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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...

Spain : IAIS Insurance Core Principles: Detailed Assessment of Observance

Spain : IAIS Insurance Core Principles: Detailed Assessment of Observance »

Journal Issue

Volume/Issue: 2012/139

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 June 2012

DOI: http://dx.doi.org/10.5089/9781475504262.002

ISBN: 9781475504262

Keywords: risk management, reinsurance, internal controls, life insurance, policyholders

This paper provides an update on the significant regulatory and supervisory development in the Spanish insurance sector since 2006. The Spanish authorities have taken steps to address a number of shortcomings ident...

Spain

Spain »

Article

Source: Spain : IAIS Insurance Core Principles: Detailed Assessment of Observance

Volume/Issue: 2012/139

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 June 2012

ISBN: 9781475504262

Keywords: risk management, reinsurance, internal controls, life insurance, policyholders

This paper provides an update on the significant regulatory and supervisory development in the Spanish insurance sector since 2006. The Spanish authorities have taken steps to address a number of shortcomings ident...

Germany

Germany »

Article

Source: Germany : Report on the Observance of Standards and Codes (ROSC)

Volume/Issue: 2011/170

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2011

ISBN: 9781455299744

Keywords: risk management, supervisory authorities, supervisory framework, market participants, banking supervision

This paper presents the report on observance of standards and codes (ROSC) for the financial sector prepared in connection with the financial sector assessment program (FSAP). The FSAP covers the Basel Core Princip...

Germany : Report on the Observance of Standards and Codes (ROSC)

Germany : Report on the Observance of Standards and Codes (ROSC) »

Journal Issue

Volume/Issue: 2011/170

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2011

DOI: http://dx.doi.org/10.5089/9781455299744.002

ISBN: 9781455299744

Keywords: risk management, supervisory authorities, supervisory framework, market participants, banking supervision

This paper presents the report on observance of standards and codes (ROSC) for the financial sector prepared in connection with the financial sector assessment program (FSAP). The FSAP covers the Basel Core Princip...

United States : Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision

United States : Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision »

Journal Issue

Volume/Issue: 2010/121

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 May 2010

DOI: http://dx.doi.org/10.5089/9781455206612.002

ISBN: 9781455206612

Keywords: banking, holding company, risk management, market risk, credit risk

This paper presents Detailed Assessment of the United States's observance of Basel Core Principles for Effective Banking Supervision. The U.S. financial system is large and highly diversified. At the end-2007, tot...

United States : Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of IAIS Insurance Core Principles

United States : Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of IAIS Insurance Core Principles »

Journal Issue

Volume/Issue: 2010/126

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 May 2010

DOI: http://dx.doi.org/10.5089/9781455206681.002

ISBN: 9781455206681

Keywords: supervisory authority, insurance companies, internal controls, reinsurance, money laundering

This paper discusses key findings of the Detailed Assessment of Observance of International Association of Insurance Supervisors (IAIS) Insurance Core Principles for the United States. Most U.S. insurers write prim...

United States

United States »

Article

Source: United States : Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision

Volume/Issue: 2010/121

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 May 2010

ISBN: 9781455206612

Keywords: banking, holding company, risk management, market risk, credit risk

This paper presents Detailed Assessment of the United States's observance of Basel Core Principles for Effective Banking Supervision. The U.S. financial system is large and highly diversified. At the end-2007, tot...

United States

United States »

Article

Source: United States : Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of IAIS Insurance Core Principles

Volume/Issue: 2010/126

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 May 2010

ISBN: 9781455206681

Keywords: supervisory authority, insurance companies, internal controls, reinsurance, money laundering

This paper discusses key findings of the Detailed Assessment of Observance of International Association of Insurance Supervisors (IAIS) Insurance Core Principles for the United States. Most U.S. insurers write prim...

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...