Annex II (Annex 29 - IRRBB).docx
Annex II (Annex 29 - IRRBB)
Annex II (Annex 29 - IRRBB)
The European Banking Authority (EBA) today published the results of its 2023 EU-wide stress test, which involved 70 banks from 16 EU and EEA countries, covering 75% of the EU banking sector assets. This stress test allows supervisors to assess the resilience of EU banks over a three-year horizon under both a baseline and an adverse scenario. The adverse scenario is characterised by severe negative shocks to economic growth, higher unemployment combined with higher interest rates and credit spreads. In terms of GDP decline, the 2023 adverse scenario is the most severe used in the EU wide stress up to now. The individual bank results promote market discipline and are used as part of the EU supervisory decision-making process.
The European Banking Authority (EBA) today published findings of an ad-hoc analysis of unrealised losses on debt securities held at amortised cost in EU banks. This targeted analysis is part of the ongoing regular risk monitoring of the EU banking sector conducted by the EBA in collaboration with Competent Authorities.
Ad-hoc analysis of unrealised losses on EU banks’ bond holdings
Presentation on 2023 stress test results
Report
FAQs on 2023 EU-wide stress test
European Banking Authority (EBA) vacancy notice for a Bank Sector Analyst (AD 5) in Paris, focusing on EU-wide stress testing, climate risk analysis, and banking sector risk assessment under temporary agent contract (2023–2026).
European Banking Authority (EBA) eligibility criteria grid for Temporary Agent (AD 5) roles – outlines nationality, citizenship, language, education, and integrity requirements for applicants under EU staff regulations.
European Commission calls for EBA advice on the performance and review of the EU covered bond framework under Directive 2019/2162, assessing market developments, investor protection, regulatory implementation, and the impact of harmonized rules on issuance, liquidity, and asset encumbrance.
European Commission requests EBA’s technical advice by June 2025 on the performance and review of the EU covered bond framework under Directive (EU) 2019/2162, assessing implementation, data requirements, and potential revisions to support the Capital Markets Union.