Macroprudential Solvency Stress Testing of the Insurance Sector /

Over the last decade, stress testing has become a central aspect of the Fund's bilateral and multilateral surveillance work. Recently, more emphasis has also been placed on the role of insurance for financial stability analysis. This paper reviews the current state of system-wide solvency stres...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Jobst, Andreas A.
Muut tekijät: Broszeit, Timo, Sugimoto, Nobuyasu
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2014.
Sarja:IMF Working Papers; Working Paper ; No. 2014/133
Linkit:Full text available on IMF
Kuvaus
Yhteenveto:Over the last decade, stress testing has become a central aspect of the Fund's bilateral and multilateral surveillance work. Recently, more emphasis has also been placed on the role of insurance for financial stability analysis. This paper reviews the current state of system-wide solvency stress tests for insurance based on a comparative review of national practices and the experiences from Fund's FSAP program with the aim of providing practical guidelines for the coherent and consistent implementation of such exercises. The paper also offers recommendations on improving the current insurance stress testing approaches and presentation of results.
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Ulkoasu:1 online resource (84 pages)
Aineistotyyppi:Mode of access: Internet
ISSN:1018-5941
Pääsy:Electronic access restricted to authorized BRAC University faculty, staff and students