Same for the ECB data, the source data looks fancy, but here is one file with pivots and matching LEI-codes, so you can match with the EBA data.
The European Banking Authority (EBA) published today the final templates for the 2014 EU-wide stress test. Click here for the template. Click here for the 2014 Stress Test page of the EBA.
This week, the Bank of England offered two highly readable publications, each for a different reason. The Financial Policy Committee launched a consultation on the design of a leverage ratio framework for the UK. This is a very insightful release, even though the consultation period is a tad short: The FPC consultation will close on 14… Read More BOE, the Leverage Ratio, and Capital.
Shortly after EBA, the BOE published its own stress test definition. From the announcement: “A key threshold for the UK variant test will be set at 4.5% of Risk Weighted Assets (RWAs), to be met with Common Equity Tier 1 (CET1) capital in the stress – using a CRD IV end-point definition of CET1 in line… Read More And BOE follows with details of UK stress test