On 3 February 2020, the European Banking Authority (EBA) launched its 2020 EU-wide stress test and released the macro-economic scenarios for this year’s test. The adverse scenario follows for the first time a ‘lower for longer’ narrative, a recession coupled with low or negative interest rates for a prolonged period. The EU real GDP would decline by 4.3% cumulatively by 2022, resulting in the most severe scenario to date. UK banks will be included in the sample of 51 banks taking part in the test as the 2020 EU-wide stress test takes place during the Brexit transition period. The EBA expects to publish the results of the exercise by 31 July 2020.

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