Content for EBA videos

The European Banking Authority (EBA) EU-wide stress test exercise represents one of the most effective tools to assess the integrity and resiliency of the EU financial sector using adverse but plausible market scenarios. The stress tests assess systemic risks and provide transparent information to market participants about the overall capital adequacy of financial institutions.

We are experienced in implementing complex stress test scenarios and provide a comprehensive solution which ensures full transparency in portfolio analysis results. 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.


EBA video

Key Differentiators in our European Banking Authority (EBA) Solution

Mattia Carlicchi, Vice President, MSCI Analytics Coverage, discusses how we help our banking clients address this regulation.

Related content EBA