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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 everyone! In chapter 9, p8, section 3.1 (PRA Rulebook: Solvency II - Overview) 2nd from the bottom bullet point says "Insurance - fitness and...
Hi, Ref: CMP, Ch12, p.3 The core reading says that for non-linked assets, admissibility and exposure limits have been scrapped under SII and the...
The core readings explain how MCR for non-life underwriting risks are calculated under the standard model. However do individuals sitting for the...