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In forcePensionskassen: stress test (national)Last checked 11 November 2026

Pensionskassen stress test

A regulatory return listed by the Federal Financial Supervisory Authority (Bundesanstalt für Finanzdienstleistungsaufsicht) (BaFin), Germany.

Pensionskassen run BaFin's stress test on balance sheet date data, with a market risk module (four capital market scenarios for bonds, equities and real estate) and a credit risk module, and report the inputs, the calculations and the results for every scenario; a negative balance in any scenario triggers further information. Source

Official title: Stresstest für Pensionskassen (Sammelverfügung vom 31.01.2023)

The facts

Who files
Pensionskassen and separate accounting units of public-law pension schemes offering voluntary old-age provision, with registered office in Germany and supervised by BaFin. Source
How often
Annual, with data at the balance sheet date. Source
Deadline
No later than three months after the balance sheet date (collective order, section III). Source
Format
Excel, PDF. Result calculation in Excel and any side calculations in Excel or searchable PDF, filed only electronically via the MVP Portal, procedure 'Versicherungsaufsicht'. The MVP information sheet lists the submission 'Stresstest (Präfix ST)' for gz or zip files named ST_<register number>_<free text>. Source
How it is filed
Filing routes recorded for the BaFin: MVP Portal (Melde- und Veröffentlichungsplattform, reporting and publishing platform); Direct submission to BaFin outside the MVP Portal. See how firms file with the BaFin.
Status
In force
Legal basis
Group
Pensionskassen: stress test (national)

Templates (1)

The tables and forms inside the return. Plain name first, the BaFin's code in brackets.

  • Stress test data entry table (Stresstest Erfassungstabelle) (Anlage 2)

The order has two annexes; only annex 2 (the data entry table) is named in the text read. Changing BaFin's stress test model is not allowed. Source

Validation rules

No published validation rules were found for this return. Source

Public data

No published data from this return was found. Not published. Source

Official documents (3)

The BaFin's own files, with the size and SHA-256 fingerprint of each as downloaded on 11 November 2026, so anyone can tell whether a copy is the same version.

  • MVP-Portal

    List of returns · HTML

    BaFin's page on its reporting and publishing platform (Melde- und Veröffentlichungsplattform, MVP). It lists 44 specialised procedures (Fachverfahren) firms use to file with BaFin, with registration steps and manuals. Read in German; the English version lists only 18 of them.

  • Sammelverfügung zum Stresstest für Pensionskassen (31.01.2023)

    Legal text · PDF · 581.3 KB · 31 January 2023

    Collective order requiring Pensionskassen to run BaFin's annual stress test (market risk and credit risk modules) on balance sheet date data and report the results electronically via the MVP Portal within three months.

    SHA-256 06d0e752b81bshow in full06d0e752b81bbb4b9a3d21f6633a677508d2fb58b49aa92553e3fb2199cc6b48
  • Informationsblatt zum Fachverfahren Versicherungsaufsicht

    List of returns · PDF · 619.2 KB · 10 April 2026

    Lists every submission type (Einreichung) in the procedure with its prefix, allowed file types and file naming: ad hoc queries, actuarial documents, AVB, solvency attachments, triggering factors, BerVersV/BerPensV by DÜVA, complaints report (EIOPA), special use, IORP documents (EBAV), explanations to the cover calculation, holdings, annual reports (GB), KA collective order (BW1 to BW5), Krawatte, national reporting (NB), forecast calculation (SR/SZ), FICOD, health interest rate, guarantee assets register (SVV), special health queries, stress test (ST), life tariff notices, technical bases, technical business plans, irregularities (MELVUNT) and auditor's report on the annual accounts (WP-JA).

    SHA-256 dc5860d3c405show in fulldc5860d3c4056ff86e53caf2cd5282f16d3b92f39c68ed2ecd3754befdea7889

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's text and records here are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The regulators' documents, forms, taxonomies, rules and data belong to them: see BaFin's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text.

© Federal Financial Supervisory Authority / www.bafin.de. Documents copied here are unchanged. The plain-English summaries are Line4's own; BaFin does not endorse this library.

Last checked 11 November 2026.