Commerz, Lloyds, BPCE top European banks for interest rate sensitivity
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Eight lenders face potential EVE losses exceeding 10% of Tier 1 capital under rate shocks
Commerzbank, Groupe BPCE and Lloyds Banking Group reported the greatest sensitivity to interest rate shocks among 39 European banks at the end of June, as measured by the potential decline in economic value of equity (EVE) relative to Tier 1 capital.
Eight banks would see their EVE fall by an amount equivalent to more than 10% of Tier 1 capital under their most adverse regulatory shock scenarios
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