Publications & Research

FSR 2023

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: Measuring the credit gap for Maltese private corporations using the Hamilton filter

Chapter 1 - Macroprudential Risk Assessment

Chapter 2 - Developments in the Banking Sector

2.1 Core domestic banks

Box 2: Update on the Bank Lending Survey

2.2 Non-core domestic banks

Box 3: The impact of the ECB's monetary policy tightening on deposits flows and interest margins

2.3 International banks

Chapter 2 - Developments in the Banking Sector

Chapter 3 - Stress Tests

3.1 Scenario-based solvency stress test
3.2 Liquidity stress tests
3.3 Interest rate risk in the banking book

Chapter 3 - Stress Tests

Chapter 4 - Insurance Companies and Investment Funds

4.1 Domestic insurance companies
4.2  Domestically-relevant investment funds

Box 4: Methodological update on the calculation of the liquid assets ratio for insurances and investment funds

Box 5: Revisiting non-bank financial intermediation in Malta: A current financial stability overview

Chapter 4 - Insurance Companies and Investment Funds

Chapter 5 - Macroprudential Policy Response

5.1 Capital-based macroprudential measures
5.2 Borrower-based measures
5.3 Other domestic measures
5.4 European regulatory developments

Box 6: The systemic importance of O-SIIs in Malta

Chapter 5 - Macroprudential Policy Response
Appendices Appendices