EU-Wide Stress Testing Resource Centre

Understanding EU-Wide Bank
Stress Testing

Free interactive tools, data-driven analysis, and practical guides covering the EBA 2025 EU-wide stress test — from macroeconomic scenarios and market risk parameters to capital depletion results and preparation strategies.

0Banks tested

0Of EU banking assets

0Avg. CET1 capital depletion

0Total projected losses

Interactive Tools

Explore the Data

Free, client-side tools built from official EBA/ECB/ESRB data. No sign-up required — all processing happens in your browser.

Macro scenario

2025 Adverse Scenario

Key Data at a Glance

Headline numbers from the ESRB/ECB adverse scenario and EBA results.

−6.3%EU GDP cumulative

+5.8ppUnemployment rise

−50%EU stock prices

−29.5%CRE prices

−15.7%RRE prices

12.1%CET1 end-point

CET1 Capital Ratio Waterfall

Starting point → component impact → end point (%)

Most Affected EU Economies — GDP

Cumulative adverse GDP decline (%)

Analysis & Guides

Articles in This Series

Five in-depth articles with interactive elements, from framework overview to preparation strategy.

Pillar Article

What Is the EU-Wide Stress Test? Framework, Methodology, and Institutions

Complete guide to the EBA exercise — who runs it, how it works, and why it matters for the European banking system.

Read the guide →

Data Analysis

2025 Adverse Scenario: Key Numbers and What They Mean

Breakdown of the GDP, inflation, unemployment, real estate, and financial market shocks — with interactive charts and country-level data.

Explore the data →

Results

2025 Results: Capital Depletion, Loss Drivers, and What Changed from 2023

CET1 ratio waterfall, credit risk vs NII dynamics, CRR3 transitional impact, and comparison with previous exercises.

See the results →

Sector Focus

Sectoral Risk Analysis: Which Industries Face the Steepest GVA Declines

Ranking of 16 NACE sectors by adverse GVA impact, with country-level variation and implications for credit risk modelling.

Read the analysis →

Practical Guide

How to Prepare for the Next EU-Wide Stress Test

Four preparation pillars: CRR3 readiness, BCBS 239 data governance, sectoral modelling, and process governance for ECB on-site inspections.

Start preparing →

Regulatory Update

ESAs Joint Guidelines on ESG Stress Testing: What Financial Institutions Need to Know

Cross-sectoral framework from EBA, EIOPA, and ESMA — covering resilience tests, business model assessments, data granularity requirements, and the January 2027 application date.

Read the update →

Background

About the EU-Wide Stress Test

The EU-wide stress test is a biennial exercise coordinated by the European Banking Authority in cooperation with the ECB, ESRB, and national competent authorities. It assesses the resilience of the EU banking system by subjecting banks to a hypothetical but severe adverse macroeconomic scenario.

The 2025 exercise tested 64 banks across the EU and Norway — representing 75% of total EU banking assets. Results directly inform the Supervisory Review and Evaluation Process (SREP) and the setting of Pillar 2 Guidance, which constrains capital available for distributions.

There is no pass-or-fail threshold. Instead, the exercise reveals where vulnerabilities concentrate — enabling supervisors, banks, and market participants to act before real crises materialise.

EBA

European Banking Authority

Coordinates the exercise, publishes methodology and results

ECB

European Central Bank

Extends sample to 96 banks, integrates results into SREP

ESRB

European Systemic Risk Board

Designs the adverse macroeconomic scenario

NCAs

National Competent Authorities

Quality assure submissions from their supervised banks

Stress Testing Meets ESG Data Management

Generation Impact Global builds software for financial institutions managing non-financial data — from climate risk to regulatory reporting. Our platform supports the data infrastructure that underpins stress test submissions.

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