Solvency II

Content type Date Sort ascending Title Tags
ERM Resource 17/05/2019 SolvencyII standard formula: Volume measure for premium risk Enterprise Risk Management (ERM), Modelling, Premium Risk, premium risk, Risk Management: Tools and Techniques, Solvency II
ERM Resource 23/11/2018 Corporate Governance of Insurance Firms after Solvency II Corporate Governance, culture, EIOPA, Internal Controls, No specific risk, ORSA, regulation, Risk Culture, Risk Governance, Solvency II
ERM Resource 07/09/2017 Management Strategies in Multi-year Enterprise Risk Management Capital Allocation, Insurance Risk, multi-year internal risk models, Non-life Insurance, ORSA, Solvency II, Strategic Risk, Strategy
ERM Resource 07/09/2017 Should the insurance industry be banking on risk escalation for solvency II? Basel II, Operational Risk, operational risk, Regulation, Regulation Risk, Risk Escalation, Risk Regulation, Solvency II
ERM Resource 07/09/2017 Claims Reserving under Solvency II chain ladder method, insurance, Regulation, Reserves, Reserving Risk, Solvency II
ERM Resource 07/09/2017 Insurance Regulation and Life Catastrophe Risk: Treatment of Life Catastrophe Risk Under the SCR Standard Formula of Solvency II and the Necessity of Partial Internal Models Catastrophe Risk, Insurance Regulation, Internal Model, life catastrophe risk, Regulation, SCR standard formula, Solvency II
ERM Resource 07/09/2017 How Not to Regulate Insurance Markets: The Risks and Dangers of Solvency II Asset allocation, Capital Requirements, extraterritoriality, Life insurers, pension funds, Regulation, Regulation Risk, risk absorptive capacity, riskiness of assets, Solvency II, systemic risks
ERM Resource 07/09/2017 Modelling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms Basel III, loss distribution approach, Operational Risk, operational risk, Reputation risk, Repution Risk, Risk Appetite, Risk Capacity and Risk Objectives, Solvency II, value at risk
ERM Resource 07/09/2017 Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall equity risk, expected shortfall, Interest Rate Risk, Longetivity Risk, Regulation, Solvency Capital Requirement, Solvency II, value-at-risk
ERM Resource 07/09/2017 Economic Scenario Generators and Solvency II Counterparty Default Risk, credit risk, Economic Assumptions, Economic Capital, Economic Scenario Generator, Enterprise Risk Management, Governance, Market Consistent Valuation, Market Risk, Regulatory capital, regulatory risk, Risk Management Tools and Techniques, Solvency II
ERM Resource 29/07/2015 Reserve Risk Modelling:
Theoretical and Practical
Best Estimate, Bootstrapping, Mack method, reserve variability, Reserving Risk, Risk Management Tools and Techniques, risk margin, Solvency II, stochastic methods
ERM Resource 29/07/2015 A Practical Way to Estimate One-year Reserve Risk Best Estimate, Economic / Risk Based Capital, Loss Reserves, One-year Reserve Risk, regulation, Reserving Risk, Risk Management Tools and Techniques, Solvency II, Technical Provision
ERM Resource 29/07/2015 Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II Economic / Risk Based Capital, Parameterisation, Premium Risk, Regulation, Reserving Risk, risk factors, Risk Management Tools and Techniques, SCR, Solvency II, standard formula
ERM Resource 29/07/2015 One-year reserve risk including a tail factor:closed formula and bootstrap approaches Bootstrap method, Claims Development Result, Non-life Insurance, Prediction error, reserve risk, Reserving Risk, Risk Management Tools and Techniques, Solvency II, Tail factor
ERM Resource 29/07/2015 Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models asymptotic normality, Bayesian, bootstrap, Internal Risk Models, Non-life Insurance, Parameter Risk, Premium Risk, Risk Management Tools and Techniques, Solvency II, Value-Based Management