Insurance Stress test 2011

​​Low Yield Satellite Scenario

Specification of the low-yield stress test scenario
Low interest rate scenario - qualitative questionnaire
Generation of low-yield curves
Low-yield environment stress test curves
Stress test - low-yields

Explanatory text on the merger of Excel sheets relevant for the Low-Yield Low Yield Satellite Scenario

The tabs of the low-yield satellite template need to be copied into the filled-out and submitted core stress test template. To do so, please open first the filled-out core stress test file and then the satellite file. Right-click on the tabs at the lower bottom of the low-yield satellite file (select more files by selecting the first tab, pressing SHIFT and selecting the last tab), select "move/copy" and then the core stress test file in the following dialogue field. An error message indicating a double use of the "_TrueFalse" name will usually appear and can be ignored by clicking "Yes". All the #REF! errors in the satellite file should disappear automatically, at the latest after re-calculating the file by pressing F9.

European Insurance Stress Test

Stress Test Results

On 4 July 2011 EIOPA announced the results of its second European insurance stress test.

To read the press release please visit our News & Press section.

You will find the remarks of EIOPA's chairman, Gabriel Bernardino, highlighting the results of the insurance stress test in Speeches & Presentations.

Stress test framework

Q&A document (sixth set)

Stress test curves ultimo file

For new users: Download the stress test spread sheet (Version 4)

For insurers who already started to use the previous version of the stress test spread sheet: Download the updated stress test spread sheet

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