2025-02-25

Added 2026-06-20 · Updated 2026-07-08

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.

Luxembourg

Commission de Surveillance du Secteur Financier

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Published on 25 February 2025

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CSSF circular

Application of the Guidelines of the European Banking Authority establishing the common reference parameters of the stress test scenarios for the liquidity stress tests referred in Article 45(4) of Regulation (EU) 2023/1114 (EBA/GL/2024/08)

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