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Canada : Financial Sector Assessment Program-Impact on the Insurance Sector of a Low Interest Rate Environment-Technical Note

Canada : Financial Sector Assessment Program-Impact on the Insurance Sector of a Low Interest Rate Environment-Technical Note »

Journal Issue

Volume/Issue: 2014/68

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 March 2014

DOI: http://dx.doi.org/10.5089/9781484330272.002

ISBN: 9781484330272

Keywords: life insurance, insurance companies, policyholders, insurance products, accounting standards

This paper discusses Canada's Financial Sector Assessment Program (FSAP) impact on the insurance sector of a low interest rate environment. It highlights that actuarial standards on valuation of liabilities require...

Portfolio Credit Risk and Macroeconomic Shocks : Applications to Stress Testing Under Data-Restricted Environments

Portfolio Credit Risk and Macroeconomic Shocks : Applications to Stress Testing Under Data-Restricted Environments »

Journal Issue

Volume/Issue: 2006/283

Series: IMF Working Papers

Author(s): Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865431.001

ISBN: 9781451865431

Keywords: Portfolio credit risk measurement, macroeconomic shock measurement, multivariate density estimation, entropy distribution, credit risk, probability, equation, probabilities, Econometric and Statistical Methods: Other, Model Evaluation and Selection

Portfolio credit risk measurement is greatly affected by data constraints, especially when focusing on loans given to unlisted firms. Standard methodologies adopt convenient, but not necessarily properly specified...

The Bank and the Environment: Questions & Answers

The Bank and the Environment: Questions & Answers »

Article

Source: Finance & Development, September 1989

Volume/Issue: 26/3

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1989

ISBN: 9781451952032

Keywords: financial systems, financial institutions, financial liberalization, financial markets, domestic financial systems

For the latest thinking about the international financial system, monetary policy, economic development, poverty reduction, and other critical issues, subscribe to Finance & Development (F&D). This lively quarterly...