04.11.2020 Views

Stress testing in a SII environment

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F<strong>in</strong>al output<br />

The impact of the stress can be assessed by the change <strong>in</strong> the solvency ratio and<br />

its components (eligible capital and solvency requirements)<br />

It shows how robust a company is aga<strong>in</strong>st the def<strong>in</strong>ed shock, the scenario.<br />

Example of useful output: Technical note of 2018 FSAP <strong>in</strong> Belgium<br />

INTERNATIONAL MONETARY FUND 29

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