- The tests will reveal 12,000 data points per lender
- Will publish data on bank losses from fines and litigation
- Will publish banks fully loaded CET1 ratio for the first time
The data to be disclosed in the EBA templates will cover banks’ composition of capital, risk weighted assets (RWAs), profit and loss (P&L), exposures to sovereigns, credit risk and securitisation. In addition, for the first time, the EBA will disclose a fully loaded CRR/CRD4 Common Equity Tier 1 (CET1) capital ratio for each bank. The disclosure will be based on the outcome of the stress test from end 2013 to end 2016. The templates published today will help market participants better understand the data that banks will be disclosing.
Full details here
