Macroprudential Solvency Stress Testing of the Insurance Sector

This book PDF is perfect for those who love Business & Economics genre, written by Mr.Andreas A. Jobst and published by International Monetary Fund which was released on 22 July 2014 with total hardcover pages 84. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Macroprudential Solvency Stress Testing of the Insurance Sector books below.

Macroprudential Solvency Stress Testing of the Insurance Sector
Macroprudential Solvency Stress Testing of the Insurance Sector
Author : Mr.Andreas A. Jobst
File Size : 55,6 Mb
Publisher : International Monetary Fund
Language : English
Release Date : 22 July 2014
ISBN : 9781484346365
Pages : 84 pages
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Macroprudential Solvency Stress Testing of the Insurance Sector by Mr.Andreas A. Jobst Book PDF Summary

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

Macroprudential Solvency Stress Testing of the Insurance Sector by Mr.Andreas A. Jobst,Nobuyasu Sugimoto,Timo Broszeit

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

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Macroprudential Solvency Stress Testing of the Insurance Sector

Macroprudential Solvency Stress Testing of the Insurance Sector by Andreas A. Jobst

Download or read online Macroprudential Solvency Stress Testing of the Insurance Sector written by Andreas A. Jobst, published by Unknown which was released on 2014. Get Macroprudential Solvency Stress Testing of the Insurance Sector Books now! Available in PDF, ePub and Kindle.

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Norway Financial Sector Assessment Program Technical Note Insurance Sector Stress Tests

Norway Financial Sector Assessment Program Technical Note Insurance Sector Stress Tests by International Monetary Fund. Monetary and Capital Markets Department

This Technical Note presents key findings of insurance sector stress tests on Norway. Although the financial condition of insurance companies under Solvency I has generally been sound, insurers face major challenges going forward, thus placing an important premium on sound risk management and effective oversight by supervisors. The stress tests (

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A Framework for Macroprudential Bank Solvency Stress Testing

A Framework for Macroprudential Bank Solvency Stress Testing by Mr.Andreas A. Jobst,Ms.Li L. Ong,Mr.Christian Schmieder

The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risks and vulnerabilities. Since then, IMF staff has developed more robust stress testing methods and

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Sovereign Risk in Macroprudential Solvency Stress Testing by Mr.Andreas A. Jobst,Ms.Hiroko Oura

This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the experiences in the Financial Sector Assessment Program (FSAP). We discuss four essential steps in assessing the system-wide impact of sovereign risk: scope, loss estimation, shock calibration, and capital impact calculation. Most importantly, a market-consistent

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Stress Testing at the IMF by Mr.Tobias Adrian,Mr.James Morsink,MissLiliana B Schumacher

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 of an IMF staff stress test. They are followed by a discussion on how IMF staff uses stress tests results for

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Switzerland

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This technical note discusses key findings of the insurance sector stress tests for Switzerland. The results suggest that there are market risks inside some Swiss insurance entities that may need focused attention. In particular, a moderate correction in share and property values, with interest rates ending somewhat lower than the

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Macroprudential Stress Tests and Policies Searching for Robust and Implementable Frameworks by Ron Anderson,Jon Danielsson,Chikako Baba,Mr.Udaibir S Das,Mr.Heedon Kang,Miguel A. Segoviano Basurto

Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative, forward-looking assessments of the resilience of financial systems as a whole, to particularly adverse shocks. Therefore, they are well suited to support the surveillance of macrofinancial vulnerabilities and to

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