Separate names with a comma.
I would like to understand how to determine the impact of various movements on the undiversified SCR, with some basic reasoning. Say: 1. Fall in...
Hello Before insurance Irrespective of whether the scheme insures DIS pension based on accrued or prospective service, should the SCR...
Hi, My understanding of the SCR calculation is that it is the 99.5th VaR for own funds. Own funds = Assets - Technical Provisions = Assets - (BEL...
Hi all, I'm confused by the examiner's report's answer to this question. It says that "A widening of credit spreads... would lead to a reduction...
May you please help me understand these 2 statements on solvency capital requirements: page 4 - " Some countries use a different approach... This...
Hi, currently looking at the risk margin, I was googling it and came across some articles that critise it for being far too high, especially for...
If a credit spread widens then, as the previous poster states, the market value of such assets will fall. Hi Lindsay I'm trying to understand...
The SCR calculation only goes into details for the insurance, market and default risk modules. Can I assume that the calculation for the...