Indikation på finansiel stress i Dansk Bank i februar 2008

I et Working paper fra Nationalbanken med titlen “Systemic risk in danish banks: implementing risk in a danish context” hedder det:, at “This paper calculates SRISK for the four major listed banking groups operating in Denmark: Danske Bank, Jyske Bank, Sydbank and Nordea. We find that SRISK indicates a shortage of capital under stress during 2008 for all banks. The decrease in capitalization began in early 2007 and Danske Bank faced a capital shortage as early as February 2008 according to SRISK. The information from market data were a substantial driver behind the decrease in capitalization and the capital shortfall, underlining how SRISK is a market-based stress test. SRISK for the Danish financial sector reached its maximum in March 2009. This was just after Bank Rescue Package II (the ”credit package”) was adopted in Denmark.”