Transcription of IAA Paper on Stress Testing and Scenario - HOME (EN)
{{id}} {{{paragraph}}}
Example: marketing
IAA Paper on Stress Testing and Scenario - HOME (EN)
Stress Testing and Scenario Analysis July 2013 International Actuarial Association Association Actuarielle Internationale 150 Metcalfe Street, Suite 601 Ottawa, Ontario Canada K2P 1P1 Tel: 1-613-236-0886 Fax: 1-613-236-1386 Email: 2013 International Actuarial Association / Association Actuarielle Internationale This Paper has been produced by Insurance Regulation Committee of the IAA and has been approved by that committee. i Table of Contents Executive Summary .. 1 Introduction .. 1 Definitions .. 3 Uses of scenarios .. 7 Solvency Testing and financial condition reporting .. 7 Risk management .. 8 Analysis of non-quantifiable risks .. 9 Senior management and Board involvement ..10 Regulators and scenarios ..10 Assessment of internal models ..12 Defining the firm s risk appetite ..12 Developing scenarios ..14 Types of scenarios ..14 Reverse scenarios .
Stress Testing and Scenario Analysis . 1 . Executive Summary . This paper provides an actuarial perspective on scenario analysis and stress testing.
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
Related search queries
Contra-indications, Risks, and Data, Stress, Stress testing, Contra-indications, Risks, and, Macroeconomic Default Modeling and Stress Testing, Basel Committee on Banking Supervision, Leak Testing Properties, Above 1 kV Insulation Testing A Guide To, Testing, Shock and Vibration Testing, Modulus Urethane Adhesives For Electronic Applications