European Parliament Library

Isle of Man :, Financial Sector Assessment Program Update: Technical Note: Stress Testing: Banking and Insurance

This technical note presents stress testing of banking and insurance on the Isle of Man (IOM). The stress tests for the IOM Financial Sector Assessment Program Update have been designed to yield as comprehensive and detailed a picture as possible within the constraints of the approach and available data. Stress tests have been performed both by individual institutions based on the parameters and scenarios agreed between the authorities and IMF staff, and, at an aggregate level and in many instances, by the authorities themselves
Table Of Contents
Cover; Contents; Glossary; I. Introduction; II. Banking Sector; A. Coverage; B. Methodology; Tables; 1. Balance Sheet of Domestically Incorporated Banks, by Sector; C. Metrics and Calibration of Shocks; D. Results; Boxes; 1. Concentration Risk of Intra-Group Exposures: The Case of KSFIOM; 2. Liquidity Risk Shocks; 3. Credit Risk Shocks; 4. Market Risk Shocks; 2. Stress Test Results for the Banks; III. Insurance Sector; A. Coverage; B. Methodology; 3. Insurance Sector Indicators; C. Metrics and Calibration of Shocks; D. Results; 4. Stress Test Results for the Life Insurance Sector; Appendix
Literary Form
non fiction
Description based upon print version of record
Physical Description
1 online resource (27 p.)
Specific Material Designation
Form Of Item

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