Macroprudential Solvency Stress Testing of the Insurance Sector

Macroprudential Solvency Stress Testing of the Insurance Sector
Author :
Publisher : International Monetary Fund
Total Pages : 84
Release :
ISBN-10 : 9781498324557
ISBN-13 : 149832455X
Rating : 4/5 (55X Downloads)

Book Synopsis Macroprudential Solvency Stress Testing of the Insurance Sector by : Mr.Andreas A. Jobst

Download or read book Macroprudential Solvency Stress Testing of the Insurance Sector written by Mr.Andreas A. Jobst and published by International Monetary Fund. This book was released on 2014-07-22 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Macroprudential Solvency Stress Testing of the Insurance Sector Related Books

Macroprudential Solvency Stress Testing of the Insurance Sector
Language: en
Pages: 84
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2014-07-22 - Publisher: International Monetary Fund

GET EBOOK

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
Sovereign Risk in Macroprudential Solvency Stress Testing
Language: en
Pages: 59
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2019-12-06 - Publisher: International Monetary Fund

GET EBOOK

This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the experiences in the Financial Sector Assessment Prog
Insurance and Issues in Financial Soundness
Language: en
Pages: 45
Authors: Nigel Davies
Categories: Business & Economics
Type: BOOK - Published: 2003-07-01 - Publisher: International Monetary Fund

GET EBOOK

This paper explores insurance as a source of financial system vulnerability. It provides a brief overview of the insurance industry and reviews the risks it fac
Stress Testing at the IMF
Language: en
Pages: 73
Authors: Mr.Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund

GET EBOOK

This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Language: en
Pages: 79
Authors: Ron Anderson
Categories: Business & Economics
Type: BOOK - Published: 2018-09-11 - Publisher: International Monetary Fund

GET EBOOK

Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer