Second Discussion Paper on the Methodological Principles of Insurance Stress Testing
Author: European Insurance and Occupational Pensioners Authority (EIOPA)
Tags: EU, European Insurance and Occupational Pensioners Authority (EIOPA)
EIOPA engaged with stakeholders to further enrich the stress test toolbox with additional elements to be potentially applied in future exercises. The Discussion Paper is part of a broader process to enhance EIOPA’s stress testing framework. In this context, EIOPA will work on specific stress testing related topics such as the assessment of liquidity positions under adverse scenarios, assessment of the vulnerabilities towards climate-related risks and potential approaches to multi-period stress tests.