This study examines the effect of the investment portfolio structure on insurers' solvency, as measured by the Solvency … portfolio's impact on the Solvency Capital Requirement ratio from 2016 to 2022. Linear regression and supervised machine … learning models, particularly extra trees regression, were used to predict the solvency ratios, with the latter outperforming …

Solvency II. However, there is evidence that the standard formula inaccurately reflects insurers’ risk situation and may … provide misleading steering incentives. In the second pillar, Solvency II requires insurers to perform a so-called “Own Risk … and Solvency Assessment” (ORSA). In their ORSA, insurers must establish their own risk measurement approaches, including …

Basel III, regulating the solvency of banks, is to be fully implemented by 2027 while Solvency III directed at insurers …) Will Basel III and Solvency III be more successful than their predecessors? (ii) Is it appropriate to continue regulating … the solvency of banks and insurers in the same way? The first question is motivated by an earlier finding that Basel I and …

Solvency II. However, there is evidence that the standard formula inaccurately reflects insurers' risk situation and may … provide misleading steering incentives. In the second pillar, Solvency II requires insurers to perform a so-called 'Own Risk … and Solvency Assessment' (ORSA). In their ORSA, insurers must establish their own risk measurement approaches, including …

assess the solvency of a VASP by cross-referencing data from three distinct sources: cryptoasset wallets, balance sheets from …

justifies the standard formula for calculating the capital requirement under Solvency II in which imperfect correlations are …