Regulatory reporting for EBA stresstest 2020

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This whitepaper discusses regulatory reporting for EBA Stresstest 2020 and DEX Regulatory Suite for EBA.

On November 7, 2019 the European Banking Authority (EBA) published the final methodology and draft templates for the 2020 EU-wide stress test along with the key milestones of the exercise. The stress test exercise will be formally launched in January 2020 and the results published by 31 July 2020. The exercise is primarily focused on the assessment of the impact of risk drivers on the solvency of banks. Banks are required to stress a common set of risks (credit risk – including securitisations – market risk and counterparty credit risk, and operational risk – including conduct risk). In addition, banks are requested to project the impact of the scenarios on net interest income and to stress P&L and capital items not covered by other risk types.

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Published On: november 29th, 2019Categories: Downloads, Regulatory suite