Stress testing in a SII environment

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Conclusions and potential follow-ups • Once all results have been validated, first conclusions can be drawn. This may include a more detailed analysis of the respective insurer. • Supervisory action (or the development o broader supervisory policies) should not be solely based on the stress test outcome but they may provide a solid foundation. INTERNATIONAL MONETARY FUND 32
Important to remember A stress test is a useful tool but is only as good as the data that are used and the assumptions that go into it. It cannot replace thorough supervision. Do not underestimate the value for supervisors of market surveillance and diagnostics. INTERNATIONAL MONETARY FUND 33
Page 1 and 2: Stress testing in a Solvency II env
Page 3 and 4: Stress test - motivation and defini
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: Communication of results • Based
Page 35: Useful background material Data dia

Stress testing in a SII environment

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