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Table 6. Slovak Republic: Summary Results of the Stress Tests (2)

(Based on the data of September 30, 2006)

Results

Share of banks in % according to the Tier I CAR

Number of banks according to the Tier I CAR

Test

> 10%

8-10%

6-8%

< 6%

> 10%

8-10%

6-8%

< 6%

95.0

0.0

5.0

0.0

16

0

1

0

Baseline (before shocks)

30.3 95.0 30.3 95.0 50.8

44.2 0.0 63.9 0.0 44.2

20.5 5.0 0.7 5.0 0.0

5.0 0.0 5.0 0.0 5.0

11 16 11 16 13

3 0 4 0 3

2 1 1 1 0

1 0 1 0 1

Interest rate risk Parallel upward shift in the SKK yield curve by 500 bp Slopening of the SKK yield curve 1/ Steepening of the SKK yield curve 2/ Parallel upward shift in the Euro yield curve by 150 bp Parallel upward shift in SKK and EUR interest rates by 200 bp

38

95.0 95.0 95.0

0.0 0.0 0.0

5.0 5.0 5.0

0.0 0.0 0.0

16 16 16

0 0 0

1 1 1

0 0 0

Exchange rate risk Depreciation of the SKK/Euro rate by 4.10 percent 3/ Depreciation of the SKK/US$ rate by 7.86 percent 4/ Depreciation of the SKK against all currencies by 20 percent

66.9

28.1

5.0

0.0

14

2

1

0

Real estate price risk Fall in the residential and commercial real estate prices by 50 percent

46.1 47.5 45.1

44.6 21.8 21.8

0.0 30.8 29.4

9.3 0.0 3.7

10 12 12

4 2 2

0 3 2

3 0 1

Credit risk No credit growth 5/ Granting of loans with higher default rate 6/ Increase in NPLs by 100 percent

1/ 2/ 3/ 4/ 5/ 6/ See footnotes for Table 1.

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