Risk Management i.r.t regulatory requirements Archives - Page 5 of 5

A market cost of capital approach to market value margins

As stated earlier, under the development of Solvency II, there is agreement amongst most parties involved that the assets and liabilities should be measured on a consistent basis for solvency purposes and this basis should be market value. In order to determine the market consistent value of liabilities, it is agreed, we need to determine a market value margin (MVM) to be added to the expected present value of future liability cash flows.

2006-03-17T12:36:30+00:00March 17th, 2006|

Feedback on CEIOPS Consultation Paper 9

This presentation is based upon the consolidated responses of the Chief Risk Officer Forum to CEIOPS-CP-06/05, “Consultation Paper No. 9 - Draft Answers to the European Commission on the third wave of Calls for Advice in the framework of the Solvency II project.”

2006-02-08T12:40:04+00:00February 8th, 2006|

CRO Forum comments on Consultation Paper no. 15

Supervisory reporting and Public Disclosure in the Framework of the Solvency II Project

2006-01-12T08:03:15+00:00January 12th, 2006|

Solutions to major issues for solvency II

joint submission by the CRO Forum and CEA

2005-12-23T12:45:47+00:00December 23rd, 2005|

Response to CEIOPS Second Wave Calls for Advice

This presentation is based upon the consolidated responses of the Chief Risk Officer Forum to CEIOPS-CP-04/05, “Draft Answers to the European Commission on the ‘second wave’ of Calls for Advice in the framework of the Solvency II project.” Support was provided by Mercer Oliver Wyman in the presentation of the results and conclusions.

2005-09-07T12:49:58+00:00September 7th, 2005|

A framework for Incorporating diversification in the solvency assessment of insurers

The discussions at the European level around the new prudential regime for insurers defined under the banner of Solvency II have gathered pace in recent months. The European Commission sent out the first request for advice in July 2004, to which CEIOPS4 provided a progress update and plan of subsequent work in October 2004.

2017-05-10T20:05:30+00:00June 10th, 2005|

Benchmarking Study of Internal Models

This study shall provide a benchmark and guidelines towards Solvency II for the insurance regulators to assess internal models. The results of the study are a contribution of the CRO Forum to the Solvency II project. It should foster the discussion about the application of internal risk capital models for legal solvency – both Pillar 1 and 2 – purposes.

admin_bruce2023-03-17T09:11:46+00:00April 1st, 2005|

Risk Management i.r.t regulatory requirements

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A market cost of capital approach to market value margins

Feedback on CEIOPS Consultation Paper 9

CRO Forum comments on Consultation Paper no. 15

Solutions to major issues for solvency II

Response to CEIOPS Second Wave Calls for Advice

A framework for Incorporating diversification in the solvency assessment of insurers

Benchmarking Study of Internal Models