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Solvency II : treatment of sovereign debt in internal models
Recurso electrónico / electronic resource
Section: Electronic documents
Title: Solvency II : treatment of sovereign debt in internal models / Bank of England, Prudential Regulation Authoritory
Publication: London : Prudential Regulation Authoritory, 2015Series: (Consultation Paper ; CP14-15)Notes: Sumario: The purpose of this statement is to ensure that firms using an internal model take into account material risks associated with sovereign debt. It is intended to support compliance with Solvency II regulations, thereby achieving the benefits of policyholder protection envisaged by the Directive. Some firms may need to hold additional capital as a result, although the PRA would not regard them as incremental to those costs of complying with Solvency IIMateria / lugar / evento: Solvencia II ‌Deuda soberana ‌Compliance ‌Control de riesgos ‌Normativa comunitaria ‌Administración de la empresa de seguros ‌Reino Unido ‌Otros autores: United Kingdom. Prudential Regulation Authority ‌
Secondary series: Consultation paper ‌Other categories: 214
Rights: In Copyright (InC)