Stress Tests for Defined Benefit Pension Plans – A Primer
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- Henry, Jérôme & Kok, Christoffer & Amzallag, Adrien & Baudino, Patrizia & Cabral, Inês & Grodzicki, Maciej & Gross, Marco & Halaj, Grzegorz & Kolb, Markus & Leber, Miha & Pancaro, Cosimo & Sydow, Matt, 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
- Amzallag, Adrien & Kapp, Daniel & Kok, Christoffer, 2014. "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series 154, European Central Bank.
- Manning, Matthew, 2016. "Markets and operations: 2016 Q3," Bank of England Quarterly Bulletin, Bank of England, vol. 56(3), pages 146-154.
- Dent, Kieran & Westwood, Ben & Segoviano, Miguel, 2016. "Stress testing of banks: an introduction," Bank of England Quarterly Bulletin, Bank of England, vol. 56(3), pages 130-143.
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KeywordsStress tests; Key Words: Defined benefit plans; pension mathematics; FSAP; retirement; benefits; pension; retirement age; salary; General Financial Markets: General (includes Measurement and Data); Financial Institutions and Services: General; Defined Benefit Plans;
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