ING Group was subject to the 2016 EU-wide stress test conducted by the European Banking Authority (EBA) in cooperation with the European Central Bank (ECB), the Dutch Central Bank (DNB), the European Commission and the European Systemic Risk Board (ESRB).
The adverse stress test scenario was set by the ECB/ESRB and covers a three-year time horizon (2016-2018). The stress test has been carried out applying a static balance sheet assumption as at December 2015, and therefore does not take into account current or future business strategies and management actions. It is not a forecast of ING Group’s profits.
Under the hypothetical baseline scenario and EBA’s methodological instructions, ING Group would have a fully loaded common equity Tier 1 capital ratio (CET1) of 12.5% in 2018. Under the hypothetical adverse scenario and EBA’s methodological instructions, ING Group would have a fully loaded CET1 ratio of 9.0% in 2018. ING Group published an actual fully loaded CET1 ratio of 12.7% per 31 December 2015.