EBA stress test methodology
20 Nov 2017
The European Banking Authority (EBA) has published its 2018 EU-wide stress test methodology. The exercise will cover 70% of the EU banking sector and will, for the first time, incorporate IFRS 9 'Financial Instruments'.
For banks starting to report under IFRS 9 in 2018, the 2018 EU-wide stress test takes into account the impact of the implementation of IFRS 9 on 1 January 2018 both in terms of starting point and projections.
The stress test exercise will be formally launched in January 2018 and the results to be published by 2 November 2018.
Please click for more information on the EBA website.
