| Ratios | Characteristics | All Banks | Hedging | Hedging & Trading | No use | ||||
| (+2%) Shock | 5th Percentile | (+2%) Shock | 5th Percentile | (+2%) Shock | 5th Percentile | (+2%) Shock | 5th Percentile | ||
| ΔE/BVE | Mean | −11.82% | −3.64% | −12.99% | −4.12% | −8.49% | −2.94% | −16.32% | −4.44% |
| Median | −7.90% | −3.13% | −11.55% | −3.41% | −5.86% | −2.59% | −10.17% | −4.13% | |
| Q1 | −20.21% | −4.69% | −30.67% | −5.97% | −10.85% | −3.20% | −27.04% | −5.06% | |
| Q3 | −4.34% | −2.46% | −1.07% | −2.83% | −4.48% | −2.22% | −5.34% | −3.17% | |
| ΔE/MVE | Mean | −10.71% | −3.07% | −12.03% | −3.85% | −7.14% | −2.14% | −15.475% | −4.03% |
| Median | −5.76% | −2.54% | −12.34% | −3.25% | −3.80% | −1.80% | −8.292% | −3.08% | |
| Q1 | −18.32% | −3.92% | −24.21% | −5.17% | −8.44% | −2.25% | −20.657% | −4.22% | |
| Q3 | −1.90% | −1.77% | −0.51% | −2.52% | −1.68% | −0.97% | −5.309% | −2.68% | |
| ΔE/A | Mean | −0.61% | −0.19% | −0.54% | −0.18% | −0.51% | −0.18% | −0.81% | −0.22% |
| Median | −0.56% | −0.18% | −0.57% | −0.17% | −0.44% | −0.18% | −0.65% | −0.22% | |
| Q1 | −1.14% | −0.23% | −1.22% | −0.21% | −0.74% | −0.22% | −1.40% | −0.27% | |
| Q3 | −0.27% | −0.14% | −0.05% | −0.16% | −0.30% | −0.14% | −0.30% | −0.17% | |
| Number of Banks | 39 | 8 | 19 | 12 | |||||