Solvency II

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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	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	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	29/07/2015	Reserve Risk Modelling: Theoretical and Practical Aspects	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