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Solvency II and securitisation : significant negative impact on European market

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000cam a22000004b 4500
001  MAP20120018877
003  MAP
005  20120503115439.0
008  120503s2012 usa|||| ||| ||eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎212
24500‎$a‎Solvency II and securitisation‎$b‎: significant negative impact on European market‎$c‎Krishnan Ramadurai... [et al.]
260  ‎$a‎New York‎$b‎Fitch Ratings‎$c‎2012
520  ‎$a‎Solvency II reshapes asset allocation: Solvency II will force European insurers to value assets and liabilities at fair value using market rates where available (and market consistent valuations or estimates where not) when determining their solvency position, and to hold capital to reflect the market value of assets over a one year horizon. Because insurers are the largest holders of European invested assets, with EUR6.7trn, or 40% of the total, increased capital charges will heavily influence asset allocation and the market for all asset classes in Europe
650 1‎$0‎MAPA20080564254‎$a‎Solvencia II
650 1‎$0‎MAPA20080574154‎$a‎Títulos-valores
650 1‎$0‎MAPA20080586294‎$a‎Mercado de seguros
650 1‎$0‎MAPA20100019443‎$a‎Requerimientos financieros
7001 ‎$0‎MAPA20120013001‎$a‎Ramadurai, Krishnan
7102 ‎$0‎MAPA20080438661‎$a‎Fitch Ratings