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Bank of England to test UK lenders' resilience to 35 pct fall in house prices

Published 29/04/2014, 12:38

LONDON - April 29 (Reuters) - Britain's lenders will have to show they hold enough capital to withstand a near 35 percent slump in house prices and a spike in interest rates to 4 percent, the Bank of England said on Tuesday.

The Bank's Prudential Regulation Authority said eight of Britain's biggest banks and building societies will have to undergo the so-called stress test, in some cases on top of separate European Union tests also announced on Tuesday.

The results of Britain's add-on test will be published after the EU test outcome has been made public in October but before the end of the year.

Banks will have to show they would still have a core capital ratio of equivalent to at least 4.5 percent of their risk weighted assets if hit by a slump in house prices and higher interest rates.

"If a firm's capital ratio is projected to fall below the 4.5 percent core equity Tier 1 ratio in the stress, there is a strong presumption that the Prudential Regulation Authority will require the firm to take action to strengthen its capital position," the Bank said in a statement.

A bank may even be required to take action to boost its capital levels even if it ends the test at or above 4.5 percent.

The test of theoretical shocks will cover a three-year period when interest rates would jump to nearly 4 percent and unemployment rise to 12 percent, the Bank said.

Sterling would lose nearly a third of its value in the first year of the test.

For Barclays, HSBC, Lloyds and Royal Bank of Scotland the exercise will come on top of a common "stress test" 124 leading European Union banks will undergo in coming months.

The remaining four UK banks being tested only by the Bank's exercise are Co-operative Bank, Nationwide, Santander UK and Standard Chartered.

(Reporting by Huw Jones, editing by David Milliken)

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