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Hoots : Do we know the simulated shocks used in EU bank stress tests? The official document released only contains the outcomes of the stress tests. Does anyone know what shocks were specifically used? Was that information publicly - freshhoot.com

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Do we know the simulated shocks used in EU bank stress tests?
The official document released only contains the outcomes of the stress tests. Does anyone know what shocks were specifically used? Was that information publicly released?

Please note that the fact they used sovereign yield shocks is public. The question pertains to the ranges of such shocks.

Also, please only post information that has been publicly released by the people conducting the tests.


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This news article points to the EBA Methodological Note. Does that get you started?


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