YE2019 comparative study on market and credit risk modelling
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Tag | 1 | 2 | Valor |
---|---|---|---|
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 | ||
245 | 1 | 0 | $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 | |
710 | 2 | $0MAPA20110000219$aEIOPA |