This report presents the results of a literature review on stress tests developed and applied in non-food supply chains. The primary focus of the project is on quantitative and qualitative methodologies applied in the literature for stress testing non-food supply chains, their advantages and...

The FSAP team undertook a thorough top-down corporate and bank solvency, bank liquidity stress tests as well as analysis of interconnectedness using mid-2023 data. This note covers the methodology and results of the scenario-based solvency test, the single factor sensitivity analysis, the...

The Technical Assistance (TA) mission, conducted in Victoria, Seychelles, from May 2 to 17, 2023, assisted authorities with macroprudential stress testing and climate risk analysis. The stress testing focused on strengthening the solvency and liquidity frameworks: (i) for solvency, considering...

We develop a novel stress testing framework to quantify the risks to the German banking sector from the green transition. Our methodology combines a macro-level and a micro-level approach to calculate scenario-dependent probabilities of default and losses. The macro approach leverages...

This paper documents the extension of the system-wide stress testing framework of the ECB with the insurance sector for a more thorough assessment of risks to financial stability. The special nature of insurers is captured by the modelling of the liability side and its loss absorbing capacity of...