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YE2019 comparative study on market and credit risk modelling

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
LDR  00000cam a22000004b 4500
001  MAP20210011818
003  MAP
005  20210421083942.0
008  190409e20210331deu|||| ||| ||eng d
020  ‎$a‎978-92-9473-290-3
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎921.9
24510‎$a‎YE2019 comparative study on market and credit risk modelling
260  ‎$a‎Luxembourg‎$b‎Publications Office of the European Union, EIOPA‎$c‎2021
300  ‎$a‎6 p.
520  ‎$a‎Market and credit risk contribute significantly to the solvency capital requirement (SCR) of insurance undertakings and are also of material importance for the majority of internal model undertakings. Consequently, the EIOPA Board of Supervisors at the beginning of 2018 decided to perform annual European-wide comparative studies on the modelling of market and credit risks, to be run by a joint project group of National Competent Authorities (NCAs) and EIOPA. Undertakings with a significant exposure to assets denominated in Euro and an approved internal model covering market and credit risk shall take part in this annual study
650 4‎$0‎MAPA20080625900‎$a‎Modelos de estados financieros
650 4‎$0‎MAPA20080584344‎$a‎Control de riesgos
650 4‎$0‎MAPA20080582401‎$a‎Riesgo crediticio
650 4‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
650 4‎$0‎MAPA20080571696‎$a‎Control interno
650 4‎$0‎MAPA20080552701‎$a‎Solvencia
650 4‎$0‎MAPA20200005599‎$a‎COVID-19
650 4‎$0‎MAPA20080594589‎$a‎Análisis comparativo
651 1‎$0‎MAPA20080640255‎$a‎Unión Europea
7102 ‎$0‎MAPA20110000219‎$a‎EIOPA