03202nam 2200649 450 991045873780332120200520144314.01-4983-0677-21-4983-2455-X1-4983-9425-6(CKB)2550000001352318(EBL)1779676(SSID)ssj0001398947(PQKBManifestationID)11801408(PQKBTitleCode)TC0001398947(PQKBWorkID)11446946(PQKB)10996470(MiAaPQ)EBC1779676(Au-PeEL)EBL1779676(CaPaEBR)ebr10928006(CaONFJC)MIL642235(OCoLC)884466716(EXLCZ)99255000000135231820140918h20142014 uy 0engurcnu||||||||txtccrMacroprudential solvency stress testing of the insurance sector /Andreas Jobst, Nobuyasu Sugimoto and Timo Broszeit[Washington, District of Columbia] :International Monetary Fund,2014.©20141 online resource (85 p.)IMF Working Paper ;WP/14/133Description based upon print version of record.1-4843-4636-X 1-322-10984-2 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 Process2. 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 Aggregation Approaches; 5. Liquidity Risk in Insurance8. National and IMF Stress Testing for Non-life (Re) insurance-A Case Study of BermudaIMF working paper ;WP/14/133.InsuranceExaminations, questions, etcInsuranceEvaluationElectronic books.InsuranceInsuranceEvaluation.368.0076Jobst Andreas918647Sugimoto NobuyasuBroszeit TimoMiAaPQMiAaPQMiAaPQBOOK9910458737803321Macroprudential solvency stress testing of the insurance sector2086856UNINA