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
Autor Corporativo: International Monetary Fund. Monetary and Capital Markets Department, issuing body (issuing body)
Otros Autores: Jobst, Andreas, autor (autor), Sugimoto, Nobuyasu, autor, Broszeit, Timo, autor
Formato: Libro electrónico
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund 2014.
©2014.
Colección:EBSCO Academic eBook Collection.
IMF working paper ; WP/14/133.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b45491367*spi
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 recurso electrónico (84 páginas) : ilustraciones
Formato:Forma de acceso: World Wide Web.
Bibliografía:Incluye referencias bibliográficas (páginas 59-70).
ISBN:9781498394253