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European Insurance and Occupational Pensions Authority

Insurance stress test 2011

Second European insurance stress test

Stress test results

The stress test highlighted that overall, the European insurance sector remains robust in the occurrence of major shocks. 90% of the groups/undertakings tested continue to comply with the Minimum Capital Requirements even in the most adverse scenario.
The main vulnerabilities identified are:

  • Adverse developments in yield curves and sovereign bond markets
  • Higher than expected rate of severe natural catastrophes combined with limited recourse to reinsurance facilities

To learn more, please read: