the following data are downloaded from EBA website. EBA owns the copyright on these data, but authorizes their reproduction, provided the source is acknowledged.
Up to now, there are three years available with stress test data: 2011 / 2014 / 2016, and others with transparency exercise which are not considered here. The aim of this dataset curation is to build edgelist of BANK --> ASSET CLASS exposures to be used in fire-sales spillover systemic risk analysis.
Click on the desidered year to get a description of the main curated BANK --> ASSET CLASS dataset and to have a link to the available dataset for the correspondin year
While at this page you can find a detalied description of how the raw EBA downloaded data have been processed. (code chunks are written in R)