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
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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