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Solvency II standard formula : consideration of non-life reinsurance

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000cam a22000004b 4500
001  MAP20090072091
003  MAP
005  20090603132827.0
008  090603s2009 che|||| ||| ||eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎22
24500‎$a‎Solvency II standard formula‎$b‎ : consideration of non-life reinsurance
260  ‎$a‎Zurich‎$b‎Swiss Re‎$c‎2009
4901 ‎$a‎Focus report
520  ‎$a‎The Solvency II framework is based on an economic assessment of insurers' risk and capital. This will oblige insurers to apply economic principles when calculating their required and avaiable regulatory capital. An economic principle-based approach means using market-consistent values for the assessment of the asset and liability side of an insurer's balance sheet. Based on their individual situation, each (re)insurance company must answer the question of whether to use the Solvency II Standard Formula or, alternatively, a partial internal model or a full internal model for this calculation. It is anticipated that some companies will rely on the stantard formula once the Solvency II framework is implemented. While the standard formula has many strenghts, there are also several issues that require improvement
650 1‎$0‎MAPA20080564254‎$a‎Solvencia II
650 1‎$0‎MAPA20080605957‎$a‎Empresas de reaseguros
650 1‎$0‎MAPA20080573935‎$a‎Seguros no vida
650 1‎$0‎MAPA20080584351‎$a‎Control de seguros
7102 ‎$0‎MAPA20080436261‎$a‎Swiss Re
830 0‎$0‎MAPA20090025424‎$a‎Focus report