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European Insurance and Occupational Pensions Authority
 

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  • General publications

Motivated by the recent introduction of regulatory stress tests in the Solvency II framework, we study the impact of the re-estimation of the tail risk and of loss absorbing capacities on post-stress solvency ratios. Our contribution is threefold. First, we build the first stylised model for re...

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  • Thematic article
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  • Financial stability