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Record Nr. |
UNINA9910458737803321 |
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Autore |
Jobst Andreas |
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Titolo |
Macroprudential solvency stress testing of the insurance sector / / Andreas Jobst, Nobuyasu Sugimoto and Timo Broszeit |
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Pubbl/distr/stampa |
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[Washington, District of Columbia] : , : International Monetary Fund, , 2014 |
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©2014 |
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ISBN |
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1-4983-0677-2 |
1-4983-2455-X |
1-4983-9425-6 |
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Descrizione fisica |
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1 online resource (85 p.) |
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Collana |
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IMF Working Paper ; ; WP/14/133 |
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Disciplina |
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Soggetti |
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Insurance |
Insurance - Evaluation |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di contenuto |
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Cover; Contents; Glossary; I. Introduction; Figures; 1. Overview of IMF FSAP's and Completion of Insurance Stress Tests; 2. Number of Completed Insurance Stress Tests in FSAP's Before and After the Global Financial Crisis; II. Overview and Framework; A. Macroprudential Stress Testing for Insurance; B. Differences between Banks and Insurance Companies and Their Implications for Stress Testing; 3. Stylized Insurance Balance Sheet and Solvency Control Levels; Boxes; 1. General Macro-Financial and Systemic Risk Implications for Insurance; III. Process and Methodologies; 4. Stress Testing Process |
2. The Taxonomy of Stress Testing Approaches A. Object of Analysis; B. Determination of Scope; C. Methodological Framework and Data Quality; D. Valuation and Capital Resources; 5a. Overview of Solvency Regimes-Risk Measurement; 5b. Overview of Solvency Regimes-Valuation Standards; E. Scenario Design and Other Assumptions; 6. Elements of Risk Assessment and Scope of FSAP Stress Testing; 3. Recessionary Scenarios in the Insurance Sector; 4. Assessing the Impact of Low Interest Rates on Insurance Activities; F. Risk Factors and |
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