EBA consults on simplified EU-wide stress test with climate risk
EBA launched early consultation on a simplified EU-wide stress test integrating climate risk.
The EBA opened an early consultation on redesigning the EU-wide stress test, with a simplified framework and explicit integration of climate risk. Banks should anticipate methodological changes affecting scenario design, data requirements and capital planning under ICAAP.
Stress test redesign directly shapes capital planning, scenario analysis and climate risk integration.
Action Required
Prepare stress testing teams to engage on methodology and assess climate risk data and modelling capabilities.
EU-wide stress test is a central supervisory tool; climate integration extends ESG risk management obligations.
Mobilise stress testing and climate risk functions to respond to consultation and gap-assess data, models and governance.
“The EBA launches early consultation on simplified EU-wide stress test, with climate risk integration.”
Published: 2026-06-11