FSR 2022

Press Release
Full Report
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 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 banks 2.3 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 frameworks 3.3 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 companies 4.2 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 measures 5.2 Other domestic regulatory developments 5.3 European regulatory developments Box 7: Implementation of a sectoral system risk buffer for Malta
Appendices