Comparability of EBA stress tests questioned

pliers

Variations in models for determining credit losses will mean the results of a European Banking Authority (EBA) stress test will not be comparable, say bankers involved in the process.

The test of 90 European banks and European-based subsidiaries of foreign banks, due to be published this month, will apply a specific downturn scenario to a static balance sheet over the course of two years to produce expected regulatory capital numbers. Large and complex institutions are required to use their

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