Book contents
- Frontmatter
- Dedication
- Contents
- List of Contributors
- Foreword
- 1 Introduction and Overview
- Part One History and Objectives
- Part Two Inputs and Outputs
- Part Three Microprudential Stress Testing
- 13 Stress Testing for Commercial, Investment, and Custody Banks
- 14 Microprudential Stress Testing for Asset Managers
- 15 Stress Testing for Insurers
- 16 Model Risk Management in Stress Testing and Capital Planning
- 17 A Supervisory Perspective on Stress Testing—the US Experience
- 18 Strengths and Weaknesses of Microprudential Stress Testing for Financial Institutions
- Part Four A Macroprudential Perspective on the Financial System
- Part Five Macroprudential Stress Testing
- Prat Six Concluding Thoughts: The Road Ahead
- Index
15 - Stress Testing for Insurers
from Part Three - Microprudential Stress Testing
Published online by Cambridge University Press: 25 February 2022
- Frontmatter
- Dedication
- Contents
- List of Contributors
- Foreword
- 1 Introduction and Overview
- Part One History and Objectives
- Part Two Inputs and Outputs
- Part Three Microprudential Stress Testing
- 13 Stress Testing for Commercial, Investment, and Custody Banks
- 14 Microprudential Stress Testing for Asset Managers
- 15 Stress Testing for Insurers
- 16 Model Risk Management in Stress Testing and Capital Planning
- 17 A Supervisory Perspective on Stress Testing—the US Experience
- 18 Strengths and Weaknesses of Microprudential Stress Testing for Financial Institutions
- Part Four A Macroprudential Perspective on the Financial System
- Part Five Macroprudential Stress Testing
- Prat Six Concluding Thoughts: The Road Ahead
- Index
Summary
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- Type
- Chapter
- Information
- Handbook of Financial Stress Testing , pp. 289 - 300Publisher: Cambridge University PressPrint publication year: 2022