Quantitative impact study (qis) 5
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie Woodall...
Parallel test with Solvency I assessments could challenge smaller insurers, experts warn
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Quantitative impact study (qis) 5 articles
New risk parameters will increase capital requirements for some business lines
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
The risk-based capital charge that forms part of Solvency II is set to radically alter insurers’ appetite for credit, particularly longer-dated paper. Has this started to feed through into changed patterns of behaviour on the fixed-income markets?...
The fifth – and final – quantitative impact study for calibrating Solvency II was published in March and the results were less capital-intensive then some industry figures had feared. With the 2013 finish line in sight, what issues remain? Aaron Woolner...
As the deadline for publishing the fifth quantitative impact study approached in March, insurers could have been forgiven for thinking this would produce bad news. If the test run suggested a ramping up of capital at a time when the investor base for...
QIS 5 results show there is a capital advantage to be gained from constructing an internal model
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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