+Guidelines on stress tests of deposit guarantee schemes (EBA/GL/2021/10)
---+1. Compliance and reporting obligations
------+Status of these guidelines
---------+1. This document contains guidelines issued pursuant to Article 16 of Regulation (EU) No 1093/2010 …
---------+2. Guidelines set the EBA view of appropriate supervisory practices within the European System of …
------+Reporting requirements
---------+3. According to Article 16(3) of Regulation (EU) No 1093/2010, competent authorities must notify …
---------+4. Notifications will be published on the EBA website in line with Article 16(3) of Regulation (EU) …
---+2. Subject matter, scope and definitions
------+Subject matter
---------+5. These guidelines specify the minimum principles and content of stress tests that deposit …
---------+6. They aim at helping designated authorities and DGSs to increase the resilience of the DGSs’ …
---------+7. The resilience of DGSs can be defined as the ability of DGSs to perform the tasks entrusted to …
------+Scope of application
---------+8. These guidelines apply to DGSs when performing stress tests of their systems in accordance with …
---------+9. Where designated authorities administer a DGS, they should apply these guidelines when …
------+Addressees
---------+10. These guidelines are addressed to competent authorities as defined in Article 4(2)(iv) of …
---------+11. These guidelines are also addressed to competent authorities as defined in Article 4(2)(i) …
------+Definitions
---------+12. Unless otherwise specified, the terms used and defined in Directive 2014/49/EU have the same …
---+3. Implementation
------+Date of application
---------+13. These guidelines apply from 15 September 2021.
------+Repeal
---------+14. The Guidelines EBA/GL/2016/04 are repealed with effect from 15 September 2021.
---+4. Guidelines on DGS stress tests
------+Guideline 1: Objectives of DGS stress tests
------+Guideline 2: Methodology for DGS stress tests
------+Guideline 3: Core tests
------+Guideline 4: Indicators
------+Guideline 5: Qualitative assessment of the outcomes of the tests and DGS resilience
------+Guideline 6: Instructions for reporting to the EBA
---+Annex 1 – Template for reporting results
 English - European Union - Financial Industry -

Guidelines on stress tests of deposit guarantee schemes (EBA/GL/2021/10)

Guidelines on stress tests of deposit guarantee schemes (EBA/GL/2021/10)

https://www.eba.europa.eu/activities/single-rulebook/regulatory-activities/depositor-protection/guidelines-stress-tests – PDF

1. Overview

,
1. Compliance and reporting obligations

1. Compliance and reporting obligations
2. Subject matter, scope and definitions

2. Subject matter, scope and definitions
3. Implementation

3. Implementation
4. Guidelines on DGS stress tests

4. Guidelines on DGS stress tests
Annex 1 – Template for reporting results

Please see the separate Excel file.

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • EBA -

    EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

    DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.