EIOPA zverejnila Discussion Paper on Methodological principles of insurance stress testing.
Prezentácia EIOPA:
Presentation methodology insurance stress testing.pdf
Background
EIOPA’s Discussion Paper on Methodological Principles of Insurance Stress Testing sets out the methodological principles and guidelines required for the conduct and assessment of an EU-wide stress test exercise with the aim of enhancing EIOPA’s methodology for bottom-up supervisory stress testing.
The Discussion Paper covers the following aspects of stress testing:
- Stress test process and objectives;
- Scope of stress tests;
- Scenario design of a stress test;
- Shocks and their application in a stress test;
- Data collection and validation;
In addition, EIOPA will work on other aspects of the stress testing regime, including the assessment of liquidity positions under adverse scenarios, assessment of the vulnerabilities towards climate-related risks and potential approaches to multi-period stress tests.
Návrh stanoviska Insurance Europe: