This Technical Note on Systemic Risk and Contagion Analysis on Switzerland summarizes the systemic risk and contagion … Financial Institutions and the large Swiss financial institutions appear to be currently contained. The systematic risk analysis … shows that the relative contribution of domestically oriented banks to systemic risk is increasing. The bank …

sovereign credit risk. Chapter 3 examines unconventional monetary policy in some depth, including the policies pursued by the …

This paper focuses on risk transfer and discusses the insurance sector, particularly life insurers. It expands on … financial stability of life insurers’ investment behavior and risk management in the largest mature markets. It highlights that …

with macroprudential stress testing and climate risk analysis. The stress testing focused on strengthening the solvency and … econometric techniques to enhance their risk assessment, and (ii) for the liquidity stress test, enhancing the cash flow analyses … utilized by the authorities. For the climate risk analysis framework, the mission reviewed essential components, identified …

The technical mission aimed to strengthen the cyber risk regulation and supervision, and testing for the National Bank … of Georgia (NBG). The mission focused on (i) an assessment of NBG's cyber risk regulation, (ii) an assessment of cyber … risk supervisory arrangements of NBG, (iii) assisting in the development of a cyber testing framework, and (iv) assisting …

in setting up a framework to assess physical climate risk in the financial system. The TA mission focused on (i …) proposing a risk assessment framework tailored to available data, with a focus on the impact of floods on the banking sector … approach for climate risk assessment based on high-granularity data and two alternative options relying on more aggregate data …

Kazakhstan is vulnerable to transition risk due to the importance of its energy- and emissions-intensive sectors … heterogenous impacts across industries and banks. Using both micro and macro modeling approaches, the climate risk analysis … suggests Kazakhstani banks are exposed to significant transition risk from domestic and, more importantly, global climate …

stress test results broadly corroborated the identified vulnerabilities and quantified them. The climate risk analysis … well capitalized, although capital ratios are biased upward by large government paper holdings with zero risk weights. The … results of the solvency stress test corroborate that banks are less vulnerable to credit risk than they are to the impact of a …

. Exposures to the sovereign market are the main risk transmission channel between funds and the rest of the financial system … (AFSA) should enhance its risk monitoring of the fund sector and its interlinkages with the rest of the financial system … regulatory framework only foresees suspension of redemptions, while other tools could be used to mitigate the risk of …