Reports and research

Solvency II | Supervision | Colleges of Supervisors

Follow-up Peer Reviews on pre-application of internal models

Financial stability

Financial Stability Report December 2014

Financial stability

How to Measure Interconnectedness

Interconnectedness is considered as a key component to systemic risk supervision. However, there is little guidance on its measurement. Using a unique dataset of bilateral exposures between 21 French financial institutions, we analyse and compare several strategies to measure interconnectedness. We...
Financial stability

Financial Stability Report May 2014

Financial stability

Global Systemically Important Insurers

This paper addresses the issue of systemic risk in the financial sector and its relevance with regard to insurance activities. The initiatives which followed the 2008 global financial crisis to address the risks posed by Systemically Important Financial Institutions are analyzed, with a focus on...
Financial stability

Insurance and the Macroeconomic Environment

Insurance companies play an important role in the financial sector and the availability of insurance products is an essential element of sustainable economic growth. This article analyses the relationship between growth in the insurance sector and key macroeconomic determinants using a European...
Financial stability

Financial Stability Report December 2013

Financial stability

Financial Stability Report December 2012

Solvency II | Supervision | Colleges of Supervisors

Peer review on pre-application of internal models for NSAs and colleges

Financial stability

Financial Stability Report June 2013

Supervision | IORP

Peer Review on Occupational Pensions project 2012

Financial stability

Financial stability report 2012

Financial stability

Financial Stability Report June 2012

Financial stability

Financial Stability Report December 2011

Financial stability

Financial Stability Report June 2011

Supervision | Cross-border | IORP | IORP II

Peer Review about exchange of information and cooperation provisions of the Budapest protocol

Stress test

Insurance stress test 2018

Objective The 2018 exercise was tailored to assess the resilience of the European insurance sector to specific adverse scenarios with potential negative implications for the stability of the European financial markets and the real economy. Hence, it cannot be considered as a pass-or-fail or capital...