Stress testing in a SII environment
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Useful background material<br />
Data diagnostics<br />
Kwon W.J., Wolfrom L. (2016): Analytical tools for the <strong>in</strong>surance market and<br />
macro-prudential surveillance, <strong>in</strong> OECD Journal: F<strong>in</strong>ancial Market Trends, Vol.<br />
2016/1<br />
Insurance stress <strong>test<strong>in</strong>g</strong><br />
• Jobst, A., N. Sugimoto, T. Broszeit (2014), Macroprudential solvency stress<br />
<strong>test<strong>in</strong>g</strong> of the <strong>in</strong>surance sector, IMF WP/14/133.<br />
• EIOPA website covers useful material on European stress tests, <strong>in</strong>clud<strong>in</strong>g, stress<br />
specifications, report<strong>in</strong>g templates and f<strong>in</strong>al reports.<br />
• Survey<strong>in</strong>g responses to stress by banks and <strong>in</strong>surers, ESRB Occasional Paper<br />
No. 15.<br />
INTERNATIONAL MONETARY FUND 35
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