The Banque de France, the Prudential Supervision and Resolution Authority (ACPR) and the French Financial Markets Authority (AMF) have launched an exploratory, system-wide stress test to assess how interconnections and interdependencies across the French financial system could transmit and amplify shocks in a period of financial stress. The exercise involves more than 25 French financial institutions and covers banking, insurance and asset management, including all global systemically important banks established in France. Participants will run a severe market shock scenario calibrated to exceed the worst two-week period observed over the last 20 years, assess impacts, and describe intended management actions to meet liquidity needs and obligations, including security sales, borrowing, issuance and repo activity. The initiative draws on experience from comparable exercises conducted by UK authorities in 2023 and 2024. Participant returns will be consolidated in an initial analysis phase, followed by a second phase in the first half of 2026 focused on interactions between actors and market reactions. The three authorities plan to publish a joint synthesis report at the end of the work, and the exercise will not affect the individual supervision of participating institutions, which joined voluntarily.