Key facts
- Commerzbank, Groupe BPCE and Lloyds Banking Group are most sensitive to interest rate shocks.
- Eight European banks face potential losses exceeding 10% of Tier 1 capital under rate shocks.
Commerzbank, Groupe BPCE and Lloyds Banking Group were identified as the European banks most sensitive to interest rate shocks as of the end of June. The assessment, which analyzed 39 lenders, found that eight banks could experience a decline in the economic value of equity (EVE) exceeding 10% of their Tier 1 capital under adverse regulatory shock scenarios.