Question
1. What is the main objective of the of the 2021 EBA stress testing exercise in European banks? Which banks participate in the 2021 EBA
1.
What is the main objective of the of the 2021 EBA stress testing exercise in European banks? Which banks participate in the 2021 EBA stress testing exercise? What is the time horizon and why?
2.
Macroeconomic scenarios.
a. Compares macroeconomic scenarios in EBA stress testing exercise 2021 and 2018! Are there any significant differences and/or similarities regarding the risk factors selected and regarding magnitude of the scenarios?
b. What is the difference between the baseline and adverse scenario (note: explain the difference in general and the difference for 2021 EBA stress tests)?
3.Analyze the results in stress testing exercise EBA 2018 for Deutsche bank (Hint: pay attention to the results under the "baseline scenario" and "adverse scenario" and estimated impact on capital adequacy and P&L outcome) https://eba.europa.eu/risk-analysis-and-data/eu-wide-stress-testing/2018
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