FSA developing early warning system for internal models

FSA developing early warning system for internal models

FSA Canary Wharf

The Financial Services Authority (FSA) is developing a series of ‘early warning indicators’ to monitor insurers’ internal models and solvency capital requirement (SCR) calculation once Solvency II comes into effect.

One of the indicators will be a ratio between the pre-corridor minimum capital requirement (pMCR) and the modelled SCR. The FSA’s preliminary analysis indicates that this indicator could range between 175% and 200% for both life and general insurance business.

Information provided by

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

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: