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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Jobst, Andreas A.
מחברים אחרים: Broszeit, Timo, Sugimoto, Nobuyasu
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2014.
סדרה:IMF Working Papers; Working Paper ; No. 2014/133
גישה מקוונת:Full text available on IMF
תיאור
סיכום: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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תיאור פיזי:1 online resource (84 pages)
פורמט:Mode of access: Internet
ISSN:1018-5941
גישה:Electronic access restricted to authorized BRAC University faculty, staff and students