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EBA stress test 2025 video series: (4) Market Risk & NII

28.08.2024
Categories: Credit Decision & Risk Modelling, Governance & Supervisory Practice, Market Risk & CCR, Webcasts, Knowledge & Events
Keywords: Bankenaufsicht (Europäische und Internationale Organisationen), Capital Requirements Regulation (CRR III), Marktpreisrisiken, Stresstest

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.

What are the most important changes in the stress test methodology regarding market risk and NII ?

Which factors and parameters have the biggest impact on the calculation of market risk and NII?

How to tackle the upcoming challenges and what should banks do right now?

EBA stress test 2025 video series_4_Market Risk_NII.png [id=238354]

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Martin Neisen

Martin Neisen

Partner
Frankfurt am Main

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Christoph Himmelmann

Christoph Himmelmann

Director
Frankfurt am Main

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