Bespoke scenario output within five working days
Two fully built-out global scenarios using the prescriptions provided by the EBA as constraints within the Global Economic Model.
EBA Adverse Macro-Financial Scenario
With a 35-year track record in forecasting and scenario analysis, Oxford Economics has invaluable experience in preparing stress tests and in supporting institutions in the financial sector. Oxford Economics is a key advisor to some of the largest financial institutions in the world which rely on our validated Global Economic Model for stress testing and scenario analysis.
A robust and timely solution to the EBA Stress Test
Depending on clients' needs, we can build out the macro-financial scenario within the largest commercially-available macro model or provide EBA prescriptions at quarterly frequency augmented with historic data from our extensive data coverage.
Financial institutions with established relationships with Oxford Economics benefit from our transparent and rigorous modelling and they can rely on us for support with model validation, both with our own validation reports and ad-hoc support.
Fast delivery at every step
Day 0: EBA publication
Day 1: Mandates built out
Prescriptions at quarterly frequency in Excel the day after the publication of the EBA stress test using our extensive data coverage
Day 5: Detailed scenario output
Bespoke scenario output in Excel within five working days, built out within the largest commercially available macro model
Day 12: Bespoke report
A detailed report covering the assumptions of the stress test and the construction of the scenarios within twelve working days
How we can support financial institutions
Comprehensive Variable Coverage
Clients can choose the number of countries and variables based on their requirements from up to 80 countries, covering a total of more than 50,000 variables.
Detailed report
A detailed report covering the assumptions of the stress test and the construction of the scenarios can be provided.
Iterations of the scenarios
Clients can opt for bespoke iterations of the scenarios, allowing them to provide feedback and suggest overlays to the initial set of scenario output.
WHY YOU CAN RELY ON US
At the centre of our approach is our renowned Global Economic Model, which integrates individual country models through global assumptions about trade volume and prices, competitiveness, interest and exchange rates, capital flows and commodity prices.
The model's unique open-architecture framework enables us to assess the impacts of adverse scenarios on economic indicators and a range of asset classes.
Our flexible software allows variables to be added to meet our clients' needs when assessing the impact of multiple economic scenarios on portfolios.
The Global Economic Model is being used by banks for stress tests published by a large number of authorities around the world, including the Federal Reserve, the European Banking Authority, the UK Prudential Regulation Authority, the Australian Prudential Regulation Authority, the Hong Kong Monetary Authority and the Monetary Authority of Singapore.
Oxford Economics interacts closely with the Model Validation Groups at financial institutions. We produce our own validation reports and provide ad-hoc support.
Download EBA scenario outputs
Please fill out the form to receive sample EBA scenario outputs for: Austria, Denmark, Finland, France, Germany, Italy, Netherlands, Norway, Spain, Sweden and United Kingdom.
