Solvency II

Content type Date Sort ascending Title Tags
ERM Resource SolvencyII standard formula: Volume measure for premium risk Enterprise Risk Management (ERM)ModellingPremium Riskpremium riskRisk Management: Tools and TechniquesSolvency II
ERM Resource Corporate Governance of Insurance Firms after Solvency II Corporate GovernancecultureEIOPAInternal ControlsNo specific riskORSAregulationRisk CultureRisk GovernanceSolvency II
ERM Resource Management Strategies in Multi-year Enterprise Risk Management Capital AllocationInsurance Riskmulti-year internal risk modelsNon-life InsuranceORSASolvency IIStrategic RiskStrategy
ERM Resource Should the insurance industry be banking on risk escalation for solvency II? Basel IIOperational Riskoperational riskRegulationRegulation RiskRisk EscalationRisk RegulationSolvency II
ERM Resource Claims Reserving under Solvency II chain ladder methodinsuranceRegulationReservesReserving RiskSolvency II
ERM Resource 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 RiskInsurance RegulationInternal Modellife catastrophe riskRegulationSCR standard formulaSolvency II
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 Modelling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms Basel IIIloss distribution approachoperational riskOperational RiskReputation riskRepution RiskRisk AppetiteRisk Capacity and Risk ObjectivesSolvency IIvalue at risk
ERM Resource Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall equity riskexpected shortfallInterest Rate RiskLongetivity RiskRegulationSolvency Capital RequirementSolvency IIvalue-at-risk
ERM Resource Economic Scenario Generators and Solvency II Counterparty Default Riskcredit riskEconomic AssumptionsEconomic CapitalEconomic Scenario GeneratorEnterprise Risk ManagementGovernanceMarket Consistent ValuationMarket RiskRegulatory capitalregulatory riskRisk Management Tools and TechniquesSolvency II
ERM Resource Reserve Risk Modelling:
Theoretical and Practical
Best EstimateBootstrappingMack methodreserve variabilityReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic methods
ERM Resource A Practical Way to Estimate One-year Reserve Risk Best EstimateEconomic / Risk Based CapitalLoss ReservesOne-year Reserve RiskregulationReserving RiskRisk Management Tools and TechniquesSolvency IITechnical Provision
ERM Resource Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II Economic / Risk Based CapitalParameterisationPremium RiskRegulationReserving Riskrisk factorsRisk Management Tools and TechniquesSCRSolvency IIstandard formula
ERM Resource One-year reserve risk including a tail factor:closed formula and bootstrap approaches Bootstrap methodClaims Development ResultNon-life InsurancePrediction errorreserve riskReserving RiskRisk Management Tools and TechniquesSolvency IITail factor
ERM Resource Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models asymptotic normalityBayesianbootstrapInternal Risk ModelsNon-life InsuranceParameter RiskPremium RiskRisk Management Tools and TechniquesSolvency IIValue-Based Management