Centro de Documentacion de Fundación MAPFRE - Solvency II : treatment of sovereign debt in internal models

MAP20150019974

Solvency II : treatment of sovereign debt in internal models / Bank of England, Prudential Regulation Authoritory. — London : Prudential Regulation Authoritory, 2015

(Consultation Paper ; CP14-15)

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 II

1. Solvencia II . 2. Deuda soberana . 3. Compliance . 4. Control de riesgos . 5. Normativa comunitaria . 6. Administración de la empresa de seguros . 7. Reino Unido . I. United Kingdom. Prudential Regulation Authority . II. Consultation paper .