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 inte

To continue reading...

You must be signed in to use this feature.

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 indvidual account here: