Search results with tag "Solvency ii"
Consequences Modelling Starting Points Timetable
piu.org.plSolvency I vs. Solvency II Whereas Solvency I phase aimed at revising and updating the current EU solvency regime, the Solvency II project has a much wider scope.
Treatment of captives in SOLVENCY II - ECIROA
www.eciroa.orgPosition Paper 3 1 Introduction With Solvency II, the EU Commission aims to have a framework applicable to everyone. However, the arguments and facts …
PRA Insurance Returns - FS Assist
www.fsassist.comGlossary EY÷ iii R = Rule RMAR = Retail Mediation Activities Return RTS = Report to Supervisors SFCR = Solvency and Financial Condition Report SOLPRU = Prudential Sourcebook for Solvency II Insurers
Convertible Bond Pricing - Solvency Analytics
solvencyanalytics.compecially under Solvency II, replacing equities by an optimized convertible bond portfolio can reduce the solvency capital requirement (SCR) significantly while keeping risk/return char-acteristics virtually unchanged. Therefore, we believe that for small and mid size insurance ... 1 Introduction to the Pricing of Convertible Bonds 5
Introduction to Solvency II SCR Standard Formula for ...
www.ermsymposium.orgIntroduction to Solvency II Overview of SCR standard formula Comprises individual risk modules, aggregated using correlation matrices Each of the risks modules will be calibrated with a 99.5% confidence level over
A Comparison of Solvency Systems: US and EU - naic.org
www.naic.org5/22/2008 US Solvency EU Solvency II investment quality, P&C loss reserve development adopted with an aim to be compatible with IFRS requirements, pressure on the Insurance
Quantifying Credit and Market Risk under Solvency II ...
ivan-shamaev.ruQUANTIFYING CREDIT AND MARKET RISK UNDER SOLVENCY II: STANDARD APPROACH VERSUS INTERNAL MODEL Nadine Gatzert, Michael Martin ∗ ABSTRACT Even though insurers predominantly invest in bonds, credit risk associated with government and corporate bonds has long not been a focus in their risk manage-
Introducing ancillary own-fund items - EY
www.ey.comSolvency II allows insurers to meet their solvency capital requirement with a range of capital instruments. Own-funds can be composed of equity, hybrid debt …
Convertible Bond Pricing - Solutions under …
solvencyanalytics.comConvertible Bond Pricing Balazs Mez´ ofi˝ SolvencyAnalytics.com October 2015 C onvertible bond investments may have a special role under Solvency II and the Swiss
Basics of IFRS 4 for Life Insurers FS 11 - aktuariat-witzel
www.aktuariat-witzel.chFinanz. Führungsinfo; Teil 4; IFRS 4 Dr. Ruprecht Witzel; FS 11 5 1. Introduction • The introduction of phase II is nowadays planned for 2011; but probably it is not possible to fulfill the timetable • Coordination with – Solvency II (especially concerning the valuation of the liabilities) and
Risk in Private Equity - BVCA
www.bvca.co.ukRisk in Private Equity New insights into the risk of a portfolio of private equity funds ///// 1 ... under Basel III and Solvency II. He regularly published in high-quality journals, co-authored a book on risk in ... for the first time in a study on risk analysis …
Standard Formula Solvency Capital Requirement
assets.milliman.comrequirement of Article 101(3) of the Solvency II Directive (i.e. that the SCR should correspond to the Value-at-Risk of the basic own funds at a confidence level of 99.5% over a one-
Impact assessment: Possible macroeconomic …
ec.europa.eu3 1 Introduction Solvency II will introduce a new regulatory capital regime and modify the principles for the risk assessment in the management of assets and liabilities in the EU insurance sector.
European Embedded Value (EEV) basis results
www.prudential.co.ukPOST-TAX SUMMARISED CONSOLIDATED INCOME STATEMENT 2017 £m 2016 £m Note Half year Half year* Full year Asia operations 1,714 1,262 3,199 US operations 884 686 1,968 UK operations 685 591 1,029 Other income and expenditure (386) (302) (679) Solvency II and restructuring costs (27) (17) (57) Interest received from tax settlement - 37 37
Global Insurance Market Trends 2017 - OECD
www.oecd.org8 GLOBAL INSURANCE MARKET TRENDS One of the major changes in 2016 was the implementation of the Solvency II reporting requirements among EU/EEA countries.
SOLVENCY II – GENERAL INSURANCE
www.actuaries.org.uksubject to transitional measures, i.e., a gradual introduction. Solvency II is a risk-based approach to prudential requirements which brings harmonisation at EEA level. The Solvency II Directive applies to all insurance and reinsurance companies with gross premium income exceeding €5 million or gross technical provisions in excess of €25
Solvency II: The captive guide to Pillar II - Aon
www.aon.comSolvency II: The captive guide to Pillar II Finding a way to formalise a fit-for-purpose and proportionate Governance and Risk Management System
Solvency II: An introduction - assets.kpmg
assets.kpmgthe United States, group supervision and related third-country undertakings hold the greatest impact. Under Solvency II, group supervision is triggered by the existence of an EU insurance company being owned by a foreign parent company or group of companies. The intent of Solvency II’s group supervision requirements is to
SOLVENCY II: aspetti introduttivi, struttura generale ...
www.dss.uniroma1.itSOLVENCY II: aspetti introduttivi, struttura generale della Standard Formula ed il Non-Life Underwriting Risk prof. Nino Savelli Ordinario di Teoria del Rischio presso l’Università Cattolica di Milano
SOLVENCY II REPORTING AND DISCLOSURE: QUANTITATIVE ...
www.eiopa.europa.eu1. Introduction 1.1. This document is provided in addition to EIOPA’s Opinion on the 2020 review of Solvency II. It covers the Individual Quantitative Reporting Templates (QRTs) at solo and group level, including Financial Stability Reporting and aims to provide stakeholders the full view of the future reporting and disclosure requirements, as
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