Methodological Note on 2016 EU Banking Sector Stress Tests published by European Banking Authority
The European Banking Authority published a Methodological Note on the 2016 EU banking sector stress tests and asset review on 24 February. The note covers credit risk; market risk, counterparty credit risk (CCR) and credit value adjustment (CVA); conduct risk and other operational risks; and non-interest income, expenses and capital. There are four tabular annexes: a list of banks in the sample; stress test template overview; summary of qualitative information to be provided by banks; and a summary of key constraints and other quantitative requirements. The EBA Methodological Note has been linked from the EUI Library ECB data resource page. EUI members have access to the Bankscope (BvD) global public and private banking sector database.