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:
Low yield satellite scenario
- 2023. JANUÁR 31.
Specification of the low-yield stress test scenario
- 2023. JANUÁR 31.
Low interest rate scenario - qualitative questionnaire
- 2023. JANUÁR 31.
Generation of low-yield curves
- 2023. JANUÁR 31.
Low-yield environment stress test curves
- 2023. JANUÁR 31.
Stress test - low-yields