FSR 2024

Press Release
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 Risks 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: A First Look at the Introduction of Borrower-Based Measures in Malta 5.3 Other domestic measures Box 6: The Policy Case for an Extension of the sSyRB 5.4 European regulatory developments
Appendices Appendix A: Implemented Policy Measures Appendix B: Financial Soundness Indicators