Essays about: "solvens"

Showing result 1 - 5 of 10 essays containing the word solvens.

  1. 1. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

    University essay from KTH/Matematisk statistik

    Author : Henrik Ribom; [2018]
    Keywords : Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

    Abstract : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. READ MORE

  3. 2. Internal model for spread risk under Solvency II

    University essay from KTH/Matematisk statistik

    Author : Filip Ahlin; [2017]
    Keywords : ;

    Abstract : In May 2009 the European Commission decided on new regulations regarding solvency among insurance firms, the Solvency II Directive. The directive aims to strengthen the connection between the requirement of solvency and risks for insurance firms. The directive partly consists of a market risk module, in which a credit spread risk is a sub category. READ MORE

  4. 3. Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company

    University essay from KTH/Matematisk statistik

    Author : Björn Widing; [2016]
    Keywords : Solvency II; Standard formula; Solvency Capital Requirement; Value at Risk; Principal Component Analysis; Cornish Fisher expansion; Solvens II; Standardformeln; Kapitalbaskrav; Value at Risk; Principalkomponents analys; Cornish Fisher expansion;

    Abstract : The purpose of this project is to validate the adequacy of the Standard formula, used to calculate the Solvency Capital Requirement (SCR), with respect to a Swedish insurance company. The sub-modules evaluated are Equity risk (type 1) and Interest rate risk. The validation uses a quantitative assessment and the concept of Value at Risk (VaR). READ MORE

  5. 4. Investment Opportunities for Swedish Life Insurance Companies

    University essay from KTH/Matematisk statistik

    Author : Pontus Rufelt; [2016]
    Keywords : ;

    Abstract : Since the new risk sensitive regulation Solvency II was enabled the 1st of January 2016 the European insurance companies have to review their investment strategies. Insurance companies are among the largest institutional investors in Europe holding EUR 6.7 trillion assets, thus major changes in their asset management can impact the capital markets. READ MORE

  6. 5. Control of critical data flows : Automated monitoring of insurance data

    University essay from KTH/Skolan för elektro- och systemteknik (EES)

    Author : Christoffer Karlsson; [2016]
    Keywords : Information technology controls. Enterprise Architecture. Continuous monitoring. Data flows. PENG. Benefits evaluation. Gap analysis.;

    Abstract : EU insurance companies work on implementing the Solvency II directive, which calls for stronger focus on data quality and information controls. Information controls are procedures that can validate data at rest and data in motion to detect errors and anomalies. READ MORE