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Stress testing
- 2014
- 2015
- 2016
- 2017
- 2018
- 2019
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2021
- Stress testing the UK banking system: 2021 Solvency Stress Test results
- Key elements of the 2021 Biennial Exploratory Scenario: Financial risks from climate change
- Stress testing the UK banking system: Key elements of the 2021 stress test
- Stress testing the UK banking system: guidance on the 2021 stress test for participants
- 2022
- 2023
- 2024
- 2025
Documents
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stress-testing
- 2014
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2015
- Stress testing the UK banking system: 2015 results (pdf 0.7MB)
- Guidance for participating banks and building societies (pdf 2MB)
- Guidance on the traded risk methodology for participating banks and building societies (pdf 0.2MB)
- Key elements of the 2015 stress test (pdf 2.1MB)
- Traded risk and structured finance scenario for the 2015 stress test (xlsx 0.1MB)
- Variable paths for the 2015 stress test (xlsx 0.2MB)
- The Bank of England's approach to stress testing the UK banking system (pdf 0.4MB)
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2016
- Guidance for participating banks and building societies (pdf 0.2MB)
- Guidance on the traded risk methodology for participating banks and building societies (pdf 0.2MB)
- Key elements of the 2016 stress test (pdf 0.4MB)
- projection_templates_2016 (zip 2.8MB)
- Stress testing the UK banking system: 2016 results (pdf 0.8MB)
- Traded risk scenario for the 2016 stress test (xlsx 0.1MB)
- Variable paths for the 2016 stress test (xlsx 0.2MB)
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2017
- Variable paths for the stress test scenario for firms not participating in the 2017 concurrent stress test (xlsx 0.1MB)
- data_templates_2017 (zip 3MB)
- General Insurance Stress Test 2017 - Scenario Specification, Guidelines and Instructions (pdf 1.4MB)
- General Insurance Stress Test 2017 - Template (xlsx 0.7MB)
- stdf_dictionary_business_201704 (zip 8.2MB)
- 2017 guidance for participating banks and building societies (pdf 0.4MB)
- Stress testing the UK banking system: 2017 results (pdf 2.5MB)
- Key elements of the 2017 stress test (pdf 0.4MB)
- Traded risk and structured finance scenario for the 2017 stress test (xlsx 0.1MB)
- Variable paths for the 2017 stress test (xlsx 0.4MB)
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2018
- 2018 traded risk scenario (xlsx 0.1MB)
- Data templates 2018 (zip 3MB)
- Effectiveness of stress‑testing model risk management (pdf 0.1MB)
- STDF dictionary 2018 (zip 7.8MB)
- Stress testing the UK banking system: 2018 guidance for participating banks and building societies (pdf 0.3MB)
- Stress testing the UK banking system: key elements of the 2018 stress test (pdf 0.3MB)
- Stress testing the UK banking system: variable paths for the 2018 scenario (xlsx 0.2MB)
- Variable paths for the stress test scenario for firms not participating in the 2018 concurrent stress test (xlsx 0.1MB)
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2019
- Traded risk scenario for the 2019 stress test (xlsx 0.1MB)
- 2020 Data dictionary (zip 3.8MB)
- 2020 XBRL taxonomy (zip 16.8MB)
- Data templates 2019 (zip 2.7MB)
- Effectiveness of stress testing framework and its implementation (pdf 0.6MB)
- 2019 Data dictionary (zip 8MB)
- Stress testing the UK banking system: 2019 guidance for participating banks and building societies (pdf 0.6MB)
- Stress testing the UK banking system: key elements of the 2019 annual cyclical scenario (pdf 1.2MB)
- Stress testing the UK banking system: variable paths for the 2019 scenario (xlsx 0.2MB)
- Variable paths for the stress test scenario for firms not participating in the 2019 concurrent stress test (xlsx 0.1MB)
- 2019 XBRL taxonomy (zip 17.3MB)
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2020
- Operating Model for the Reporting of Stress Test data 2021 (docx 0.3MB)
- STDF change summary 2021 (xlsx 1.1MB)
- 2021 Asset Liability Management template (xlsx 0.2MB)
- Index of artefacts and associated submission timeframes 2021 (xlsx 0.1MB)
- 2021 Data templates (zip 4.2MB)
- 2021 STDF dictionary (zip 7.5MB)
- Update on the Bank’s approach to the Climate Biennial Exploratory Scenario in selected areas (pdf 0.6MB)
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2021
- Operating Model for the Reporting of Stress Test data 2021 (docx 0.3MB)
- STDF change summary 2021 (xlsx 1.1MB)
- Index of artefacts and associated submission timeframes 2021 (xlsx 0.1MB)
- CBES data dictionary (xlsx 0.2MB)
- CBES data templates (zip 0.4MB)
- CBES qualitative questionnaire (xlsx 0.1MB)
- CMIP data 2021 (pdf 0.4MB)
- Country shapefiles 2021 (zip 0.3MB)
- 2021 data templates (zip 4.2MB)
- GWL data 2021 (pdf 0.1MB)
- Stress testing the UK banking system: Key elements of the 2021 stress test (pdf 0.6MB)
- NGFS data 2021 (zip 0.6MB)
- The results of the 2021 solvency stress test of the UK banking system: annex (pdf 1MB)
- 2021 STDF dictionary (zip 7.5MB)
- Stress testing the UK banking system: guidance on the 2021 stress test for participants (pdf 0.5MB)
- Variable paths for the 2021 stress test (macroeconomic variables, yield curves and traded risk) (xlsx 0.2MB)
- The 2021 Biennial Exploratory Scenario on the financial risks from climate change: Guidance for participants (pdf 0.5MB)
- Variable paths for the 2021 Biennial Exploratory Scenario: Financial risks from climate change (xlsx 0.4MB)
- variable-paths-for-firms-not-participating-in-2021-concurrent-stress-test (xlsx 0.1MB)
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2022
- Results of the 2021 climate biennial exploratory scenario (pdf 1.7MB)
- 2022 STDF data templates (zip 2.2MB)
- 2022 STDF dictionary (xlsx 2.6MB)
- 2022 STDF manual (pdf 1.7MB)
- Stress testing the UK banking system: Traded risk scenario for the 2022/23 stress test (xlsx 0.1MB)
- Stress testing the UK banking system: Variable paths for the 2022/23 scenarios (xlsx 0.3MB)
- ICAAP scenario variable paths (Variable paths 2022) (xlsx 0.1MB)
- 2023
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2024
- 2024 CCP Supervisory Stress Test Market Stress Scenarios (xlsx 0.2MB)
- 2024 CCP Supervisory Stress Test: results report (pdf 1.3MB)
- The Bank of England’s approach to stress testing the UK banking system (pdf 0.9MB)
- Stress testing the UK banking system: Variable paths for the 2024 desk-based stress test (xlsx 0.4MB)
- ICAAP scenario variable paths (xlsx 0.1MB)
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2025
- 2025 CCP Stress Test Market Stress Scenarios (xlsx 0.2MB)
- ICAAP scenario variable paths (xlsx 0.1MB)
- Stress testing the UK banking system: Traded risk scenario for the 2025 Bank Capital Stress Test (xlsx 0.1MB)
- Stress testing the UK banking system: Variable paths for the 2025 Bank Capital Stress Test (xlsx 0.2MB)