Solvency II : treatment of sovereign debt in internal models

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cam a22000004b 4500</leader>
    <controlfield tag="001">MAP20150019974</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20150528144335.0</controlfield>
    <controlfield tag="008">150528s2015    gbr||||       ||| ||eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">214</subfield>
    </datafield>
    <datafield tag="245" ind1="0" ind2="0">
      <subfield code="a">Solvency II</subfield>
      <subfield code="b">: treatment of sovereign debt in internal models</subfield>
      <subfield code="c">Bank of England, Prudential Regulation Authoritory</subfield>
    </datafield>
    <datafield tag="260" ind1=" " ind2=" ">
      <subfield code="a">London</subfield>
      <subfield code="b">Prudential Regulation Authoritory</subfield>
      <subfield code="c">2015</subfield>
    </datafield>
    <datafield tag="490" ind1="0" ind2=" ">
      <subfield code="a">Consultation Paper </subfield>
      <subfield code="v">CP14-15</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">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</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080564254</subfield>
      <subfield code="a">Solvencia II</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20110010638</subfield>
      <subfield code="a">Deuda soberana</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20140006335</subfield>
      <subfield code="a">Compliance</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080584344</subfield>
      <subfield code="a">Control de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080602741</subfield>
      <subfield code="a">Normativa comunitaria</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2=" ">
      <subfield code="0">MAPA20190001342</subfield>
      <subfield code="a">Administración de la empresa de seguros</subfield>
    </datafield>
    <datafield tag="651" ind1=" " ind2="1">
      <subfield code="0">MAPA20080638290</subfield>
      <subfield code="a">Reino Unido</subfield>
    </datafield>
    <datafield tag="710" ind1="2" ind2=" ">
      <subfield code="0">MAPA20150011435</subfield>
      <subfield code="a">United Kingdom</subfield>
      <subfield code="b">Prudential Regulation Authority</subfield>
    </datafield>
    <datafield tag="830" ind1=" " ind2="0">
      <subfield code="0">MAPA20150011428</subfield>
      <subfield code="a">Consultation paper</subfield>
    </datafield>
  </record>
</collection>