standard formula

Content type

Practice Areas

Publication Types

Content type	Date Sort descending	Title	Tags
ERM Resource	29/07/2015	Modelling the 1-in-200 Risks	1-in-200 Catastrophe Models Catastrophe Risk Economic / Risk Based Capital Extreme Event Risk Risk Management Tools and Techniques Risk Management Tools and Techniques RMS scenario modelling Solvency II standard formula
ERM Resource	29/07/2015	Catastrophe Task Force report on the Standardised Scenarios for the Catastrophe Risk Module in the Standard Formula	99.5% VaR Catastrophe Risk CEIOPS Economic / Risk Based Capital Regulation Risk Management Tools and Techniques SCR Solvency II standard formula
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