YE2019 comparative study on market and credit risk modelling

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<titleInfo>
<title>YE2019 comparative study on market and credit risk modelling</title>
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<name type="corporate" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20110000219">
<namePart>EIOPA</namePart>
<nameIdentifier>MAPA20110000219</nameIdentifier>
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<place>
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<issuance>monographic</issuance>
<place>
<placeTerm type="text">Luxembourg</placeTerm>
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<publisher>Publications Office of the European Union, EIOPA</publisher>
<dateIssued>2021</dateIssued>
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<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
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<extent>6 p.</extent>
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<abstract displayLabel="Summary">Market 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 </abstract>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080625900">
<topic>Modelos de estados financieros</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080584344">
<topic>Control de riesgos</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080582401">
<topic>Riesgo crediticio</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080588953">
<topic>Análisis de riesgos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080571696">
<topic>Control interno</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080552701">
<topic>Solvencia</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20200005599">
<topic>COVID-19</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080594589">
<topic>Análisis comparativo</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080640255">
<geographic>Unión Europea</geographic>
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<classification authority="">921.9</classification>
<identifier type="isbn">978-92-9473-290-3</identifier>
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<recordCreationDate encoding="marc">190409</recordCreationDate>
<recordChangeDate encoding="iso8601">20210421083942.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20210011818</recordIdentifier>
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