In April 2014, the EBA published the methodology and the adverse scenario to be used in the stress test that took place in 2014.
In 2014, the EBA conducted a stress test at European Union level in order to provide the competent supervisory authorities with an assessment of the resilience of financial institutions in situations of market stress. The aim of the exercise was to ensure the consistency and comparability of results for all entities studied, since the EAB used a common methodology, scenarios and information reporting templates.
The EBA published the methodology, while the ESRB and the Commission published the scenarios to be used to carry out the stress test. These documents described the goal, scope, scenarios, definitions and assumptions used in the stress test.
In August 2014, the EBA published templates common to all banks in the EU that illustrated the type of data banks needed to report as well as the format they had to use.
The characteristics and key implications th is exercise had for financial institutions are described below.
The main characteristics of the EBA stress test are the same as those of the ECB exercise in terms of overall assessment.
Download the technical note by clicking here (only in Spanish)
Latest technical notes released:
|Overview of the impacts and potential lines of action after the Basel III reform|
|Basel III: Finalising post-crisis reforms|
|Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures|
|Amendments of Circular 4/2017 on public and confidential financial information standards and formats, in relation with the Proyecto de Circular|
|Stress testing in the UK banking system: 2017 results|
© GMS Management Solutions, S.L., 2018. All rights reserved. The information contained on this publication is of a general nature and does not constitute a professional opinion or an advisory service. The data used in this publication come from public sources. GMS Management Solutions, SL assumes no liability for the veracity or accuracy of such data.