Financial Sector (Collection of Data) (reporting standard) determination No. 66 of 2023
Asset stress scenarioAsset stress scenario
Start here
Get a plain-English read of Asset stress scenario
Turn the raw legal text into a practical explanation grounded in Financial Sector (Collection of Data) (reporting standard) determination No. 66 of 2023.
Asset stress scenario
Level 2 insurance groups are not required to report the components of impact on capital base for asset stress scenarios where it is determined that those scenarios would improve the capital base (i.e. result in a zero-risk charge component) as at the end of the relevant reporting period.
Level 2 insurance groups must report all asset stress scenarios that would give rise to a positive risk charge component.