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Home2023 macroprudential stress test of the euro area banking system
Bank resilience in a changing environment : challenges and opportunities
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This paper presents the updated macroprudential stress test for the euro area banking system, comprising around 100 of the largest euro area credit institutions across 19 countries. The approach involves modelling banks’ reactions to changing economic conditions. It also examines the effects of adverse scenarios as defined for the European Banking Authority’s 2023 stress test on economies and the financial system as a whole by acknowledging a broad set of interactions and interdependencies between banks, other market participants and the real economy. Our results highlight the resilience of the euro area banking system and the important role banks’ adjustments play in the propagation of shocks to the financial sector and real economy.
- Published:
- Corporate author(s): European Central Bank
- Personal author(s): Cappelletti, Giuseppe ; Dimitrov, Ivan ; Le Grand, Catherine ; Naruševičius, Laurynas ; Nunes, André ; Podlogar, Jure ; Röhm, Nicola ; Ter Steege, Lucas
- Themes: Economy — Finance
- Subject: banking , economic forecasting , economic model , euro area , financial risk , financial stress test , macroeconomics , monetary policy , risk management
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| ISSN 1725-6534 | ISBN 978-92-899-6415-9 | DOI 10.2866/98197 | Catalogue number QB-AQ-24-011-EN-N |
- Released on EU publications website:
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