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International Monetary Fund
This technical note presents stress testing of banking and insurance on the Isle of Man (IOM). The stress tests for the IOM Financial Sector Assessment Program Update have been designed to yield as comprehensive and detailed a picture as possible within the constraints of the approach and available data. Stress tests have been performed both by individual institutions based on the parameters and scenarios agreed between the authorities and IMF staff, and, at an aggregate level and in many instances, by the authorities themselves.
International Monetary Fund
The study shows that the global financial crisis has adversely affected Kuwait’s financial system, especially in the Investment Company (IC) sector. Stress tests indicate that, in contrast to the ICs, the banking system could broadly withstand significant shocks. The Central Bank of Kuwait's (CBK) well-designed framework for banks has proven effective in shielding the banking sector from the crisis. It shows that the enactment of the capital market law is an important step toward the creation of Certified Management Accountant (CMA). The study shows that a powerful regulatory regime is needed for the insurance sector.
Rodrigo Cubero and Mr. R. Brooks

Front Matter Page Asia and Pacific Department Authorized for distribution by Mahmood Pradhan Contents I. Introduction II. The Global Turmoil: How Has it Affected New Zealand Banks? III. Can Banks Handle an Increase in Mortgage Defaults? IV. How Vulnerable are Banks to Higher Defaults on Corporate Lending? V. What are the Risks Related to Banks’ Wholesale Funding? Tables 1. New Zealand’s Four Large Banks: Selected Financial Soundness Indicators 2. Financial Soundness Indicators of the Banking Sector 3. Housing Market Risk: Stress

International Monetary Fund

. SARB Liquidity Draining Operations 9. Financial System Development Indicators 10. Financial System Development 11. Market Risk Stress Tests for the Banks 12. Life Insurance Stress Test Results Box 1. Recommendations Appendices I. Selected Macroeconomic and Financial Indicators II. Stress Testing Coverage and Results III. Detailed Recommendations Appendix Tables 3. Selected Economic and Financial Indicators, 2003–09 4. Financial Soundness Indicators, 2002–07 5. Selected Indicators for the Corporate Sector 6. Pension Funds, Insurers, and

International Monetary Fund

IOSCO Objectives and Principles of Securities Regulation 7. Recommended Actions to Improve Observance of IMF’s MFP Transparency Code Practices—Insurance Supervision Boxes 1. Anti-Money Laundering Policies 2. Credit Risk Stress Tests 3. Country Risk Stress Tests 4. Interbank Linkages: Stress Tests 5. Market Risk Stress Test for the Luxembourg Insurance Sector GLOSSARY ABBL Association des Banques et Banquiers du Luxembourg AGDL Association pour la Garantie des Dépôts du Luxembourg BCEE Banque et Caisse d

International Monetary Fund

in 2006 with the weakening domestic demand. Although the unhedged exposure of borrowers to foreign currency loans generates credit risks for banks, the share of foreign currency loans in total loans stabilized in the second half of 2006 at 54 percent of all loans. Banks appear capable of managing new stresses and challenges with significant financial buffers, as capital adequacy ratio is at a healthy level and profitability remains high. Furthermore, the Financial Supervisory Authority has used its market-risk stress tests to require strengthened capitalization and

International Monetary Fund. Monetary and Capital Markets Department

. Solvency B. Banking Sector Liquidity Risk Analysis and Stress Tests C. Banking Sector Interconnectedness LIQUIDITY STRESS TESTING FOR U.S. MUTUAL FUNDS A. Objective and Scope D. Methodology E. Results MARKET RISK STRESS TESTING FOR MONEY MARKET FUNDS A. Objective and Scope B. Methodology and Results THE INSURANCE SOLVENCY STRESS TESTS A. Objective B. Valuation and Capital Standard C. Sample D. Stress Test: Adverse Scenario E. Stress Test: Modeling Assumptions and Output F. Stress Test: Results G. Sensitivity Analysis SYSTEMIC RISK