Deutsche Bank, SocGen Among Weakest in European Stress Test

  • Societe Generale also sees big drop in key capital ratio
  • EU banks in aggregate have bolstered their capital strength

Societe Generale headquarters in Paris.

Photographer: Balint Porneczi/Bloomberg

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Deutsche Bank AG and Societe Generale SA emerged among the weakest of the large European lenders in a stress test that regulators will consult when vetting plans on investor payouts.

The German lender’s common equity tier 1 ratio, one of the most important measures of financial strength, fell 620 basis points to 7.4% in an adverse scenario that assumes a prolonged period of low interest rates and a steep contraction of the economy over three years. Societe Generale’s ratio dropped 562 basis points to 7.5% in the European Banking Authority’s assessment, published late Friday.