to the European insurance industry, with capital requirement calculations following the Solvency II standard model. For …

paper proposes a novel framework for analyzing traditional proportional reinsurance structures within the Solvency II market … of Solvency Capital Requirement, beginning with an outline of cash flow structures and their valuation under Solvency II …

Brexit On Solvency Ii -- Conclusion And Recommendations. … due to the loss of the European Passport, the European Solvency II supervisory regime, as well as on stock prices of …, focusing on the structure of the European insurance market, stock market reactions and the Solvency II supervisory regime …

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 … Capital Requirement (SCR) calculation under Solvency II. …

The capital requirements of Solvency II allow insurers to make discretionary choices. Besides extensive possibilities … capital requirement calculation. We gather information on discretionary decisions based on hand-collected Solvency II data for … significantly higher credit risk sensitivities. Our results point out that due to discretionary decisions Solvency II figures can …

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