All stress test articles
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NewsUK bulk annuity sector ‘resilient to severe market shock’, stress test finds
PRA to consider whether further action is needed to ensure the regulatory capital treatment of FundedRe transactions is appropriate
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NewsNorway’s sovereign wealth fund cautions ESG stress tests must avoid capital flight
Supervisory stress tests should ‘encourage financial institutions to engage proactively with counterparties on credible transition and adaptation planning’, NBIM says
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NewsSwiss regulator warns on rising funding risks in occupational pensions
Stress test conducted by OAK BV on 1,237 pension funds finds that 57.4% would fall into underfunding in the event of a severe market downturn
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NewsPrudential Regulation Authority puts funded reinsurance use high on agenda
Regulator to increase transparency of insurer life stress test by publishing both sector-wide and firm-specific stress test results for largest UK life insurers
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NewsEIOPA launches liquidity stress test of European pension funds
Fifth stress test exercise focuses on liquidity in light of recent market episodes like the LDI crisis in the UK in 2022
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NewsGerman funds for professionals to apply new asset allocation stress test
Pension funds will pass the test if they have sufficient risk capital to cover stressed assets, and if the funding ratio is at least 100%
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NewsSwiss PACTA to look at financial institutions’ climate impact
This year’s test also covers real estate and mortgages, as well as implantation of regulatory requirements
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NewsGerman Pensionskassen with negative results in BaFin’s stress test double
The sudden increase in interest rates represents a risk for Pensionskassen, the regulator warns
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NewsDanish FSA develops national stress test for pension firms
Watchdog says new tests have higher local coverage than EIOPA’s stress tests, and are tailored to national conditions
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NewsBelgian pension funds pass stress test even in unfavourable scenario
Belgian schemes achieved an average return of -14.98% in 2022
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NewsGerman, Austrian pension fund assets could drop by up to 14% in value
Pension funds predominantly favour external ESG ratings/indices to review sustainability factors in investments
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NewsEIOPA’s first IORPs climate stress test shows material exposure to transition risks
The exercise focused on the asset portfolio of IORPs
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NewsAustrian regulator carries out blackout stress test with Pensionskassen
The stress test assesses the level of maturity of the measures taken by Pensionskassen to withstand a blackout
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UK volatility ‘useful warning’ for Dutch pension funds
Dutch schemes must check whether they can run into liquidity constraints when rates rise, according to pension regulator DNB
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UK roundup: Pension schemes boost stress testing as risk increases
Plus: FTSE 350 pension schemes’ surplus falls back to £5bn; Professional trustee market soars
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NewsPension fund spending on stress tests and modelling to surge, says Ortec Finance
The biggest factor driving this increased spend is the growing focus by pension funds on illiquid, unlisted, and esoteric assets
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NewsBoE test suggests net-zero transition ‘absorbable’ for banks, insurers
Climate stress test points to profit reductions but no ‘worrying direct impact’ on solvency
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NewsGerman occupational schemes often bypass climate stress tests – BaFin
Pensionskassen, Pensionsfonds and insurers don’t carry out stress tests on a regular basis because there isn’t and obligation to conduct such analyses
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Climate risk think tank develops COVID-19 stress test scenarios
To its knowledge they are the first stress-test scenarios for the pandemic
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NewsAustralian supers face stress tests into low-carbon readiness
APRA plans to develop and consult on a climate change financial risk prudential practice guide
