LEADER 03202nam 2200649 450 001 9910458737803321 005 20200520144314.0 010 $a1-4983-0677-2 010 $a1-4983-2455-X 010 $a1-4983-9425-6 035 $a(CKB)2550000001352318 035 $a(EBL)1779676 035 $a(SSID)ssj0001398947 035 $a(PQKBManifestationID)11801408 035 $a(PQKBTitleCode)TC0001398947 035 $a(PQKBWorkID)11446946 035 $a(PQKB)10996470 035 $a(MiAaPQ)EBC1779676 035 $a(Au-PeEL)EBL1779676 035 $a(CaPaEBR)ebr10928006 035 $a(CaONFJC)MIL642235 035 $a(OCoLC)884466716 035 $a(EXLCZ)992550000001352318 100 $a20140918h20142014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMacroprudential solvency stress testing of the insurance sector /$fAndreas Jobst, Nobuyasu Sugimoto and Timo Broszeit 210 1$a[Washington, District of Columbia] :$cInternational Monetary Fund,$d2014. 210 4$dİ2014 215 $a1 online resource (85 p.) 225 1 $aIMF Working Paper ;$vWP/14/133 300 $aDescription based upon print version of record. 311 $a1-4843-4636-X 311 $a1-322-10984-2 327 $aCover; 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 327 $a2. 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 Insurance 327 $a8. National and IMF Stress Testing for Non-life (Re) insurance-A Case Study of Bermuda 410 0$aIMF working paper ;$vWP/14/133. 606 $aInsurance$vExaminations, questions, etc 606 $aInsurance$xEvaluation 608 $aElectronic books. 615 0$aInsurance 615 0$aInsurance$xEvaluation. 676 $a368.0076 700 $aJobst$b Andreas$0918647 702 $aSugimoto$b Nobuyasu 702 $aBroszeit$b Timo 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910458737803321 996 $aMacroprudential solvency stress testing of the insurance sector$92086856 997 $aUNINA