All stress test articles
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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
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DNB sees gradual, lasting economic impact from stress test shocks
Regulator says pension benefit cuts would slowly hit consumption
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No UK input to IORP stress test as EIOPA flags ‘insufficient coverage’
Lack of UK participation seen as unsurprising given Brexit process
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EIOPA launches pension fund stress tests
European regulator increases reporting period for pension funds and national authorities
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NewsEIOPA confirms ESG risk assessment in 2019 pension fund stress tests
Analysis to look at pension funds’ policies and portfolio exposures to assess financial stability risks
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PensionsEurope hits back at EIOPA over stress test conclusions
The model EIOPA used is ‘not fit for purpose’, PensionsEurope claims
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Dutch funds' buffers could be wiped out under EIOPA stress scenario
Supervisor says pension funds should communicate vulnerability to members
