EBA stress testing.
From approved inputs to a reviewed workbook.
Run the chain from scenario and model results to the EBA stress-test templates. Halden combines reusable mappings, template checks and value lineage so your team can spend more of the delivery review on the substance.
Bring the work together before the final delivery.
An EBA delivery combines outputs from several risk teams with the bank’s own reporting files. Halden records where each rule came from, identifies overlapping destinations and binds the approval to the combined mapping version. Reuse the mapping in the next run while the source files and checks are refreshed.
The products in your workflow.
Prepare the exercise inputs
Use the scenario and baseline that apply to the exercise. In the recorded dry run, shifted EBA paths and NGFS scenarios are labelled as stand-ins. A real delivery needs the applicable published inputs.
Run and review the models
Use supported Model Studio EBA calculations and the bank’s remaining model outputs. Record development, owner and validation decisions, and keep source-model status attached to the hand-off.
Reconcile the reporting outputs
Bring losses and P&L into the capital view. Risk Reporting supplies a template-bound hand-off for supported capital, REA summary, MDA and P&L inputs; missing inputs remain a bank task.
Combine, check and export
Add the model hand-offs and bank mappings in EBA Filler. Check overlaps and findings, obtain the required approval and write a new workbook while preserving the original template.
Start from the inputs your team can stand behind.
| Input | What you bring | What to review |
|---|---|---|
| The pinned draft workbook | The original supported EBA template and its identifiers, selectors and reporting areas. | Template-specific profiles are tied to a file hash. A changed workbook needs a compatibility review. |
| Source files and mappings | Excel or CSV bank files, model hand-offs and the reporting mapping plan. | Keep source-label bindings and units explicit. Unresolved duplicate destinations block validation. |
| Remaining bank inputs | Starting points, selectors and template areas the models do not provide, plus explanatory-note material. | The completed demonstration is not a coverage claim for a real bank. Agree the delivery’s full scope with each source team. |
Results with the evidence beside them.
Reusable mapping work
Use cell or block rules, add multiple mappings and retain rule origins. Save the combined delivery as one mapping after reviewing destination overlaps.
A reviewable delivery
Inspect writable-cell, identifier, dropdown, percentage, sign and blank-versus-zero findings, plus the supported draft Template Guidance checks and completeness review.
Lineage beside the workbook
Trace a destination to its source cells, file hash, rule, approval and export run. Open the exported workbook in Excel for recalculation and the bank’s final review.
People make the decision.
EBA Filler writes a new workbook and preserves the original template and source files. In team mode, the organisation can require a checker’s approval of the exact mapping version. Local mode follows the bank’s own approval process. Agents cannot approve the delivery.
Exercise and supervisory context
The supported EBA 2027 methodology, templates and guidance are drafts. EBA Filler runs its implemented mapping and template checks; the bank still owns exercise applicability, completeness, Excel recalculation and the final submission review. No supervisory approval or certification of the software is claimed.
Does this replace the bank’s complete EBA validation?
No. Halden checks the implemented mapping rules, template semantics and supported guidance checks. The bank still reviews all applicable supervisory requirements, remaining data, explanatory material and the recalculated workbook.
Can we use EBA Filler on its own?
Yes. Map the bank’s own Excel and CSV files without adopting the other products. Model Studio and Risk Reporting hand-offs can be added later to the same combined delivery.
Plan the next EBA delivery around your data.
Bring the template areas, source files and deadline. We can demonstrate one mapping end to end, then identify the model hand-offs and remaining bank inputs for a focused pilot.