Stress testing in a SII environment

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Questions • Are you familiar with stress testing? • Does your authority use stress testing as part of the regular supervisory process? • Do you require insurers to run regular stress tests? INTERNATIONAL MONETARY FUND 2
Stress test – motivation and definition INTERNATIONAL MONETARY FUND 3
Page 1: Stress testing in a Solvency II env
Page 5 and 6: Motivation • Stress tests are a u
Page 7 and 8: Type of stress test Stress testing
Page 9 and 10: Stress testing as part of a broader
Page 11 and 12: Surveillance cycle - example Vulner
Page 13 and 14: Indicators for economic, monetary,
Page 15 and 16: Solvency, performance, and other se
Page 17 and 18: How to use these data • The data
Page 19 and 20: Questions • What are the main ste
Page 21 and 22: Identification of stresses (I) •
Page 23 and 24: Specification of specific scenarios
Page 29 and 30: Final output The impact of the stre
Page 31 and 32: Communication of results • Based
Page 33 and 34: Important to remember A stress test
Page 35: Useful background material Data dia

Stress testing in a SII environment

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