April 17 2025
EBA Guideline on ESG Szenario Analyse
The EBA has consulted on guidelines on ESG scenario analyses, which supplement the guidelines on ESG risk management. The EBA sets out the expectations for ESG scenario analyses. The aim is for institutions to test their resilience to the negative impact of ESG factors. A distinction is made between short to medium-term stress tests to review capital and liquidity resources and long-term stress tests (>10 years) to review the resilience of the business model.