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.
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This version includes correction of specific values in table 4.1.11. Those changes are specified in the corrigendum table.
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The ESRB has today published the adverse scenario as input into ESMA’s updated stress testing guidelines for managers of money market funds under Article 28 of the MMF Regulation. The scenario, which was approved by the General Board of the ESRB during its meeting on 24 September 2020 highlights adverse conditions that are relevant to this sector.
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The ESRB has today published the adverse scenario for the EU-wide banking sector stress test to be carried out by the EBA in 2020. 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 2020 EU-wide banking sector stress test.
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The ESRB has today published the adverse scenario for the EU-wide central counterparty stress test carried out by the ESMA in 2019. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to this sector.
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The ESRB has today published the adverse scenario for the EU-wide stress tests for occupational pension funds to be carried out by EIOPA in 2019. This scenario will also support the ESMA’s stress-testing guidelines for managers of money market funds under Article 28 of the MMF Regulation. This scenario, which has been approved by the General Board of the ESRB, highlights adverse conditions that are relevant to these sectors. This information has also been published by EIOPA as part of its communication on the 2019 EU-wide stress test.
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The ESRB has today published the adverse scenario for the EU-wide stress test for the insurance sector to be carried out by EIOPA in 2018. 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 EIOPA as part of its communication on the 2018 EU-wide stress tests.
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The ESRB has today published the adverse scenario for the EU-wide banking sector stress test to be carried out by the EBA in 2018. 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 2018 EU-wide banking sector stress test.
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The ESRB has today published the adverse scenario for the EU-wide stress tests for pension funds to be carried out by EIOPA in 2017. 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 EIOPA as part of its communication on the 2017 EU-wide stress tests.
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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.
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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.
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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.
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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.
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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.
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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.
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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.