Results 291 to 300 of about 29,833 (354)

FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II

ASTIN Bulletin, 2014
AbstractIt is essential for insurance regulation to have a clear picture of the risk measures that are used. We compare different mathematical interpretations of the Solvency Capital Requirement (SCR) definition from Solvency II that can be found in the literature.
Christiansen, Marcus C., Niemeyer, Andreas   +1 more
openaire   +2 more sources

Drivers of solvency risk – Are microfinance institutions different?

Journal of Banking and Finance, 2019
M. Schulte, A. Winkler
exaly   +2 more sources

Taking Regulation Seriously: Fire Sales Under Solvency and Liquidity Constraints

Social Science Research Network, 2019
We build a framework for modelling fire sales where banks face both liquidity and solvency constraints and choose which assets to sell in order to minimise liquidation losses.
Jamie Coen, Caterina Lepore, E. Schaanning   +2 more
semanticscholar   +1 more source

ESG Performance and Corporate Solvency

Finance Research Letters, 2023
Haiyan Yu, Tao Su
semanticscholar   +1 more source

Time Consistent Solvency Capital Requirement Under Solvency II.

SSRN Electronic Journal, 2020
In this paper, we analyse the current dynamic definitions of the Solvency Capital Requirement (SCR) and we propose a new dynamic and time consistent formulation of the SCR, that is compliant with the Solvency II directive. In case of a single liability cash-flow at maturity, Devolder and Lebegue (2017) analyse the time-consistent dynamic formulation of
openaire   +1 more source

Solvency II

2017
Il presente capitolo offre una panoramica dei principali cambiamenti nella concreta operatività di una compagnia di assicurazione alla luce della recente introduzione della nuova cornice regolamentare "Solvency II".
De Angelis, C, Fortunato, R, Nicotera, R, Santoboni, F, Tosti, A.   +4 more
openaire   +3 more sources

Solvency determinants: evidence from the Takaful insurance industry

The Geneva Papers on Risk and Insurance - Issues and Practice, 2022
Jassem Alokla, A. Daynes, Paraskevas Pagas, Panagiotis Tzouvanas   +3 more
semanticscholar   +1 more source

Solvency II

In the recent past, many insurance companies dealt with problems with respect to whether they would be able to handle successfully the risks dealt by them. Moreover, a variety of new investment and insurance products has been developed during the last years resulting at the development of the risks’ management to a substantial extent.
openaire   +2 more sources

An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry

Journal of Risk and Insurance, 2018
In 2017, insurers in the European Union disclosed their Solvency and Financial Condition Reports (SFCRs) according to the third pillar of Solvency II for the first time.
Nadine Gatzert, Dinah Heidinger
semanticscholar   +1 more source

Solvency margins and equalization reserves

Insurance: Mathematics and Economics, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Vijlder, F.E.C., Goovaerts, M.J.
openaire   +4 more sources