2025-02-25

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CSSF Circular 25/874: Application of EBA Guidelines on Liquidity Stress Test Scenarios

The Commission de Surveillance du Secteur Financier (CSSF) issued Circular 25/874 to implement the European Banking Authority's guidelines on liquidity stress testing. This document mandates the application of common reference parameters for stress test scenarios as defined in EBA/GL/2024/08. These requirements align with Article 45(4) of Regulation (EU) 2023/1114 to ensure standardized liquidity risk assessment practices across the sector.

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Luxembourg

Commission de Surveillance du Secteur Financier

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