| ERM Resource |
|
How Not to Regulate Insurance Markets: The Risks and Dangers of Solvency II |
Asset allocationCapital RequirementsextraterritorialityLife insurerspension fundsRegulationRegulation Riskrisk absorptive capacityriskiness of assetsSolvency IIsystemic risks |
| ERM Resource |
|
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk |
Capital Requirementsexpected shortfallModel RiskNo specific riskRisk Reporting and Communicationvalue-at-risk |
| ERM Resource |
|
Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method |
Analyzing/Quantifying RisksAssess/Prioritizing RisksCapital RequirementsEconomic / Risk Based CapitalIntegrating Risks.Premium Riskpremium riskreserve riskRisk Management Tools and TechniquesRisk-Based Capitalunderwriting risk |