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August 31, 2021

Financial Regulation: Weekly Update. Aug 31, 2021

In this publication you will find, on a weekly basis, our selection of the most relevant news regarding financial regulation.

August 9, 2021

Europe | European banking: increasing the stress on an already stressed scenario

On July 30, the European Banking Authority (EBA) published the results of the stress tests it regularly carries out on the major European Union banks. The top 50 banks (covering 70% of total EU banking assets) were analyzed for a baseline and an adverse scenario over a three-year horizon.

July 20, 2021

Global | A vector autoregressive model for banking stress testing

We describe the Risk-GVAR 1.0, a Global Vector Autoregressive (GVAR) macroeconometric model designed to lend support to the internal stress testing exercises that banks, complying with prudential regulations, perform periodically to assess the adequacy of their current levels of capital.

November 20, 2020

Financial Regulation: Weekly Update. 20 November 2020

In this publication you will find, on a weekly basis, our selection of the most relevant news regarding financial regulation.

February 21, 2020

New Stress Tests For European Banks

The European Banking Authority (EBA) launched its stress tests for European banks on January 31. This two-year exercise will involve 51 European Union (EU) banks, including United Kingdom-based banks, with 2020 being a transition year following Brexit.

September 26, 2016

Banking Outlook. September 2016

Trends and developments in the Spanish banking sector. Real estate exposure of the Spanish banking system. Analysis of impaired assets in Europe. European stress test: large differences by country. Implementation and effects of the regulatory reform. Open banking

August 8, 2016

Bank stress tests: apples and oranges

The results of the European bank stress tests published a few days ago were passed by almost all of the banks considering that only one Italian bank and one Irish bank would have shown a capital shortfall compared to last year’s minimum capital threshold.

July 5, 2016

EBA clarifies use of 2016 EU-wide stress test results in the SREP process

The European Banking Authority (EBA) published on Friday 1st of July a clarification on the use of the 2016 EU-wide stress test results in the SREP process.