The European Banking Authority (EBA) has published the final templates for the 2014 EU-wide stress test, with an accompanying press release. The templates, which encompass data from 124 banks that cover at least 50% of each national banking sector, will cover:
- composition of capital;
- risk weighted assets;
- profit and loss;
- exposures to sovereigns;
- credit risk; and
- securitisation.
For each of the above, the EBA intends to disclose a fully loaded common equity tier 1 capital ratio that reflects the requirements of the Capital Requirements Regulation and the CRD IV Directive.
View 2014 EU-wide stress test – summary adverse scenario, 20 August 2014
View EBA publishes final templates for the 2014 EU-wide stress test, 20 August 2014
