Publications

Financial Stability Report

The Financial Stability Report reviews and assesses the macro-financial conditions and developments of the financial system in Malta. It evaluates the resilience of the system and identifies sources of potential systemic risk. It also makes recommendations to preserve and, where necessary, improve the robustness of the financial system. Furthermore, the Report promotes awareness of the workings of the financial system and related financial stability issues. The Financial Stability Report is published on an annual basis with a mid-yearly update. Summary reports for periods prior to 2008 can be found in respective editions of the Bank’s Quarterly Review and Annual Report.

FSR 2022

Press Release Press Release
Full Report Full Report
Executive Summary Executive Summary

Chapter 1 - Macroprudential Risk Assessment

1.1 Vulnerabilities outside the financial system
1.2 Vulnerabilities within the financial system
1.3 Risk horizon

Box 1: A Cyclical Systemic Risk Indicator in Malta

Chapter 1 - Macroprudential Risk Assessment

Chapter 2 - Developments in the Banking Sector

2.1 Core Domestic Banks

Box 2: Bank Lending Survey Results

2.2 Non-Core Domestic Banks
2.3 International Banks

Chapter 2 - Developments in the Banking Sector

Chapter 3 - Stress Tests

Box 3: Expected Credit Loss Model

Box 4: The Accounting Treatment of Debt Securities Holdings in IFRS9

Box 5: Assessing the Vulnerability of Maltese Indebted Households to Inflationary and Interest Rate Shocks based on the Household Stress Testing Framework

Chapter 3 - Stress Tests

Chapter 4 - Insurance Companies and Investment Funds

4.1 Domestic insurance companies
4.2  Domestic investment funds

Box 6: Experimental and Analytical Climate Change-related Indicators for the Financial Sector in Malta

Chapter 4 - Insurance Companies and Investment Funds

Chapter 5 - Macroprudential Policy Response

Box 7: Implementation of a sectoral SyRB in Malta

Chapter 5 - Macroprudential Policy Response
Appendices Appendices