The stress test exercises of the EBA, the UK Prudential Regulation AUTHORITY (PRA) and the Comprehensive Capital Analysis and Review (CCAR) of the FEDERAL Reserve Bank are not directly comparable as the methodology, scenarios and time horizons differ significantly. Disregarding the differences, the overall impact of the EBA stress test is in LINE with the PRA 2015 EXERCISE. Compared with the CCAR 2016 exercise, the EBA stress test is stricter than the CCAR adverse scenario, but less severe than the severely adverse scenario of the CCAR.

The stress test exercises of the EBA, the UK Prudential Regulation Authority (PRA) and the Comprehensive Capital Analysis and Review (CCAR) of the Federal Reserve Bank are not directly comparable as the methodology, scenarios and time horizons differ significantly. Disregarding the differences, the overall impact of the EBA stress test is in line with the PRA 2015 exercise. Compared with the CCAR 2016 exercise, the EBA stress test is stricter than the CCAR adverse scenario, but less severe than the severely adverse scenario of the CCAR.