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Czech stress tests show banking sector resilient to shocks

Published 2016-12-12, 10:37 a/m
© Reuters.  Czech stress tests show banking sector resilient to shocks

PRAGUE, Dec 12 (Reuters) - The Czech banking sector remains resilient to adverse economic shocks, the central bank's semi-annual stress tests showed on Monday.

Czech banks have gone through the global financial crisis without any need for public funding, and have retained high capital ratios and profits have held up despite falling interest rates.

"The capitalisation of the sector as a whole would remain above the regulatory minimum of 8 percent even in a stress scenario assuming a hypothetical sizeable decline in economic activity in the Czech Republic and abroad," the central bank said.

"The sector's resilience is based mainly on its high capital ratio, which stood at 17.7 percent at the end of September 2016, and on its robust profitability."

The central bank's baseline risk scenario expected economic growth remaining at around this year's of 2.8 percent in the next two years.

An adverse scenario saw a downturn driven by a drop in external demand, causing domestic recession.

This would lead to doubling of non-performing loan ratios for companies and households, and bank profits would fall by about 40 percent relative to 2015.

One bank would need some 400 million crowns ($15.71 million) in fresh capital under the baseline scenario.

Under the adverse scenario, the banking sector aggregate capital ratio would drop below 13 percent, and eight banks making up 13.5 percent of the sector would need extra capital of about 8.6 billion crowns ($337.69 million), or 0.2 percent of gross domestic product, to reach 8 percent capital adequacy.

The bank said earlier on Monday it left its counter-cyclical capital buffer for banks at 0.5 percent. = 25.4670 Czech crowns)

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