Stress test

Circular CSSF

Document date: 11 December 2020

Circular CSSF 20/762 (only in French)

Update of Circular CSSF 08/338, as amended by Circular CSSF 16/642, on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities, following the adoption of the guidelines of the European Banking Authority (EBA) on the management of interest rate risk arising from non-trading book activities (EBA/GL/2018/02)

Relevant for: Credit institutions Investment firms

Topics: Reporting Stress test

Communiqué

Published on: 17 November 2020

ESMA report relating to ESRB Recommendation on Liquidity Risk in Investment Funds published

Relevant for: Investment fund managers Specialised investment funds (SIF) Undertakings for collective investment (UCI) Undertakings for collective investment in transferable securities (UCITS)

Topics: Coronavirus Investor protection Liquidity Risk management Stress test

Circular CSSF

Document date: 23 October 2020

Circular CSSF 20/753

Amendment of Circular CSSF 07/301, as amended by Circulars CSSF 08/338, CSSF 09/403, CSSF 11/506 and CSSF 13/568 on the implementation of the internal capital and liquidity adequacy assessment process (ICAAP and ILAAP) and of Circular CSSF 11/506 on principles of a sound stress testing programme

Relevant for: Credit institutions Investment firms

Topics: Capital requirement Stress test

Circular CSSF

Document date: 29 September 2020

Circular CSSF 20/752

ESMA Guidelines on Liquidity Stress Testing in UCITS and AIFs

Relevant for: Credit institutions Investment companies in risk capital (SICAR) Investment fund managers Specialised investment funds (SIF) Undertakings for collective investment (UCI) Undertakings for collective investment in transferable securities (UCITS)

Topics: Depositary Internal governance Liquidity Risk management Stress test

Form

Document date: 19 February 2008

IRRBB Stress Test Report (only in French)

for CRR investment firms

Relevant for: Investment firms

Topics: Reporting Stress test

Guidelines

Document date: 21 March 2018

ESMA Guidelines on stress tests scenarios under Article 28 of the MMF Regulation

ESMA34-49-115

Relevant for: Specialised investment funds (SIF) Specific authorisations Undertakings for collective investment (UCI) Undertakings for collective investment in transferable securities (UCITS)

Topics: Money Market Fund (MMF) Reporting Stress test

Studies and reports

Document date: 26 October 2014

Results of the comprehensive assessment by the ECB and results of the 2014 EU-wide Stress Test by the EBA

Relevant for: Credit institutions

Topics: Stress test

Press release

Document date: 1 July 2016

Press release related to the use of 2016 EU-wide stress test results in the SREP process

Relevant for: Credit institutions

Topics: Stress test

Studies and reports

Document date: 29 July 2016

Results of the 2016 EU-wide Stress Test published by EBA

Relevant for: Credit institutions

Topics: Stress test

Press release

Document date: 1 February 2019

Press release related to the EU-wide Stress Test results at SSM level published by ECB on 1 February 2019

Relevant for: Credit institutions

Topics: Stress test

Content Keyword: Stress test