On 11 June 2026, the European Banking Authority (EBA) published the draft methodology, templates and template guidance for the 2027 EU-wide stress test.
As in previous EU-wide EBA stress test exercises, the 2027 one provides a common analytical framework to assess the resilience of EU banks and the wider banking system under a common adverse macro-financial scenario, testing their capital adequacy under stress. The results will feed into the Supervisory Review and Evaluation Process.
A total of 63 banks from the EU and Norway, including 47 from the euro area, will participate, covering 75% of the EU banking sector.
The draft methodological note describes the common methodology that defines how banks should calculate the stress impact of the common scenarios and, at the same time, sets constraints for their bottom-up calculations. It also provides banks with guidance and support for performing the EU-wide stress test. However, it does not cover the quality assurance process or possible supervisory measures that should be put in place following the outcome of the stress test. Annex I of the methodological note contains a preliminary list of institutions included in the sample. The draft template guidance provides technical guidance to participating banks for populating the set of templates for the 2027 EU-wide stress test.
Notably, the draft methodology cuts required data points by 55% compared with the previous EBA EU-wide stress test, mainly by drawing on regular supervisory reporting. This includes a simplification of stress test definitions and the elimination of previous stress test datapoints or templates which would overlap with supervisory reporting. Another key change is the introduction of climate risk into the EU-wide stress test. For the first time, transition and physical risks are incorporated alongside macro-financial shocks. At this stage, climate risks will be assessed through a dedicated module and will not affect the core stress test results.
The EBA plans to hold a series of workshops with the industry to help them in their preparations.