Budnik, Katarzyna Barbara; Boucherie, Louis; Borsuk, Marcin - 2022
The macroprudential stress test for 2021-23 aims to provide insights into the resilience of the European banking sector … and significant banks, and the two scenarios from the 2021 EU- wise stress test exercise. In the baseline scenario, the … macroprudential stress test results in higher capital depletion in the adverse scenario compared to the EBA/Single Supervisory …