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Stress Test latest publications

June 24, 2022

Financial Regulation: Weekly Update. June 24, 2022

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

February 21, 2022

Europe | Forecasts, banks and climate stress tests

In 2022, the stress test to which the ECB periodically submits European banks, is organized around different climate risk scenarios. This new exercise will be a challenge and a learning process for both the supervisor and the supervisee.

January 28, 2022

Financial Regulation: Weekly Update. January 28, 2022

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

October 22, 2021

Financial Regulation: Weekly Update. Oct 22, 2021

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

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.