Stress Testing by Insurers Guidance Paper

... The purposes of this guidance paper are: to discuss the role stress tests should play in an insurer's overall risk management framework, andhow such tests may assist the insurer to maintain sufficient capital adequacy and solvency, to outline the important role stress tests play in assisting supervisors to undertake their role in assessing risks faced by insurers ...

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Year of publication:	2003-10-01
Institutions:	International Association of Insurance Supervisors
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungswirtschaft

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1. Introduction
2. Objectives of stress testing
3. Scope of coverage
4. Required expertise
5. Designing stress tests
6. Frequency and time horizon of stress testing
7. Modelling techniques used in stress testing
8. Model validation and documentation
9. Complexity of scenarios and interactions among risks
10. Modelling management actions
11. Limitations of stress tests
12. Reporting to board and management
13. Public disclosure issues
14. Use of the results by supervisors

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