Front Matter
Author:
Andreas Jobst
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,
Nobuyasu Sugimoto
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Timo Broszeit
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Front Matter Page

Monetary and Capital Markets Department

Contents

  • Glossary

  • I. Introduction

  • II. Overview and Framework

    • A. Macroprudential Stress Testing for Insurance

    • B. Differences between Banks and Insurance Companies and Their Implications for Stress Testing

  • III. Process and Methodologies

    • A. Object of Analysis

    • B. Determination of Scope

    • C. Methodological Framework and Data Quality

    • D. Valuation and Capital Resources

    • E. Scenario Design and Other Assumptions

    • F. Risk Factors and Aggregation Approaches

    • G. Output Measures

    • H. Validation of Results

    • I. Communicating the Outcome of Stress Tests

  • IV. Discussion and Conclusion

  • References

  • Appendix I—Tables

  • Appendix II—Additional Background

  • Tables

  • 1. Overview of Possible Validation Checks

  • 2. Summary of Key Assumptions in IMF Stress Testing of Insurance Sectors

  • Figures

  • 1. Overview of IMF FSAPs and Completion of Insurance Stress Tests

  • 2. Number of Completed Insurance Stress Tests in FSAPs Before and After the Global Financial Crisis

  • 3. Stylized Insurance Balance Sheet and Solvency Control Levels

  • 4. Stress Testing Process

  • 5a. Overview of Solvency Regimes—Risk Measurement

  • 5b. Overview of Solvency Regimes—Valuation Standards

  • 6. Elements of Risk Assessment and Scope of FSAP Stress Testing

  • 7a. Presentation Templates of Outputs (hypothetical singe-period test)

  • 7b. Presentation Templates of Outputs (hypothetical multiple-period test)

  • Boxes

  • 1. General Macro-Financial and Systemic Risk Implications for Insurance

  • 2. The Taxonomy of Stress Testing Approaches

  • 3. Recessionary Scenarios in the Insurance Sector

  • 4. Assessing the Impact of Low Interest Rates on Insurance Activities

  • 5. Liquidity Risk in Insurance

  • 6. Examples of Supervisory Approaches of Insurance Stress Testing

  • 7. Case Study: Belgium Insurance Stress Test for the FSAP

  • 8. National and IMF Stress Testing for Non-life (Re) insurance—A Case Study of Bermuda

Glossary

ALM

Asset-Liability Matching

BaFin

Bundesanstalt für Finanzdienstleistungsaufsicht

BCR

Basic Capital Requirement

BMA

Bermuda Monetary Authority

BSCR

Bermuda Solvency Capital Requirement

BU

Bottom-up

CCAR

Comprehensive Capital Analysis and Review

CDS

Credit Default Swap

CEBS

Committee of European Banking Supervisors

CEIOPS

Committee of European Insurance and Occupational Pensions Supervisors

CF

Cash Flow

CNB

Czech National Bank

CTE

Conditional Tail Expectation

DC

Defined Contribution

DFA

Dynamic Financial Analysis

EBA

European Banking Authority

ECB

European Central Bank

ECR

Enhanced Capital Requirement

EIOPA

European Insurance and Occupational Pensions Authority

EU

European Union

EUR

Euro

FINMA

Eidgenössische Finanzmarktaufsicht

FSAP

Financial Sector Assessment Program

FSB

Financial Stability Board

FSSA

Financial System Stability Assessment

FX

Foreign Exchange

GDP

Gross Domestic Product

GIC

Guaranteed Investment Contract

G-SII

Global Systemically Important Insurance Company

IAIS

International Association of Insurance Supervisors

ICP

Insurance Core Principle

ICS

Insurance Capital Standard

IMF

International Monetary Fund

IOPS

International Organisation of Pension Supervisors

JFSA

Financial Services Agency of Japan

MAS

Monetary Authority of Singapore

MCCSR

Minimum Continuing Capital and Surplus Requirements

MCEV

Market-consistent Embedded Value

MCR

Minimum Capital Requirement

MPS

Macroprudential Policy and Surveillance

MSM

Minimum Solvency Margin

NAIC

National Association of Insurance Commissioners

NBB

National Bank of Belgium

NTNI

Non-traditional, non-insurance

NWP

Net Written Premiums

OFC

Offshore Financial Center

OSFI

Office of the Superintendent of Financial Institutions

OTC

Over-the-counter

P&C

Property and Casualty Insurance

PCR

Prescribed Capital Requirement

PML

Probable Maximum Loss

PRA

Prudential Regulatory Authority

QIS

Quantitative Impact Study

RBC

Risk-based Capital

RoA

Return on Assets

RoE

Return on Equity

SCAP

Supervisory Capital Assessment Program

SCR

Solvency Capital Requirement

SMR

Solvency Margin Ratio

SST

Swiss Solvency Test

STeM

Stress Testing Matrix

TD

Top-down

TN

Technical Note

TVaR

Tail-Value-at-Risk

UK

United Kingdom

USD

U.S. Dollar

VaR

Value-at-Risk

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Macroprudential Solvency Stress Testing of the Insurance Sector
Author:
Andreas Jobst
,
Nobuyasu Sugimoto
, and
Timo Broszeit