The European Banking Authority (EBA) has published its methodology and adverse macro-economic scenario for the 2014 EU-wide stress test which is based on a sample of 124 banks. It also published scenarios relating to market risk and securitisation, along with FAQs relating to the stress test. The stress test is designed to assess banks’ resilience to hypothetical external shocks. It will identify remaining vulnerabilities in the EU banking sector and provide a high level of transparency into EU banks’ exposures relating to credit, market, securitisation, sovereign and funding risks. The EBA expects to publish the final results in October 2014.

Additionally, the European Commission has also published its projections for the 2014 EU-wide stress test baseline scenario along with a press release in which Michel Barnier, European Commissioner for Internal Markets and Services, welcomes the publication of the key components of the stress test.

View Methodological note EU‐wide stress test 2014: version 2.0, 29 April 2014

View EBA/SSM stress test: the macro-economic adverse scenario, 17 April 2014

View EU-wide stress test 2014 – market risk scenarios, 29 April 2014

View EU-wide stress test 2014 – securitisation scenarios: stressed risk weights for standardised approach, 29 April 2014

View EBA publishes common methodology and scenario for 2014 EU-banks stress test, 29 April 2014

View 2014 EU-wide stress test: frequently asked questions, 29 April 2014

View European Commission projections for the 2014 EU-wide stress tests baseline scenario, 29 April 2014

View Statement by Michel Barnier on the EBA publication of key  components of the common methodology for the 2014 EU-wide stress test, 29 April 2014