Set a shock and the engine expands it across rates, spreads, FX and equities using historical correlations.
63 series · Sample 2008–2023
Mahalanobis expansion
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Unbiased evaluation of bank equity and debt, focusing on tail risks and capital structure fragility often overlooked by sell-side analysts.
Capital, liquidity, asset quality and profitability compared across UK, EU and US peer groups, with headroom measured against each bank’s own regulatory requirements.
Macro and market shocks run through a six-module top-down engine covering IRRBB, net interest income, deposits, IFRS 9 credit losses and the capital trajectory.
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CET1 ranges from 13.0% to 14.4% across the seven banks, but leverage is the tighter constraint: six sit within 100bps of their requirement, even as RoTE rose at all seven.
CET1 of 14.1% sits at the bottom of HSBC's target range after the Hang Seng buyout; RoTE of 18.2% is the highest of seven European peers, but leverage of 4.9% is now the tighter constraint.
CET1 of 13.1% leaves ING the thinnest MDA buffer of seven European peers (197bps) and the lowest leverage ratio (4.2%); RoTE of 15.3% and NPLs of 1.5% are strengths.
CET1 of 14.4% and an LCR of 177% are the highest among seven European peers; Swiss reform could still require about USD 20bn more CET1 at UBS AG.
Record profit, but CET1 of 13.9% leaves 271bps over MDA and RoTE of 11.9% is the lowest of seven European peers; NPLs are 2.0% but coverage is only 33%.
CET1 of 14.3% ranks second of seven among European peers, but MDA headroom of 210bps is thin; RoTE rose to 14.8%, while leverage and a 420bps BoE stress drawdown are the pressure points.
CET1 of 13.0% is the lowest of seven European peers and leverage of 4.4% sits below the median; RoTE rose to 13.3% but its EBA-basis NPL ratio of 2.9% is the second highest.
All research, benchmarks and stress test projections on RiskView are provided for information and research purposes only and do not constitute investment, credit, legal, regulatory or financial advice. Scenario engine outputs are hypothetical co-movements derived from historical market correlations over 2008–2023 and are not forecasts. RiskView is an AI-enabled portal: parts of the data processing and draft commentary use AI-assisted tools, and while outputs are checked before publication they may contain errors or omissions. Verify figures against the original disclosures before relying on them. Research reports published on RiskView are AI-generated, with key figures spot-checked by Dynamic Strategies; each report carries an AI disclosure.