Centro de Documentacion de Fundación MAPFRE - Report on the possible impact of the likely Solvency II QIS5 standard formula on the European life market

MAP20100072370

Report on the possible impact of the likely Solvency II QIS5 standard formula on the European life market / Dominic Clark, Scott Mitchell. — Seattle : Milliman, 2010

(Milliman Research Report)

Sumario: Introduction -- Overview of the analysis -- Some key developments in the draft QIS5 technical specification: interest rate structure; interest rate risk; property risk; spread risk; correlations; SCR operational risk; eligible own funds -- Highlights of the analysis: CWE markets (France, Ireland, Italy, UK) -- Highlights of the analysis: CEE markets (Poland, Romania, Slovakia) -- Conclusion

1. Seguro de vida . 2. Solvencia II . 3. QIS5 . 4. Supervisión de seguros . 5. Unión Europea . I. Mitchell, Scott . II. Milliman . III. Milliman Research Report . IV. Título.