Model behaviour

Sponsored Roundtable

Life & Pensions Could you give an overview of the current issues relating to the Quantitative Impact Study 4 (QIS-4) process and Solvency II, and how these have been impacted by the recent financial crisis?

Mark Chaplin - The latest round of QISs generated different issues for our clients depending on whether they are based in the UK or continental Europe, as risk profiles, product lines and internal model usage varies from region to region.

The standard formula solvency capital requirement (SCR)

To continue reading...