Stress testing major UK banks and building societies

The Bank undertakes regular stress testing of the financial resilience of the largest and most systemically important UK banks and building societies.

Overview

Since 2014 the Bank has undertaken regular concurrent stress testing of the UK banking system to support the FPC and PRA in meeting their objectives. A concurrent bank stress test is an exercise where multiple banks’ balance sheets are subjected simultaneously to a common adverse scenario. Such tests allow us to assess individual banks’ and the banking system’s resilience to a range of adverse shocks and their ability to continue to support households and businesses if a stress does materialise.

The Bank of England’s approach to stress testing the UK banking system

In 2024 the Bank published its updated approach to stress testing the UK banking system. 

In summary:

  1. The Bank expects to carry out a Bank Capital Stress Test every other year. This will be a test of risks related to the financial cycle in which the largest or most systemic UK banks participate. This can be seen as the successor to the Annual Cyclical Scenario exercises under the previous approach.
  2. In intervening years, the Bank expects to use stress testing when appropriate to supplement its assessment of the resilience of the banking system, but in a way that is less burdensome for banks – for example, through desk-based stress tests. These may be similar to the desk-based stress tests that have taken place in recent years, such as in 2024.
  3. The Bank will continue to use exploratory exercises as a means of assessing other risks, including structural and emerging risks that are not closely linked to the financial cycle. These can be seen as the successor to the Biennial Exploratory Scenarios under the previous approach.

Read the new approach, published 29 November 2024:

The Bank of England’s approach to stress testing the UK banking system

Timeline of stress testing the UK banking system

2025 Bank Capital Stress Test

The first Bank Capital Stress Test took place in 2025. The Bank published the details of the test and the results.

2022 - 2023 ACS

The last Annual Cyclical Scenario under the previous approach took place in 2022-2023. The Bank published the results of the test in 2023.

2021 Solvency Stress Test

The Bank undertook a stress test in 2021 to test resilience to a severe path for the economy in 2021-25 on top of the economy shock associated with the Covid-19 pandemic. This more scenario was intended to cross-check the judgement of FPC in 2020 following a ‘reverse stress test’ undertaken in light of the pandemic.

2021 Biennial Exploratory Scenario - Financial Risks from Climate Change

In 2021 the Bank of England ran an exploratory scenario exercise on climate risk involving the largest UK banks and insurers. Launched in June 2021, the exercise was a ‘biennial exploratory scenario’ under the Bank’s stress testing approach at that time.

The 2021 CBES explored the resilience of the UK financial system to the transition and physical risks associated with different climate pathways. The CBES used three scenarios involving early, late and no additional policy action, respectively, to explore the two key risks from climate change; the risks arising from the significant structural changes to the economy needed to achieve net zero emissions – ‘transition risks’; and risks associated with an increase in global temperatures known as ‘physical risks’.

2019 Liquidity Biennial Exploratory Scenario

In 2019 the Bank ran an exploratory scenario exercise on liquidity risk. This was the first ‘biennial exploratory scenario’ under the Bank’s stress testing approach at that time. The Bank has published some of the key findings from the 2019 Liquidity BES in March 2021 after pausing due to Covid-19.

This page was last updated 25 June 2026