Results 11 to 20 of about 110,089 (301)

Multi-Period Loan Interest Rate Nash Model with Basel II Solvency Constraint

Известия Иркутского государственного университета: Серия "Математика", 2022
This paper introduces multi–period loan interest rate Nash game models in the banking sector under regulatory solvency constraints. By taking solvency constraint as Basel II and modelling economic condition as AR(1) process, we obtain results regarding ...
Kh. Enkhbayar, G. Battulga, S. Batbileg
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Wycena aktywów i pasywów zakładów ubezpieczeń a wymogi wypłacalności

Problemy Zarządzania, 2013
This article presents the main differences in the valuation of insurance companies in terms of accounting and reporting for solvency purposes. However, it is worth mentioning that the solutions in the measurement of assets and liabilities for solvency ...
Ewa Spigarska
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Op naar het eerste lustrum van Solvency II: een beschrijving van de uitkomsten [PDF]

MAB, 2021
Sinds 2016 is Solvency II het toezichtsraamwerk voor verzekeraars. Solvency II vereist een nieuwe manier van waardering en risicometing. Daardoor verandert ook de solvabiliteitsratio.
René Doff, Wai-Chong Evink
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A Comparative Analysis Of The Effectiveness Of Three Solvency Management Models [PDF]

, 2008
The introduction of the Altman’s Z-score model in 1983 and much recently the Enyi’s Relative Solvency Ratio model in 2005 has divergently provided financial analysts with alternative methods of analyzing corporate solvency which hitherto was ...
Enyi , P. E.
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COMPARATIVE STUDY ON MAIN SOLVENCY ASSESSMENT MODELS FOR INSURANCE FIELD [PDF]

Challenges of the Knowledge Society, 2015
During the recent financial crisis of insurance domain, there were imposed new aspects that have to be taken into account concerning the risks management and surveillance activity.
Daniela Nicoleta SAHLIAN
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Analysis of the Debt-paying Ability of Listed Companies: A Case Study Using BYD Company as a Sample [PDF]

SHS Web of Conferences
This paper gives a complete knowledge of BYD’s financial performance through a thorough examination of its financial statements and related indicators.
Zhuo Tonghui
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Solvency II en Bazel II Overeenkomsten en verschillen [PDF]

MAB, 2007
Solvency II, de richtlijn die het toezichtraamwerk voor verzekeraars herziet, krijgt concreet gestalte en komt naderbij. Inmiddels is de tweede Quantitative Impact Study (QIS 2) achter de rug. Een vergelijking met Bazel II ligt voor de hand.
R. R. Doff, J. Bilderbeek
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Towards a new prudential framework solvency II, evaluation of the solvency system of insurance companies in Algeria for the period (2012-2021)

المجلة الدولية للأداء الاقتصادي, 2023
This work aims to present the solvency system currently in the insurance sector in Algeria, more precisely the Solvency I Directive. To identify the shortcomings and limitations of the prudential regulation and finally, to offer recommendations ...
Yacine Mohamed DAHMANI, Ouali ARKOUB
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An internal model for measuring premium risk when determining solvency of non-life insurers [PDF]

Ekonomski Anali, 2018
Under contemporary dynamic approaches the solvency of insurance companies is determined by measuring the risks that threaten their business. This paper presents an internal model for measuring premium risk when evaluating the solvency of non ...
Kočović Jelena, Koprivica Marija
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Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II

Risks
This study examines the effect of the investment portfolio structure on insurers’ solvency, as measured by the Solvency Capital Requirement ratio.
Thomas Poufinas, Evangelia Siopi
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