MISSIONS

Stress Tests & STEBA: Regulatory compliance is the prerequisite. Sustained performance is the challenge.

‍Stress testsput an institution’s prudential reputation on the line, require significant resources, and are conducted under tight deadlines that leave no room for improvisation. Institutions that excel in this area have made it a permanent capability—methodological, operational, and organizational.

Exercises conducted in recent years have highlighted recurring vulnerabilities across the entire chain:
- Governance & coordination of contributorsMethodological consistency across exercises (EBA, ICAAP, climate)
- Data quality and auditability
- Automation and reliability of data production
- Managing deadlines under high operational pressure

These vulnerabilities reflect a common reality: most stress test frameworks were built in the rush of the exercise, without structural capitalisation from one cycle to the next. This is precisely where credibility with the regulator is at stake—and where the most significant room for improvement lies.

‍Recent project - Supporting a leading banking group through the STEBA exercise, from the dry run to the final submission: structuring governance, coordinating contributors, developing and documenting the methodological approach, assisting with template creation, automating calculations, and ensuring data reliability.

‍Result: deadlines met. Proven quality. A framework that matures from one exercise to the next.