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EBA eyes top-down stress test for credit risk

Published: September 28, 2022

European version of CCAR is off the table, but more projections are likely to be modelled by regulator

Source: risk.net

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Angel MonzonJacob GyntelbergAlex KrohnBasel Committee On Banking SupervisionEuropean Banking AuthorityEuropean Central BankFederal ReserveEuropean UnionEuropean CourtBasel CommitteeBanking SupervisionEuropean CentralComprehensive Capital AnalysisEuropean Banking Authority EbaUropean Union EuEuropean Central Bank EcbBasel Committee On Banking Supervision BcbsStress TestingPillar 2Credit RiskIngle Supervisory Mechanism Ssm Internal ModelsStandardised ApproachesRisk Management