FSR 2024

Stqarrija għall-Media
Full Report
Executive Summary
Chapter 1 - Macroprudential Risk Assessment and Policy Response 1.1 Vulnerabilities outside the financial system 1.2 Vulnerabilities within the financial system 1.3 Cross-cutting risks 1.4 Risk Horizon Special Feature: Cyclical risk dynamics
Chapter 2 - Developments in the Banking Sector 2.1 Core domestic banks Box 1: Insights from the Bank Lending Survey Box 2: How green are Maltese banks' portfolios? 2.2 Non-core domestic banks 2.3 International banks Box 3: An analysis of bank-financed commercial real estate in Malta
Chapter 3 - Stress Tests 3.1 Scenario-based solvency stress test Box 4: Update to expected credit loss model 3.2 Liquidity stress tests 3.3 Interest rate risk in the banking book
Chapter 4 - Insurance Companies and Investment Funds 4.1 Domestic insurance companies 4.2 Domestically-relevant investment funds
Chapter 5 - Macroprudential Policy Response 5.1 Capital-based macroprudential measures 5.2 Borrower-based measures Box 5: Analysing Directive 16, first insights from data 5.3 Other domestic measures Box 6: The policy case for an extension of the sectoral systemic risk buffer 5.4 European regulatory developments
Appendices Appendix A: Implemented Policy Measures Appendix B: Financial Soundness Indicators