Stress Tests - Archive
2018 EU-Wide Stress Test
2017 EU-Wide IRRBB Sensitivity Analysis
2016 EU-Wide Stress Test
2015 Comprehensive Assessment
2014 Comprehensive Assessment
EBA 2011 EU-wide stress testing exercise
The European Banking Authority (EBA) has published the results of a stress test run on 90 banks in Europe. The test assesses the resilience of the banks against a scenario that envisages a marked deterioration in the main macroeconomic variables. The scenario includes a sovereign shock. Bank of Valletta plc, which was the only domestic bank that participated directly in the exercise, passed the test.
CEBS 2010 EU-wide stress testing exercise
The objective of the 2010 EU-wide stress test exercise conducted under the mandate from the EU Council of Ministers of Finance (ECOFIN) and coordinated by CEBS in cooperation with the European Central Bank (ECB), national supervisory authorities and the EU Commission, was to assess the overall resilience of the EU banking sector and the banks’ ability to absorb further possible shocks on credit and market risks, including sovereign risks.
The exercise has been conducted on a bank-by-bank basis for a sample of 91 EU banks from 20 EU Member States, covering at least 50% of the banking sector, in terms of total consolidated assets, in each of the 27 EU Member States, using commonly agreed macroeconomic scenarios (benchmark and adverse) for 2010 and 2011, developed in close cooperation with the ECB and the European Commission.
More information on the scenarios, methodology, aggregate and detailed individual results is available from CEBS.