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EBA opens early consultation on a slimmed-down 2027 EU-wide stress test with climate risk

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EBA opens early consultation on a slimmed-down 2027 EU-wide stress test with climate risk
The European Banking Authority has opened an early consultation on the 2027 EU-wide stress test, cutting required data points by 55% and adding a dedicated climate-risk module.
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  • The European Banking Authority has launched an early consultation on the 2027 EU-wide stress test, cutting required data points by 55% by leaning on regular supervisory reporting and, for the first time, adding a dedicated climate-risk module for transition and physical risks.
  • A total of 63 banks from the EU and Norway, including 47 from the euro area and covering 75% of the EU banking sector, will take part, with the methodology still in draft.
  • The European Banking Authority has opened an early consultation on the 2027 EU-wide stress test, publishing its draft methodology, templates and template guidance well ahead of the usual timetable.
  • The EU prudential supervisor says it moved the industry consultation forward to give banks more time to prepare, and it plans a series of workshops to work through questions before the exercise is finalised.

The European Banking Authority has opened an early consultation on the 2027 EU-wide stress test, publishing its draft methodology, templates and template guidance well ahead of the usual timetable. The EU prudential supervisor says it moved the industry consultation forward to give banks more time to prepare, and it plans a series of workshops to work through questions before the exercise is finalised. Two features set this round apart from earlier ones: a much lighter data ask, and the first structured treatment of climate risk.

A leaner exercise built on existing reporting

The headline change is scale. Under the draft methodology, banks would have to supply 55% fewer data points than in the last exercise, a reduction the EBA achieves mainly by pulling figures from the supervisory returns institutions already file rather than asking them to build a separate, purpose-made submission. Templates that duplicated information already reported to supervisors have been stripped out, and several definitions have been simplified. According to the authority, the leaner design should cut out repeated requests, take some of the reporting load off the banks taking part, and leave supervisors with cleaner and more comparable figures to work from.

Climate risk enters through a dedicated module

This is also the first EU-wide round to fold in climate risk on a consistent basis, spanning both the transition to a low-carbon economy and the physical damage a changing climate can cause, and placing it next to the macro-financial shocks that have long driven these tests. For now the climate work is ring-fenced in a module of its own, and the results it generates are kept out of the headline stress test outcomes. That design keeps the headline capital outcomes on familiar footing while giving supervisors and banks a common template for measuring climate exposures, which the authority casts as one more move in a gradual push to bring climate factors into the way banks are supervised for capital and risk.

Who takes part and what comes next

In all, the exercise is set to reach 75% of the EU banking sector. That coverage comes from a group of 63 banks spread across the EU and Norway, of which 47 sit inside the euro area. Because the consultation has been published early, banks can begin aligning their systems and data pipelines before the parameters are locked down. The EBA Board of Supervisors is still to finalise the scenarios, methodology, templates and guidance, so the figures and rules set out now remain draft. The broader direction, a slimmer data collection sitting on top of existing supervisory reporting and paired with tougher bank capital standards, points to how EU supervisors want resilience testing to look over the coming cycle.

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