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The next EU-wide stress test exercise will be launched in January 2021 and we can support this regulatory initiative with a dedicated reporting solution for EBA market risk related templates, covering the impact of adverse scenario and sensitivity data collection on EBA market risk factors.

The demo highlights key aspects of our EBA stress testing solution including automatic enrichment of position level information and stress testing flexibility, comprehensiveness of the solution with both P&L and sensitivities data, a report structure closely matching the EBA template and availability of a dedicated transparency note that describes all the relevant assumptions of our reporting solution.

EBA video 2

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European Banking Authority (EBA) Solution Demo

With Dr. Patrick Jahn, Vice President, MSCI Analytics.

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