文章基本信息

标题：ECB macroprudential stress test complements the EBA/SSM stress tests results in 2021
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作者：Katarzyna Budnik ; Johannes Groß
期刊名称：Euro Area Balance of Payments and International Investment Position Statistics
印刷版ISSN：1830-3420
电子版ISSN：1830-3439
出版年度：2021
卷号：2021
语种：English
出版社：European Central Bank
摘要：The ECB’s biennial macroprudential stress test evaluates the resilience of the euro area banking system, this year also assessing the impact of pandemic-related policy measures [1]. The macroprudential stress test exercise complements the supervisory stress test recently published by the European Banking Authority/Single Supervisory Mechanism (EBA/SSM). While relying on the same adverse and baseline scenarios (see Table A), [2] it also employs a dynamic balance sheet perspective and introduces amplification mechanisms. [3], [4] This year it also examined a number of remaining pandemic-related policy measures, including the profit distribution restrictions phased out at the end of September 2021, public guarantee programmes and public moratoria.