Monitoring banks’ vulnerabilities using stressed depletion indices
Two new indicators track euro-area banking vulnerabilities using stress tests: one measures capital depletion under tail risk, the other assesses earnings capacity to absorb losses.
Featured in No. 137 on 30 Oct 2026 · 11 days after release
- Released
- 19 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:ecb:ecbwps:20263295
- Authors
- Cyril Couaillier et al.
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