Financial Regulation International
Stress tests in numbers
The European Central Bank (ECB) published the results of its Comprehensive Assessment (CA) on 26 October 2014. The CA consists
of an Asset Quality Review (AQR) and a stress test which was executed together with the European Banking Authority (EBA).
The stress test included 123 banks across the EU and Norway, covering more than 70% of total EU banking assets. The hurdle
rate was defined as 5.5% and 8.0% of Common Equity Tier (CET) 1 ratio (as defined in CRR) for the adverse and the baseline
scenario respectively.