Equity risk at the horizon

Technical papers

Solvency II is a key project of the European Commission (EC). It will replace the current European insurance directives (Solvency I) and aims to establish a risk-based solvency framework for the European insurance market. In its framework for consultation on Solvency II the EC proposes to calibrate all quantifiable risks on a one-year time horizon.1 It reflects the envisaged role of capital in Solvency II as a buffer against unexpected losses on a relatively short-term horizon. Adequate

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: