Isle of Man: Financial Sector Assessment Program Update: Technical Note: Stress Testing: Banking and Insurance

International Monetary Fund

No 2009/279, IMF Staff Country Reports from International Monetary Fund

Abstract: This technical note presents stress testing of banking and insurance on the Isle of Man (IOM). The stress tests for the IOM Financial Sector Assessment Program Update have been designed to yield as comprehensive and detailed a picture as possible within the constraints of the approach and available data. Stress tests have been performed both by individual institutions based on the parameters and scenarios agreed between the authorities and IMF staff, and, at an aggregate level and in many instances, by the authorities themselves.

Keywords: ISCR; CR; bank; risk; solvency; asset; banking sector; market risk shock; interest rate risk test; liquidity risk; market-risk shock; risk weight; market risk stress tests; persistency risk; applicable asset risk weight; price Risk; market-risk stress test finding; asset price test; stress test finding; Stress testing; Insurance companies; Market risk; Commercial banks; Europe; Global (search for similar items in EconPapers)
Pages: 26
Date: 2009-09-14
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