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EBA launches 2016 EU-wide stress test exercise

The EBA has released its methodology and macroeconomic scenarios for the 2016 EU stress test

The EBA has released its methodology and macroeconomic scenarios for the 2016 EU-wide stress test

In cooperation with the ESRB, the EBA is required to initiate EU‐wide stress tests to “assess the resilience of financial institutions to adverse market developments”.

Designed to provide supervisors, banks and market participants with “a common analytical framework to consistently compare and assess the resilience of EU banks to economic shocks”, the exercise has defined no single capital thresholds, as the results will inform the 2016 Supervisory Review and Evaluation Processes. Under this, decisions will be made on capital resources. The EBA aims to publish the results in early Q3.

The stress test is focused on the assessment of the impact of risk drivers on the solvency of banks,  and banks are required to stress test credit risk (including securitisations), market risk (CCR and CVA), and operational risk (including conduct risk).

The market risk stress methodology aims to cover all positions exposed to risks stemming from market price changes. This is positions in HFT, AFS and FVO, including sovereign exposures in such portfolios.

Key notes

  • The stress test will be conducted on 51 EU banks, 70% of the banking sector, and will be run at the “highest level of consolidation”. 
  • The scenario implies a deviation of EU GDP from its baseline level by 3.1% in 2016, 6.3% in 2017 and 7.1% in 2018. 
  • The adverse scenario includes a shock in residential and commercial real estate prices and to foreign exchange rates in Central and Eastern Europe

 

Read the full 2016 EU-wide stress test methodological note 

 

 

 

 

© European Banking Authority, 2016