The European Banking Authority (EBA) has published its 2016 EU-wide banking stress test draft methodology for discussion.

The 2016 EU-wide banking stress test exercise will be carried out at the highest level of consolidation on a sample of banks covering broadly 70% of the EU banking sector, as expressed in terms of total consolidated assets as of end 2014. 53 EU banks will participate in the exercise, 39 of which fall under the jurisdiction of the Single Supervisory Mechanism.

The 2016 EU-wide banking stress test will be launched at the end of February 2016 with a publication of the final methodology and templates as well as the scenarios. The outcomes of the exercise, including banks’ individual results, are expected to be published at the beginning of Q3 2016.

View EBA announces details of 2016 EU-wide stress test, 5 November 2015