Chapter 1 - Macroprudential Risk Assessment
1.1 Vulnerabilities outside the financial system1.2 Vulnerabilities within the financial system1.3 Risk horizon
Box 1: A Cyclical Systemic Risk Indicator for Malta
Chapter 2 - Developments in the Banking Sector
2.1 Core Domestic Banks
Box 2: Bank Lending Survey Results
2.2 Non-core domestic banks2.3 International Banks
Chapter 3 - Stress Tests
3.1 Scenario-based solvency stress tests
Box 3: Expected credit loss model
Box 4: IFRS 9 classification of bonds
3.2 Liquidity stress testing frameworks3.3 Interest rate risk in the banking book
Box 5: Assessing the vulnerability of Maltese indebted households to inflationary and interest rate shocks based on the household stress testing framework
Chapter 4 - Insurance Companies and Investment Funds
4.1 Domestically-relevant insurance companies4.2 Domestically-relevant investment funds
Box 6: Experimental and analytical climate change-related indicators for the financial sector in Malta
Chapter 5 - Macroprudential Policy Response
5.1 Central Bank of Malta measures5.2 Other domestic regulatory developments5.3 European regulatory developments
Box 7: Implementation of a sectoral system risk buffer for Malta