Quantitative impact study (qis) 5
Calls for standard formula calibrations to be reduced further
Original headline:
New risk parameters will increase capital requirements for some business lines
Published online only
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
Published online only
Tests will not be based on QIS 5 calibrations, says Montalvo
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More Quantitative impact study (qis) 5 articles
Solvency II drives changing appetite for fixed income
Original headline:
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 final hurdle for Solvency II
Original headline:
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...
Finding clarity
Original headline:
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...
Eiopa: Internal models beneficial under Solvency II
Original headline:
QIS 5 results show there is a capital advantage to be gained from constructing an internal model
QIS 5 results demonstrate significant capital advantages for internal...
Published online only
Internal model approach gets major capital advantage according to QIS 5 results
Sponsored webinar: Solvency II
Original headline:
The insurance sector faces the major challenge of implementing Solvency II by 2013. A panel of experts discusses ways to meet this tight deadline and benefit from the process
Industry fears Eiopa could “over-engineer” Solvency II
Published online only
Insurers wary of new European standard setter’s legal powers
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