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 …

, especially in the high-risk mortgage segment with floating-rate loans. Securities portfolios in large banks are mostly held …

The FSAP mission conducted a risk analysis for large insurance companies and retirement funds. Building on the …

This technical note on Iceland focuses on Stress Testing and Systemic Risk Analysis. The Financial Sector Assessment …

. 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 …

The Financial Sector Assessment Program (FSAP) risk analysis work was conducted in the aftermath of the initial COVID …