Rapport stress tests 2016 - Eiopa

EIOPA 16/302 15-12-2016 2016 EIOPA Insurance Stress Test Report EIOPA±Westhafen Tower, Westhafenplatz 1 - 60327 Frankfurt±Germany - Tel. + 49 69-951119-20; Fax. + 49 69-951119-19; email: info@eiopa.europa.eu site: www.eiopa.europa.eu Table of Contents Executive Summary............................................................................................3 1. EIOPA2016 insurance stress test framework ..............................................6 1.1. Riskoutlook and priorities .............................................................................6 1.2. Descriptionof the macroeconomic situation..................................................... 7 1.2.1. Situationat reference date and official launch of the exercise .........................7 1.2.2. Situationat the time of the analysis (November 2016)...................................8 1.3. Methodologicalapproach ............................................................................... 9 1.3.1. Scenariostested .......................................................................................9 1.3.1.1. Narrativeand stress assumptions............................................................. 9 1.3.1.2. Effectiveimplementation of the stress scenarios ........................................9 1.3.2. Regulatoryframework: Solvency II based calculations................................