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European Insurance and Occupational Pensions Authority

Discussion paper on the Methodological Framework for Stress-Testing IORPs


Opening date

Target audience

The methodological framework for stress-testing IORPs sets out theoretical and practical rules, guidance and possible approaches to support future IORP stress test exercises. This conceptual approach is expected to make IORP stress test exercises more efficient, in particular for the IORPs to carry out the stress test and the national competent authorities and EIOPA to validate and analyse the results.  

The paper introduces a toolbox approach, consisting of relevant analytical tools and approaches that can appropriately capture the characteristics of both Defined Benefit and Defined Contribution IORPs. The deployment of the different tools can be tailored to the specific objective of the stress test.

Please send your comments to EIOPA in the provided Template for Comments, by email CP-21-003ateiopa [dot] europa [dot] eu (CP-21-003[at]eiopa[dot]europa[dot]eu), by 22nd September 2021.

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Reference documents

Discussion paper

31 JANUARY 2023
Discussion Paper on the Methodological Framework for Stress-Testing IORPs


31 JANUARY 2023
Template for comments on the discussion paper on the methodological framework for stress-testing IORPs.docx
31 JANUARY 2023
Annex to the discussion paper: balance sheet reporting templates.xlsx

Feedback statement

31 JANUARY 2023
Feedback statement methodological framework for stress testing IORPs.pdf