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...

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书目详细资料
主要作者: Jobst, Andreas A.
其他作者: Broszeit, Timo, Sugimoto, Nobuyasu
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2014.
丛编:IMF Working Papers; Working Paper ; No. 2014/133
在线阅读:Full text available on IMF
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100 1 |a Jobst, Andreas A. 
245 1 0 |a Macroprudential Solvency Stress Testing of the Insurance Sector /  |c Andreas A. Jobst, Nobuyasu Sugimoto, Timo Broszeit. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2014. 
300 |a 1 online resource (84 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
700 1 |a Broszeit, Timo. 
700 1 |a Sugimoto, Nobuyasu. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2014/133 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2014/133/001.2014.issue-133-en.xml  |z IMF e-Library