Stress Tests for Defined Benefit Pension Plans – A Primer
February 1, 2011
Download PDF
More Formats on IMF eLibrary
Order a Print CopyDisclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate
Summary
Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests and illustrate their strengths and weaknesses. Using an Excel-based template with institution-specific data, readers are walked through the basics of liability valuation and stress testing of assets and liabilities of a typical defined benefit plan.
Subject: Discount rates, Insurance, Pensions, Retirement, Stress testing
Keywords: interest rate, present value, WP
Pages:
70
Volume:
2011
DOI:
Issue:
029
Series:
Working Paper No. 2011/029
Stock No:
WPIEA2011029
ISBN:
9781455216765
ISSN:
1018-5941
Supplemental Resources
- Link to data for this title
ZIP
WEB
WEB
WEB
WEB
WEB
