The European Banking Authority has published the draft methodological note and templates for its 2018 EU-wide stress test. The stress test exercise will cover 70% of the EU banking sector and will assess EU banks’ ability to meet relevant supervisory capital ratios during an adverse economic shock. For banks starting to report under IFRS 9 in 2018, the 2018 stress test exercise takes into account the impact of the implementation of IFRS 9 on 1 January 2018 both in terms of starting point and projections. The final methodology will be published as the stress test exercise is launched, at the beginning of 2018, and the results will be published in mid-2018.
View EBA draft methodology and templates for 2018 EU-wide stress test, 7 June 2017