For one bank, capital adequacy would decline below these levels if either benefit of forced sale value is withdrawn due to banks exposure to mortgage collateral and for couple of banks shocks to credit quality of consumer portfolio may increase consumer sector NPLs and impact capital adequacy.
Banks were equally resilient to interest rate shocks for movement upto 200bp and equity price movements in the range of 20%. Liquidity coverage ratio would come down in case of 10% decline in liabilities. In case of exchange rate depreciation banks are found to actually gain as their foreign currency assets are in excess of foreign currency liabilities.