Insurance stress test 2011

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:

• Stress test spreadsheet
• Presentation of the stress test results