Macro-financial scenario for the 2023 EU-wide banking sector stress test (updated on 20 March 2023)

Following the recent publication of the macro-financial scenarios to be used by financial institutions for the 2023 EU-wide banking sector stress test (EventID 19394) and the subsequent correction of some data underlying or used in the test scenarios (EventID 19992), the European Systemic Risk Board, ESRB, has yet again published a corrected version of the documents. In a corresponding letter accompanying the newly revised descriptions and data files, the Head of the ESRB Secretariat, Mr. Francesco Mazzaferro, informs that the ESRB has identified several errors in some tenors of the following swap rates:
– the Czech koruna,
– the Hungarian forint,
– the Polish zloty,
– the Romanian leu,
– the Bulgarian lev,
– the Norwegian krone, and
– the Turkish lira
The Head notes that all revisions are described in the attached corrigendum table (last tabulator – swap rates (2)) and all data files as attached to this Event have been adjusted accordingly.