What banks can learn from Solvency II

Capital adequacy


When Solvency II, the new capital supervisory model for the insurance industry, is discussed, we often hear that banks already have more stringent risk management systems in place than insurance companies do. And because of that, we also often hear it claimed that Basel II, the newly agreed supervisory model for bank capital, could simply be transferred to the insurance industry.

But when we take a closer look, it becomes clear that the opposite is more likely to be the correct answer. The

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.

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: