EBA stress test 2025 confirms ABN AMRO’s strong capital position

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Vandaag heeft de European Banking Authority (EBA) de uitkomsten gepubliceerd van de EU-brede stresstest 2025 die onder Europese banken is gehouden, waaronder ABN AMRO. Uitgangspunt van de stresstest was een Bazel IV overgangs-CET1 ratio van 14,19% per ultimo 2024. Het resultaat van de stresstest voor ABN AMRO kwam in het basisscenario uit op een CET1 kapitaalratio van 14,75%, en in het ongunstige scenario op een CET1 kapitaalratio van 10,16%, beide per ultimo 2027.

The 2025 EU-wide stress test does not contain a pass-fail threshold. The stress test is designed by regulators and is used in determining capital requirements as part of the Supervisory Review and Evaluation Process (SREP). It allows the regulator to assess ABN AMRO’s ability to meet prudential requirements under stressed scenarios. The stress test aims to enhance transparency among banks.

Scenarios and assumptions

The adverse stress test scenario was set by the European Central Bank and the European Systemic Risk Board and covers a three-year time horizon (2025-2027). The stress test has been carried out applying a static balance sheet assumption and therefore does not take into account future management actions. It is not a forecast of ABN AMRO profits.

The baseline scenario, mainly impacting net interest income, resulted in a transitional CET1 ratio of 14.75% and a leverage ratio of 5.79%, both at year-end 2027. The adverse scenario, also impacting loan impairments, operating costs and risk-weighted assets, resulted in a decline of the CET1 ratio to 10.16% and a leverage ratio of 4.50%.

The outcome of this stress test will be taken in consideration by the regulator when determining the SREP requirements. ABN AMRO continues to aim for strong capital ratios, even under stress, in accordance with its risk profile.

Templates with detailed results of the EBA EU-wide stress test are available on www.eba.europa.eu.