Switzerland: Financial Sector Assessment Program: Technical Note: Insurance Sector Stress Testing
IMF Staff Country Reports, June 13, 2007
Source details
- Canonical URL
- Switzerland: Financial Sector Assessment Program: Technical Note: Insurance Sector Stress Testing
Other formats
Bibliographic details
- Published: June 13, 2007
- Series: IMF Staff Country Reports
- DOI: https://doi.org/10.5089/9781451807363.002
Key findings from the 2006 Swiss Solvency Test (SST) field tests
- The stress tests suggest there are market risks inside some Swiss insurance entities that may need focused attention.
- A scenario consisting of a moderate correction in share and property values, with interest rates ending somewhat lower than the prior cyclical lows, could cause distress to:
- five out of nine life insurers,
- two of 12 nonlife insurers,
- two of nine health insurers that participated in the 2006 SST field tests.
Scope and context
- The technical note reports on insurance sector stress tests conducted as part of the 2006 Swiss Solvency Test (SST) field tests.
- Subject areas listed: Financial institutions; Financial markets; Financial regulation and supervision; Financial sector policy and analysis; Insurance; Insurance companies; Market risk; Stock markets; Stress testing.
Content in this bundle
- _cr07201 - Section 1