Banks prepping furiously as EBA reveals stress test shape

By Owen Sanderson
21 Aug 2014

The European Banking Authority has published the disclosure templates it will provide when it releases the results of its stress tests in October. Meanwhile, banks still have huge teams devoted to prepping for the test, and the ECB’s accompanying assessment, the Asset Quality Review.

The stress test templates show that bank analysts will receive a treasure trove of data on how banks use capital modelling.

Banks will need to report which exposures are capitalised according to the standardised approach, the foundation internal ratings based approach and the advanced internal ratings based approach, ...

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