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 in 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
Box 3: Expected Credit Loss Model
Box 4: The Accounting Treatment of Debt Securities Holdings in IFRS9
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 Domestic insurance companies
4.2 Domestic investment funds
Box 6: Experimental and Analytical Climate Change-related Indicators for the Financial Sector in Malta
Chapter 5 - Macroprudential Policy Response
Box 7: Implementation of a sectoral SyRB in Malta