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The 2016 EU-wide bank stress test: an analysis of the main methodological novelties

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  • Andrea Resti

Abstract

This note focuses on the elements of novelty that characterise the 2016 stress test, based on the methodological notes released by the European Banking Authority, and discusses in closer detail the following key aspects: the request for specific forecasts concerning 'conduct risk'; the greater attention towards risks originated by foreign exchange exposures; the lack of a 'pass/fail' threshold that partitions tested banks into 'safe' and 'unsafe' ones; and the change in the sample size of banks required to take the test.

Suggested Citation

  • Andrea Resti, 2016. "The 2016 EU-wide bank stress test: an analysis of the main methodological novelties," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 7(2), pages 95-110.
    • Handle: RePEc:ids:injbaf:v:7:y:2016:i:2:p:95-110
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