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:
31 JANUARY 2023
Specification of the low-yield stress test scenario
English
(68.68 KB - PDF)
31 JANUARY 2023
Low interest rate scenario - qualitative questionnaire
English
(31.02 KB - PDF)
31 JANUARY 2023
Generation of low-yield curves
English
(141.07 KB - PDF)
31 JANUARY 2023
Low-yield environment stress test curves
English
(841.5 KB - XLS)
31 JANUARY 2023
Stress test - low-yields
English
(280.5 KB - XLS)