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Macroprudential solvency stress testing of the insurance sector /

"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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Jobst, Andreas (Autor), Sugimoto, Nobuyasu (Autor), Broszeit, Timo (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2014.
©2014
Colección:IMF working paper ; WP/14/133.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:"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
Notas:"Monetary and Capital Markets Department"--Page 2 of pdf
"July 2014"--Page 2 of pdf
Descripción Física:1 online resource (84 pages) : color illustrations, color map
Bibliografía:Includes bibliographical references (pages 59-70).
ISBN:9781498394253
1498394256
1498306772
9781498306775