European Parliament Library

Switzerland :, Financial Sector Assessment Program; Technical Note-Insurance Stress Testing

Abstract
Financial Sector Assessment Program; Technical Note-Insurance Stress Testing
Table Of Contents
Cover -- CONTENTS -- Glossary -- EXECUTIVE SUMMARY -- INSURANCE STRESS TEST -- A. Scope of the Stress Test and Risk Profile of the Insurance Sector -- B. Scenario -- C. Capital Standard and Modeling Assumptions -- D. Results -- E. Challenges in a Prolonged Low-Yield Environment -- F. Summary of Findings and Recommendations -- FIGURES -- 1. Asset Allocation of Insurance Stress Test Participants -- 2. Decomposition of Target Capital before Stress -- 3. SST Ratio after Stress -- 4. Changes in the Value of Assets and Liabilities -- 5. Cross-Check Against Top-Down Results -- 6. Contributions of Risk Factors in the Top-Down Model -- 7. Solvency Projections -- 8. Impact of Natural Disasters on Risk-Based Capital -- 9. Maturity and Average Coupon Rate of Insurers' Fixed-Income Investments -- TABLES -- 1. Main Recommendations on Insurance Stress Testing -- 2. Specification of the Adverse Scenario for Insurers -- 3. Financial Soundness Indicators of the Insurance Sector -- APPENDICES -- I. Insurance Sector Stress Test-Interest Rate Shocks -- II. Insurance Sector Stress Testing Matrix (STeM)
Language
eng
Literary Form
non fiction
Physical Description
1 online resource (23 pages)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781498322485

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