2027 EU-wide stress test - Methodological Note
The Neural Herald summary, AI-generated
Notice on the use of AI. In compliance with Article 50(4) of Regulation (EU) 2024/1689 on Artificial Intelligence (AI Act), we disclose that the summaries, explanations and translations published by The Neural Herald are generated with artificial intelligence and published without prior human review. The linked official documents belong to each body and were not generated by our AI. Our summaries may contain errors: always check the original document.
Methodological note for the 2027 EU-wide stress test (the main document in the package published on 9 November 2026). It defines the bank sample, the 2027-2029 horizon, the reference date of 31 December 2026, the treatment of credit risk, market risk, income and costs, and the new climate risk module.
Key points
- Sample: coverage of approximately 75% of consolidated banking assets (euro area, each non-euro country and Norway) and a minimum threshold of €30bn; authorities may add institutions.
- The 2027-2029 projections are made using the accounting framework in force at 31 December 2026 and applying CRR3/CRD6.
- Chapter 7 is devoted to the climate risk module; Annex I contains the bank sample.
Who is affected
Banks in the sample and supervisors.
Deadlines
See the 2027 stress test timeline: launch at the end of January 2027, results at the end of July 2027.
Plain-language version
This is the rulebook for the EBA's 2027 stress test (the EBA is the EU authority that sets the rules for banks). It explains which banks take part (those with at least 30 billion euros, covering about 75% of the sector), how a crisis will be simulated over 2027-2029, and a new chapter on climate risk. The goal is to check whether big banks could survive hard times.
Read the original document →
Prompt for your AICopies a ready-to-paste prompt for ChatGPT, Claude or Gemini: it asks the model to read the official document and not to make anything up.
Summary produced with artificial intelligence from the official publication. It may contain errors: always check the original document.
More from EBA
- 13 November 2026Q&A 2026_7914: Direct/indirect method
- 12 November 2026Finanzmarktklausur draft keynote speech
- 12 November 2026Resilience and competitiveness for a diverse EU single market
- 9 November 2026The EBA streamlines the 2027 EU-wide stress test with more than 55% reduction in requested data
- 9 November 2026The EBA publishes consumer factsheet on white-labelled financial products and services
- 9 November 2026Factsheet on white labelling - what to check before buying banking or payment services