Ranking of banks based on the surplus of the E-ΔCoVaR over ΔCoVaR: Subperiods
| Bank | Country | 2007–2009 | 2010–2013 | 2014–2019 | 2020–2021 | 2022–2023 |
|---|---|---|---|---|---|---|
| Intesa San Paolo S.p.A | Italy | 9.01% | 6.50% | 7.33% | 5.27% | 2.17% |
| Société Générale S.A. | France | 12.63% | 5.14% | 5.57% | 4.90% | 3.40% |
| Deutsche Bank A.G. | Germany | 13.61% | 9.50% | 4.54% | 5.05% | 7.36% |
| Commerzbank A.G. | Germany | 9.72% | 8.05% | 12.46% | 8.87% | 6.75% |
| KBC Group N.V. | Brussels | 11.08% | 11.65% | 11.59% | 8.95% | 7.50% |
| UniCredit S.p.A | Italy | 11.87% | 10.45% | 12.23% | 9.54% | 8.01% |
| ING Bank N.V. | The Netherlands | 12.05% | 11.97% | 9.82% | 13.33% | 7.10% |
| Skandinaviska Enskilda Banken A.B. | Sweden | 15.24% | 11.96% | 9.87% | 8.68% | 10.86% |
| Swedbank A.B. | Sweden | 23.83% | 14.61% | 13.56% | 15.65% | 7.63% |
| Erste Group Bank A.G. | Austria | 36.81% | 19.28% | 17.54% | 18.18% | 12.21% |
| Eurobank E.S.&H. S.A. | Greece | 27.88% | 27.84% | 22.57% | 31.93% | 15.07% |
| OTP Bank Nyrt | Hungary | 35.14% | 32.03% | 27.50% | 22.54% | 12.31% |
| Raiffeisen Bank IA.G. | Austria | 64.02% | 34.05% | 24.52% | 31.51% | 20.01% |
| ING Bank Śląski S.A. | Poland | 73.80% | 70.06% | 36.13% | 11.24% | 4.80% |
| BRD – Groupe Société Générale S.A. | Romania | 60.48% | 35.43% | 19.07% | ||
| VTB PAO | Russia | 55.17% | 41.05% | 39.45% | 45.47% | |
| mBank S.A. | Poland | 52.96% | 65.40% | 23.07% | 11.41% | |
| Banca Transilvania S.A. | Romania | 84.99% | 23.65% | 17.60% | ||
| Sberbank PA.O. | Russia | 77.96% | 57.08% | 55.07% | 37.60% | |
| Powszechna Kasa Oszczędności Bank Polski S.A. | Poland | 77.98% | 79.43% | 65.17% | 42.64% | 22.10% |
| Bank | Country | 2007–2009 | 2010–2013 | 2014–2019 | 2020–2021 | 2022–2023 |
|---|---|---|---|---|---|---|
| Intesa San Paolo S.p.A | Italy | 9.01% | 6.50% | 7.33% | 5.27% | 2.17% |
| Société Générale S.A. | France | 12.63% | 5.14% | 5.57% | 4.90% | 3.40% |
| Deutsche Bank A.G. | Germany | 13.61% | 9.50% | 4.54% | 5.05% | 7.36% |
| Commerzbank A.G. | Germany | 9.72% | 8.05% | 12.46% | 8.87% | 6.75% |
| KBC Group N.V. | Brussels | 11.08% | 11.65% | 11.59% | 8.95% | 7.50% |
| UniCredit S.p.A | Italy | 11.87% | 10.45% | 12.23% | 9.54% | 8.01% |
| ING Bank N.V. | The Netherlands | 12.05% | 11.97% | 9.82% | 13.33% | 7.10% |
| Skandinaviska Enskilda Banken A.B. | Sweden | 15.24% | 11.96% | 9.87% | 8.68% | 10.86% |
| Swedbank A.B. | Sweden | 23.83% | 14.61% | 13.56% | 15.65% | 7.63% |
| Erste Group Bank A.G. | Austria | 36.81% | 19.28% | 17.54% | 18.18% | 12.21% |
| Eurobank E.S.&H. S.A. | Greece | 27.88% | 27.84% | 22.57% | 31.93% | 15.07% |
| OTP Bank Nyrt | Hungary | 35.14% | 32.03% | 27.50% | 22.54% | 12.31% |
| Raiffeisen Bank IA.G. | Austria | 64.02% | 34.05% | 24.52% | 31.51% | 20.01% |
| ING Bank Śląski S.A. | Poland | 73.80% | 70.06% | 36.13% | 11.24% | 4.80% |
| BRD – Groupe Société Générale S.A. | Romania | 60.48% | 35.43% | 19.07% | ||
| VTB PAO | Russia | 55.17% | 41.05% | 39.45% | 45.47% | |
| mBank S.A. | Poland | 52.96% | 65.40% | 23.07% | 11.41% | |
| Banca Transilvania S.A. | Romania | 84.99% | 23.65% | 17.60% | ||
| Sberbank PA.O. | Russia | 77.96% | 57.08% | 55.07% | 37.60% | |
| Powszechna Kasa Oszczędności Bank Polski S.A. | Poland | 77.98% | 79.43% | 65.17% | 42.64% | 22.10% |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.