IMF Staff Country Reports

Isle of Man: Financial Sector Assessment Program Update: Technical Note: Stress Testing: Banking and Insurance

September 14, 2009

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Isle of Man: Financial Sector Assessment Program Update: Technical Note: Stress Testing: Banking and Insurance, (USA: International Monetary Fund, 2009) accessed December 22, 2024

Summary

This technical note presents stress testing of banking and insurance on the Isle of Man (IOM). The stress tests for the IOM Financial Sector Assessment Program Update have been designed to yield as comprehensive and detailed a picture as possible within the constraints of the approach and available data. Stress tests have been performed both by individual institutions based on the parameters and scenarios agreed between the authorities and IMF staff, and, at an aggregate level and in many instances, by the authorities themselves.

Subject: Banking, Commercial banks, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Insurance companies, Market risk, Solvency, Stress testing

Keywords: Applicable asset risk weight, Asset, Asset price test, Bank, Banking sector, Commercial banks, CR, Europe, Global, Insurance companies, Interest rate risk test, ISCR, Liquidity risk, Market risk, Market risk shock, Market risk stress tests, Market-risk shock, Market-risk stress test finding, Persistency risk, Price Risk, Risk, Risk weight, Solvency, Stress test finding, Stress testing

Publication Details

  • Pages:

    26

  • Volume:

    ---

  • DOI:

    ---

  • Issue:

    ---

  • Series:

    Country Report No. 2009/279

  • Stock No:

    1IMNEA2009005

  • ISBN:

    9781451818505

  • ISSN:

    1934-7685