Solvency II

Life (re)insurance under Solvency II
The introduction of the new European supervisory System, Solvency II, is around the corner, even though now…
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Actuarial Function Holder Solvency 2/Responsible Actuary Swiss Solvency Test: Is the Legal Framework Adapted to an Independent and Efficient Role? Some Concrete Examples
(Contribution from SCOR experts in an external publication) Both in Switzerland and in the European Union, the…
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Modelling operational risk in the insurance industry
One of the major new features of Solvency II is that insurance companies must now devote a…
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Preparing for Solvency II - Points of debate in the Standard Formula
By introducing the measurement of risk and capital, Enterprise Risk Management (ERM) should replace the traditional accounting‐based…
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Solvency II – Equivalence Brings It Home
Purely domestic US life insurers may view Solvency II as exclusively a foreign concern. However, efforts are…
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Principle-based solvency: A comparison between Solvency II and the Swiss Solvency Test
With the adoption of the Solvency II directive, the European parliament has opened up a new area…
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Adapting the solvency regulations to times of crisis, accepting the riskiness of the situation
The G20 experts are calling for more capital in financial institutions. The need for a selective increase…
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From Principle Based Risk Management to Solvency Requirements
SCOR has traditionally been a strong proponent of advanced risk management methods and models in the insurance…
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Market Value Margin: Practical calculations under the Solvency II Cost of Capital approach
In the Solvency II framework, Market Value Margin (MVM) comes in addition to the Best Estimate valuation…
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This paper from EIOPA approaches the issue of the low interest rate environment by applying a macroprudential…
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The Solvency II directive has introduced a specific so-called risk-neutral framework to valuate economic accounting quantities throughout…
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Intra-group transfers are risk management tools that are usually widely used to optimise the risk position of…
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Solvency II will change the way insurance and reinsurance undertakings determine their regulatory capital requirements, as well…
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In the paper we develop mathematical tools of quantile hedging in incomplete market. Those could be used…
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Across Europe, insurers are coming to terms with the long-awaited implementation timeline for Solvency II (SII). While…
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The details of the Omnibus II Directive, including the treatment of “long-term guarantees” (LTGs) were finally agreed…
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With its Guidelines EIOPA intends to significantly increase preparedness of both supervisors and insurers for Solvency II…
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The financial market environment poses serious challenges for insurance companies to provide stable returns on a long-term…
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We consider the issue of optimizing an insurance company’s asset allocation in the context of portfolio theory…
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The implementation of the Own Risk and Solvency Assessment is a critical issue raised by Pillar II…
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Over the past decade, European banking and insurance regulation has been subject to significant reforms. In this…
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Pursuant to art. 45 of the Solvency II Framework Directive, all insurance undertakings will be obliged to…
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This paper compares solvency capital requirements under Solvency I and Solvency II for a sample mid-size insurance…
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Insurance regulation in the U.S. has undergone significant reforms over its 150-year history. Some of these changes…
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The Chief Risk Officer (CRO) is accountable for driving the success of an insurance company’s journey towards…
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The implementation of the Own Risk and Solvency Assessment is a critical issue raised by Pillar II…
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In the course of creating a single European market for financial services and in the wake of…
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In this paper, we conduct an in-depth analysis of the impact of private equity investments on the…
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In today’s financial system, complex financial institutions are connected through an opaque network of financial exposures. These…
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The Prudential Regulation Authority (PRA) has completed internal model approval process data reviews on over 50 firms…
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Reinsurers have invested extensively in developing models that are aimed at the holistic measurement of risk and…
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Many companies have expended significant time and effort as they prepare to comply with the forthcoming major…
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L’Autorité de contrôle prudentiel et de résolution (ACPR) est l’organe de supervision français de la banque et…
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