,625
402
0
0
2,973
612
382
322
80.1%
Retail - Other Retail - Of Which: SME
1,256
81
0
0
544
115
35
11
65.9%
Retail - Other Retail - Of Which: non-SME
2,673
12
0
0
668
21
361
315
74.9%
IRR TOTAL
29,913
174
33
0
11,145
319
41
63
36.4%
Sweden
Category
A-IRB Non-defaulted
A-IRB Defaulted
F-IRB Non-defaulted
F-IRB Defaulted
Risk Exposure Amounts (Non-defaulted)
Risk Exposure Amounts (Defaulted)
Stock of Provisions (Non-defaulted)
Stock of Provisions (Defaulted)
Coverage Ratio - Default Stock
Central banks and central governments
0
0
0
0
0
0
0
0
0.0%
Institutions
3,777
0
0
0
406
0
0
0
0.0%
Corporates
2,511
1
6
0
824
8
1
0
49.3%
Corporates - Of Which: SME
4
0
0
0
4
0
0
0
0.0%
Retail
163
2
0
0
21
7
0
0
68.1%
Retail - Secured on real estate property
100
1
0
0
12
6
0
0
45.4%
Retail - Secured on real estate property - Of Which: SME
1
0
0
0
0
0
0
0
45.4%
Retail - Secured on real estate property - Of Which: non-SME
99
1
0
0
12
6
0
0
91.7%
Retail - Other Retail
63
1
0
0
8
1
0
1
0.0%
IRR TOTAL
6,451
3
6
0
1,250
15
0
2
61.7%
Finland
Category
A-IRB Non-defaulted
A-IRB Defaulted
F-IRB Non-defaulted
F-IRB Defaulted
Risk Exposure Amounts (Non-defaulted)
Risk Exposure Amounts (Defaulted)
Stock of Provisions (Non-defaulted)
Stock of Provisions (Defaulted)
Coverage Ratio - Default Stock
Central banks and central governments
0
0
0
0
0
0
0
0
0.0%
Institutions
199
0
0
0
36
0
0
0
0.0%
Corporates
2,730
4
0
0
1,791
0
0
0
0.0%
Corporates - Of Which: SME
13,336
394
1,133
56
2,474
128
0
0
71.7%
Retail
23,024
490
0
0
4,237
756
92
381
80.4%
Retail - Secured on real estate property
79,559
408
0
0
9,514
1,243
433
379
52.7%
Retail - Secured on real estate property - Of Which: SME
4,165
49
0
0
748
140
6
15
22.3%
Retail - Secured on real estate property - Of Which: non-SME
75,395
357
0
0
8,865
1,102
361
315
77.2%
Retail - Other Retail
23,024
490
0
0
4,237
756
92
381
77.7%
Retail - Other Retail - Of Which: SME
2,060
81
0
0
544
115
29
66
80.4%
Retail - Other Retail - Of Which: non-SME
21,364
408
0
0
3,732
641
361
315
74.9%
IRR TOTAL
246,083
3,365
8,532
210
60,041
4,239
1,318
1,574
47.3%
Germany
Category
A-IRB Non-defaulted
A-IRB Defaulted
F-IRB Non-defaulted
F-IRB Defaulted
Risk Exposure Amounts (Non-defaulted)
Risk Exposure Amounts (Defaulted)
Stock of Provisions (Non-defaulted)
Stock of Provisions (Defaulted)
Coverage Ratio - Default Stock
Central banks and central governments
0
0
0
0
0
0
0
0
-
Institutions
3,098
0
0
0
141
0
0
0
-
Corporates - Of Which: Specialised Lending
1,608
17
0
0
644
11
1
0
57.9%
Corporates - Of Which: SME
0
0
0
0
0
0
0
0
-
Retail
12
0
0
0
8
0
0
0
-
Retail - Secured on real estate property
76
7
0
0
14
11
1
6
81.4%
Retail - Secured on real estate property - Of Which: SME
59
0
0
0
0
5
0
0
28.1%
Retail - Secured on real estate property - Of Which: non-SME
2
0
0
0
1
1
0
0
0.0%
Retail - Qualifying Revolving
57
1
0
0
8
5
0
0
30.1%
Retail - Other Retail
0
0
0
0
0
0
0
0
-
Retail - Other Retail - Of Which: SME
2
0
0
0
0
0
0
0
5.2%
Retail - Other Retail - Of Which: non-SME
16
0
0
0
5
5
0
0
95.6%
IRR TOTAL
4,784
24
0
0
799
22
15
16
65.8%
Ireland
Category
A-IRB Non-defaulted
A-IRB Defaulted
F-IRB Non-defaulted
F-IRB Defaulted
Risk Exposure Amounts (Non-defaulted)
Risk Exposure Amounts (Defaulted)
Stock of Provisions (Non-defaulted)
Stock of Provisions (Defaulted)
Coverage Ratio - Default Stock
Central banks and central governments
0
0
0
0
0
0
0
0
0.0%
Institutions
123
0
0
0
23
0
0
0
0.0%
Corporates
1,727
204
1
0
960
983
1
0
56.4%
Corporates - Of Which: SME
1
4
0
0
1
22
0
0
84.8%
Retail
3
0
0
0
1
0
0
0
83.9%
Retail - Secured on real estate property
2
0
0
0
1
0
0
0
0.0%
Retail - Secured on real estate property - Of Which: SME
0
0
0
0
0
0
0
0
0.0%
Retail - Secured on real estate property - Of Which: non-SME
0
0
0
0
1
0
0
0
0.0%
Retail - Other Retail
1
0
0
0
0
0
0
0
83.9%
IRR TOTAL
2,934
4
8,289
210
1,033
2
114
0
56.4%
Summary of Key Points
Danske Bank participated in the 2016 EU-wide Stress Test.
The test assessed the bank's financial resilience under baseline and adverse scenarios.
Under the baseline scenario, the bank reported a profit of 4,282.13 mln EUR for the 3-year period, while under the adverse scenario, it reported a loss of 401.01 mln EUR.
The Common Equity Tier 1 ratio dropped from 16.1% to 14.0% in the adverse scenario, indicating a potential weakening of capital adequacy.
The leverage ratio increased from 4.7% to 5.1% under the baseline scenario but decreased to 4.2% under the adverse scenario.
Coverage ratios for default stock decreased from 45.68% to 33.22% in the adverse scenario, showing a reduced ability to cover potential losses.
The stock of provisions for defaulted loans varied significantly by category, with notable differences in SME and non-SME segments.
Memorandum items showed that there were no instruments with mandatory conversion in the adverse scenario, but 1,481 mln EUR of Additional Tier 1 and Tier 2 instruments were eligible for regulatory capital conversion or write-down.
