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Report on the possible impact of the likely Solvency II QIS5 standard formula on the European life market

Recurso electrónico / electronic resource
MAP20100072370
Clark, Dominic
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. Title.