Regulatory: European Stress Test Scenarios

Meet the BoE/PRA and ECB/EBA stress tests requirements with confidence, using comprehensive macroeconomic forecast scenarios produced, vetted and maintained by an authoritative source.

Moody's Analytics can help with both the common baseline and stress scenarios provided by the ECB/European Banking Authority and the BoE/Prudential Regulation Authority, as well as with the bespoke scenarios individual firms need to develop. Our global view, depth and consistency is highly valued by our banking clients and regulators and is supported by a high degree of transparency and detailed documentation.

We are well positioned to help due to our extensive experience of more than 80 economists who have developed and maintained alternative scenarios for over 10 years. These have included shock-specific scenarios, regulatory scenarios as well as bank/institution specific scenarios. In addition to the these, we provide scenarios based on projections provided by the U.S. Federal Reserve and other local authorities for more than 50 countries.

Beyond these regulatory-specific scenarios we maintain a handful of alternative scenarios that are updated every month for more than 50 countries. These alternative scenarios are updates are based on client feedback regarding alternative paths they are concerned about and our own view of major risks or opportunities in the global economy.