Purpose This paper aims to provide a methodology for designing and conducting solvency stress tests, under the standardised approach as per IFSB-15, including the establishment of macro-financial links, running scenarios with variation of assumptions and stress scenario parameters; apply and...

The key conclusions were that the new rules will in general reduce capital requirements for EU credit institutions by around 5% compared to present levels. Furthermore, the outcomes for the different approaches are in line with objectives particularly combining capital neutrality with...

The key conclusions were that the new rules will in general reduce capital requirements for EU credit institutions by around 5% compared to present levels.Furthermore, the outcomes for the different approaches are in line with objectives particularly combining capital neutrality with appropriate...