#Stress Test

/ Featured Publications

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ESAs+ECB: Transition Risk Losses Alone Unlikely to Threaten EU Financial Stability, “Fit-For-55” Climate Stress Test Shows

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The EBA publishes methodology, draft templates, and key milestones for its 2025 EU-wide stress test

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Liquidity Stress Tests for Banks – Range of Practices and Possible Developments

RPS

Introducing Sectoral PD Satellite Models through Constrained BACE

JIT

2025 EU-Wide Stress Test

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The EBA Publishes its Work Programme for 2025

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ECB Concludes Cyber Resilience Stress Test

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The EBA Starts Dialogue with the Banking Industry on 2025 EU-Wide Stress Test Methodology

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2024 Stress Test Results

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2023 Macroprudential Stress Test of the Euro Area Banking System

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FSB Proposes Measures to Enhance the Liquidity Preparedness of Non-Bank Market Participants for Margin and Collateral Calls During Times of Market-Wide Stress

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Stress Tests European Insurers’ Resilience with a Scenario of Escalating Geopolitical Tensions

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Stablecoins and Crypto Shocks

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Federal Reserve Board Releases the Hypothetical Scenarios for its Annual Stress Test

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ECB to Stress Test Banks’ Ability to Recover from Cyberattack

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ESMA Presents Methodology for Climate Risk Stress Testing and Analysis of the Financial Impact of Greenwashing Controversies

Argo Collection

Argo Collection N.05 - 2023 - Winter

JIT

2023 EBA Stress Test Results

RPS

LGD Stress Testing: a Bayesian Averaging Modeling Approach

JIT

Sound Practices in Counterparty Credit Risk Governance and Management ECB/2023/06

JIT

Climate-related Financial Disclosures of the Eurosystem’s Corporate Sector Holdings for Monetary Purposes

JIT

Stress Test EBA 2023

RPS

Advancements in Bank Stress Tests: from Bayesian Averaging to Causal AI

RPS

ESG Climate Scenarios: a Dedicated Framework

JIT

ECB Climate Stress Test – Overview on Best Practices

Argo Magazine

Argo Magazine N.22 - 2022

JIT

EBA 2023 EU-wide Stress Test Market Risk

RPS

Lessons Learnt on 2022 Climate Stress Test

Argo Collection

Argo Collection N.04 - 2022 - ESG

JIT

Climate Risk Stress Test 2022​

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ECB Supervisory Stress Test: Banks Must Sharpen their Focus on Climate Risk 2022 Climate Risk Stress Test

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ESMA Stress Test of Central Counterparties Finds Clearing System Resilient - 4th ESMA Stress Test Exercise for Central Counterparties

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Federal Reserve Board Releases Results of 2022 Bank Stress Test USA Banks Continue to Have Strong Capital Levels, Allowing them to Continue Lending to Households and Businesses During a Severe Recession

JIT

ESMA GL on Liquidity Stress Testing in UCITS and AIFs: Supervisory Expectations and Possible Challenges

RPS

Climate Change Risk: Guidelines for Financial Institutions and Stress-Test Frameworks

JIT

2022 SSM Climate Risk Stress Test: Scope, Scenarios and Methodology provided by ECB to Banks

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ECB: Climate Risk Stress Test

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ECB: Macroprudential Stress Test of the Euro Area Banking System Amid the Coronavirus (COVID-19) Pandemic

JIT

ECB Economy-wide Climate Stress Test: Methodology and Results

JIT

EBA 2021 EU‐Wide Stress Test

JIT

ESG: EBA - Mapping Climate Risk: Main Findings from the EU-wide Pilot Exercise

JIT

Climate Stress Test Banque de France’s First Pilot Exercise: Main Results and Methodology - Focus on Transition Risk

JIT

EBA 2021 EU-wide Stress Test Methodological Differences for Market and Credit Risks between 2021 and 2020 Exercises

RPS

2020 EU-wide EBA Stress Test:A Methodological Analysis on the Credit Risk Perspective

Argo Magazine

Argo Magazine N.17 - 2019

JIT

EBA 2020 EU-wide Stress Test Market Risk

Argo Magazine

Argo Magazine N.16 - 2019

RPS

Are EBA Stress-Test Exercises Driving Banks into Different Business Models?

RPS

A Benchmark Framework for IFRS9 Multiyear-PD Curves Estimation and Stress Testing Exercise - an Application

Argo Magazine

Argo Magazine N.13 - 2018

Argo Magazine

Argo Magazine N.12 - 2018

Argo Magazine

Argo Magazine N.02 - Spring 2014

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