---
title: Monitoring banks’ vulnerabilities using stressed depletion indices
url: https://www.ml-quant.com/papers/repec/ecb-ecbwps-20263295/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-30
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ecb:ecbwps:20263295
source_url: https://econpapers.repec.org/RePEc:ecb:ecbwps:20263295
featured: 2026-10-30
citations: unknown
topic: Risk, Credit & Banking
---


# 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.

- Source: https://econpapers.repec.org/RePEc:ecb:ecbwps:20263295
- Identifier: RePEc:ecb:ecbwps:20263295
- Released: 2026-10-19
- First featured: Quant Letter No. 137 (2026-10-30): https://www.ml-quant.com/issues/2026-10-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking
- Authors: Couaillier, Cyril, Faber, Finn, Rodriguez d’Acri, Costanza, Shaw, Frances, Passinhas, Joana

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