Macroprudential solvency stress testing of the insurance sector / / Andreas Jobst, Nobuyasu Sugimoto and Timo Broszeit
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| Autore: |
Jobst Andreas
|
| Titolo: |
Macroprudential solvency stress testing of the insurance sector / / Andreas Jobst, Nobuyasu Sugimoto and Timo Broszeit
|
| Pubblicazione: | [Washington, District of Columbia] : , : International Monetary Fund, , 2014 |
| ©2014 | |
| Descrizione fisica: | 1 online resource (85 p.) |
| Disciplina: | 368.0076 |
| Soggetto topico: | Insurance |
| Insurance - Evaluation | |
| Soggetto genere / forma: | Electronic books. |
| Persona (resp. second.): | SugimotoNobuyasu |
| BroszeitTimo | |
| Note generali: | Description based upon print version of record. |
| Nota di contenuto: | 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 Aggregation Approaches; 5. Liquidity Risk in Insurance | |
| 8. National and IMF Stress Testing for Non-life (Re) insurance-A Case Study of Bermuda | |
| Titolo autorizzato: | Macroprudential solvency stress testing of the insurance sector |
| ISBN: | 1-4983-0677-2 |
| 1-4983-2455-X | |
| 1-4983-9425-6 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910458737803321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
IMF working paper ; ; WP/14/133.