In our latest episode on PwC's Risk and Regulation News Channel, Martin Neisen and Stefan Röth delve into the final methodology for the EBA SSM Stress Test 2025.
Martin Neisen and Michael Britze speak about the challenges associated with data collection, tooling and project management within the EBA stress test.
Martin Neisen, Philipp Schröder and Pablo Suarez Manjon give an overview about the development, new approaches and methods for calculating market risk and net interest income (NII) in the 2025 EBA stress test.
As in previous years, the EBA’s stress test will be used to assess the resilience of the European banking sector by subjecting large institutions in the EEA to a severe macroeconomic scenario.