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
doaj +8 more sources
Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II. [PDF]
Risks, 2016 Longevity risk constitutes an important risk factor for life insurance companies, and it can be managed through longevity-linked securities. The market of longevity-linked securities is at present far from being complete and does not allow finding a ...
Helena Leino-Kilpi (3471101) +5 more
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Solvency II solvency capital requirement for life insurance companies based on expected shortfall [PDF]
European Actuarial Journal, 2017 This paper examines the consequences for a life annuity insurance company if the solvency II solvency capital requirements (SCR) are calibrated based on expected shortfall (ES) instead of value-at-risk (VaR). We focus on the risk modules of the SCRs for the three risk classes equity risk, interest rate risk and longevity risk.
Tim J Boonen
exaly +10 more sources
A Critical Analysis of the Solvency II Proposals [PDF]
Geneva Papers on Risk and Insurance: Issues and Practice, 2008 The European Commission has recently published the Solvency II proposals with the objective to fundamentally review the insurance supervisory framework. We test the Solvency II framework against seven criteria developed by Cummins et al. describing how best to duplicate the operation of an efficient and complete market.
René Doff
exaly +8 more sources
SOLVENCY II: THE IMPLICATIONS OF ITS APPLICATION ON THE ROMANIAN INSURANCE MARKET
Studies and Scientific Researches: Economics Edition, 2014 Solvency II is a European directive whose purpose is to update the regulations concerning the insurance market. This is more than a set of rules on the solvency of insurance companies and is a comprehensive set of rules on the entire insurance market ...
Ioan Marius Ciotina
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Capital Allocation Methods under Solvency II: A Comparative Analysis [PDF]
Mathematics, 2022 The objective of this document is to analyze different methods that an insurer can use to allocate capital to his or her different lines of business or business segments under Solvency II.
Pablo Durán-Santomil +1 more
doaj +2 more sources
De rentecurve voor de waardering van langetermijngaranties op de Solvency II-balans [PDF]
MAB, 2014 Vanaf 2016 geldt een nieuw toezichtskader voor verzekeraars opererend binnen de Europese Unie, genaamd Solvency II. In dit toezichtskader staan marktwaarden en risico’s centraal, waardoor meer kapitaal aangehouden moet worden voor risicovolle producten ...
Paul van Ammelrooij
doaj +4 more sources
System of governance in insurance companies according to directive 'Solvency II' [PDF]
Strani pravni život, 2018 The author of this article examines the system of governance in insurance companies according to new regulatory regime 'Directive Solvency II' which entered into force in the European Union on 1 January 2016.
Leković Vuk
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LOGISTICAL CAPITAL MANAGEMENT SOLUTIONS, USING THE DRAFT – SOLVENCY II [PDF]
Economics & Sociology, 2009 Edita Jurkonytė
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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
doaj +3 more sources