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Stress testing

The European Banking Authority (EBA), the European Insurance and Occupational Pensions Authority (EIOPA) and the European Securities and Markets Authority (ESMA), in cooperation with the ESRB, are requested by legislation to use stress tests in order to assess the resilience of financial institutions or market participants to adverse market developments. As part of this cooperation, the ESRB has designed scenarios of adverse economic and financial market developments.

03/02/2017
Adverse scenario for the ESMA EU-wide central counterparty stress test in 2017
Details

The ESRB has today published the adverse scenario for the EU-wide central counterparty stress tests carried out by the ESMA in 2017. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector.

Letter
24/05/2016
Adverse scenario for 2016 EIOPA EU-wide insurance corporation stress tests
Details

The ESRB has today published the adverse scenario and the accompanying qualitative questionnaire for the EU-wide stress tests for insurance corporations to be carried out by the EIOPA in 2016. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector. This information has also been published by the EIOPA as part of its communication on the 2016 EU-wide stress tests.

QuestionnaireLetter
11/05/2016
Adverse scenario for 2016 ESMA EU-wide central counterparty stress tests.
Details

The ESRB has today published the adverse scenario for the EU-wide central counterparty stress tests carried out by the ESMA in 2016. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector.

Letter
17/03/2016
Adverse scenario for EBA 2016 EU-wide banking sector stress tests.
Details

The ESRB has today published the adverse scenario for the EU-wide banking sector stress tests to be carried out by the EBA in 2016. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector. This information has also been published by the EBA as part of its communication on the 2016 EU-wide stress test.

Letter
02/05/2015
Adverse scenarios for EIOPA 2015 EU-wide stress tests of pension funds
Details

The ESRB has today published the adverse scenarios for the EU-wide stress tests for defined benefit pension funds to be carried out by the EIOPA in 2015. These scenarios, which have been approved by the General Board of the ESRB, highlight adverse conditions that relevant to this sector. This information has also been published by the EIOPA as part of its communication on the 2015 EU-wide stress tests.

30/04/2014
Adverse scenario for EBA 2014 EU-wide banking sector stress tests
Details

The ESRB has today published the adverse scenario for the EU-wide banking sector stress tests to be carried out by the EBA in 2014. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector. This information has also been published by the EBA as part of its communication on the 2014 EU-wide stress tests.

Letter
30/04/2014
Adverse scenarios for EIOPA 2014 EU-wide stress tests of insurance corporations
Details

The ESRB has today published the adverse scenarios and the accompanying qualitative questionnaire for the EU-wide stress tests for insurance corporations to be carried out by the EIOPA in 2014. These scenarios, which have been approved by the General Board of the ESRB, highlight adverse conditions that relevant to this sector. This information has also been published by the EIOPA as part of its communication on the 2014 EU-wide stress tests.

LetterQuestionnaire