Operational risk under Solvency II: A brief overview of current approaches

Submitted on 25th June 2015

 

As companies implement Solvency II programs, operational risk, often seen as a catch-all for ‘other’ risks, is being recognized as having greater impact than was previously realized. Management of operational risks—and preparing companies to handle these risks—is now seen as a key aspect of sound insurance management. Operational risk is also moving up companies’ agendas because the capital charge under the Solvency II Pillar I standard-formula calculation is a rough measure—it is essentially based on business volumes. While this has the benefit of simplicity, it may lead to what could be considered excessive capital requirements. This paper provides a brief summary of how companies are currently approaching operational risk under Solvency II, and gives some suggestions for improvements using innovative techniques.

Source
Milliman
Length of Resource
3 pages
Resource File
Author
Milliman: Dominic Clark, Henny Verheugen, Jeremy Kent, Neil Cantle
Date Published
Publication Type
paper
Resource Type
commercial