Previous chapter
Case StudiesCase Study Fill EBA Stress template
Next chapter


In this exercise we would like to fill an (MS Excel) EBA stresstest template with some previous data. More specifically, we would like to create a function which should

  1. Take 2 file paths as parameters: 1 input EBA template path and 1 output path.
  2. Take 2 addtional parameter for a data.frame with the input data.frame and 1 parameter specifying the bank to be filled out.
  3. The goal is now to fill out the Risk exposure amounts (based on the sheet CSV_CR_REA) using the input data from TRA_CR.csv. We only try to fill out the first two columns. 3.1. Create a mapping table between the rows in TRA_CR.csv and the respective rows/columns in the Template sheet. Depending on your time budget try to find at least the mappings for the following asset class categories
  • Central banks and central governments
  • Institutions
  • Corporates
  • Retail

3.2. Fill out the values with the for each category in the sheet. 4. Explain why this approach is be preferred compared to an Excel workflow.