EBA stress test 2025 video series: (4) Market Risk & NII

In this video, we give an overview about the the development, new approaches and methods for calculating market risk and net interest income NII) in the 2025 EBA stress test.
What are the most important changes in the stress test methodology regarding market risk and NII ?
Which factors and parameters have the biggest impact on the calculation of market risk and NII?
How to tackle the upcoming challenges and what should banks do right now?

Please contact us for more information:

Martin Neisen,
Partner FS Governance, Risk & Compliance
Head of EBA/SSM Office, PwC Germany
[email protected]


Dr. Philipp Schröder
Partner FS Governance, Risk & Compliance
PwC Germany
[email protected]

Pablo Suarez Manjon
Director, PwC Spain
[email protected]