CRO Forum Archives - Page 3 of 3

Calibration Principles

The Solvency II standard formula to calculate a company's Solvency Capital Requirement should present a balancing act between various targets such as simplicity, risk sensitivity and robustness. The CRO Forum believes the main principles of the current standard formula, namely to asses the sensitivity with respect to all material risk factors and to aggregate capital requirements allowing for diversification, are appropriate for this purpose and moreover set incentives towards risk mitigation strategies.

2009-05-01T07:31:04+00:00May 1st, 2009|

ERI – Critical Information Infrastructure
ERI – Critical Information Infrastructure

ERI – Critical Information Infrastructure

The Emerging Risks Initiative of the Chief Risk Officers Forum is pleased to announce the publication of a new position paper called Critical Information Infrastructure. In industrialised societies, computers are interconnected to form a complex [...]

admin_bruce2020-11-23T18:18:51+00:00November 12th, 2008|

CRO Forum QIS4 Benchmark Study

The CRO Forum companies have developed internal capital models, which they expect to be approved by the regulators as a basis for setting the level of target capital ('SCR'). The CRO Forum companies have also participated in QIS4.

2008-10-31T08:27:14+00:00October 31st, 2008|

Liquidity Risk Management
Liquidity Risk Management

Liquidity Risk Management

This paper is part of a series of work by the CRO Forum under their Best Risk Management Practices initiative.The paper outlines important principles and considerations that should be part of best risk management practice for the management of liquidity risk within an insurance company. The primary focus of this paper is the management of liquidity risk where the company bears the risk, as opposed to the policyholder.

2008-10-29T08:35:45+00:00October 29th, 2008|

CRO Forum response on the credit crisis

Financial Crisis strongly reinforces the case for Solvency II. EU should not water down the Solvency II directive or postpone the legislative process New CRO Forum publication comments on the consequences of the financial crisis forEnterprise Risk Management and regulation in the insurance industry

admin_bruce2020-09-07T16:02:17+00:00October 23rd, 2008|

Solutions to major issues for solvency II

joint submission by the CRO Forum and CEA

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

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Calibration Principles

ERI – Critical Information Infrastructure

ERI – Critical Information Infrastructure

CRO Forum QIS4 Benchmark Study

Liquidity Risk Management

Liquidity Risk Management

CRO Forum response on the credit crisis

Solutions to major issues for solvency II