Europejski Urząd Nadzoru Ubezpieczeń i Pracowniczych Programów Emerytalnych (European Insurance and Occupational Pensions Authority - EIOPA), Zasady metodologiczne ubezpieczeniowych testów warunków skrajnych - komponent cybernetyczny

EIOPA(2023)0087508

EIOPA REGULAR USE

EIOPA-BoS-23/258

11 July 2023

METHODOLOGICAL PRINCIPLES OF INSURANCE STRESS TESTING

CYBER COMPONENT

1 INTRODUCTION

1. Stress testing, in its bottom-up form, almost since the establishment of EIOPA, became a key tool for the assessment of the vulnerability of the European insurance sector . In the fulfilment of its mandate, EIOPA regularly runs and evolves its bottom up stress test framework building on the experience gained from past exercises, the contribution of its stakeholders and the analysis of the best practices implemented by other supervisors, financial institutions and standard setting bodies.

2. In its strive for continuous improvement, EIOPA published in the last three years two discussion papers whose content benefitted from the contribution of the insurance industry, actuarial associations and insurance associations, and generated three methodological papers that were used to design and operationalize the regular EU wide stress test...