After SVB downfall, EBA stress test seeks out unrealised losses

European regulator asks for data on the fair value and sensitivity of bonds and their hedges

Following the crisis at US regional banks, the European Union’s biggest banking regulator has asked for more data to uncover potential unrealised losses in its own jurisdiction. This data-collection exercise has been added to the European Banking Authority’s 2023 stress-testing process, according to six sources with knowledge of the request.

“They have asked for data on holdings in hedge accounting relationships to gauge if there are potential hidden losses in the banks,” says a senior treasury

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here