Macroprudential solvency stress testing of the insurance sector
Jobst, Andreas.
Macroprudential solvency stress testing of the insurance sector [electronic resource] / Andreas A. Jobst, Nobuyasu Sugimoto, and Timo Broszeit. - [Washington, D.C.] : International Monetary Fund, ©2014. - 1 online resource (84 pages) : color illustrations, color map. - IMF working paper ; WP/14/133 . - IMF working paper ; WP/14/133. .
"Monetary and Capital Markets Department"--Page 2 of pdf. "July 2014"--Page 2 of pdf.
Includes bibliographical references (pages 59-70).
"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"--Abstract.
9781498394253 1498394256
Insurance--Evaluation.
Financial risk management.
Risk assessment.
BUSINESS & ECONOMICS / Industries / General
Electronic books.
HG3881.5.I58 / W67 No. 14/133eb
338.109248
Macroprudential solvency stress testing of the insurance sector [electronic resource] / Andreas A. Jobst, Nobuyasu Sugimoto, and Timo Broszeit. - [Washington, D.C.] : International Monetary Fund, ©2014. - 1 online resource (84 pages) : color illustrations, color map. - IMF working paper ; WP/14/133 . - IMF working paper ; WP/14/133. .
"Monetary and Capital Markets Department"--Page 2 of pdf. "July 2014"--Page 2 of pdf.
Includes bibliographical references (pages 59-70).
"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"--Abstract.
9781498394253 1498394256
Insurance--Evaluation.
Financial risk management.
Risk assessment.
BUSINESS & ECONOMICS / Industries / General
Electronic books.
HG3881.5.I58 / W67 No. 14/133eb
338.109248