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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.

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