Analysis of surplus

Discussion in 'SA2' started by Edward chong, Sep 11, 2017.

  1. Edward chong

    Edward chong Member

    Hi,
    I would like to ask that:
    1. In chapter 17 of CMP in conducting an analysis of surplus:
    a. Can I say that example in section 3 is reconciling changes in BEL?
    b. In section 4.2, do insurers need to separately identify changes in risk margin, MCR & SCR?
    c. What is the most detail level insurers need to work out for an analysis of surplus? For example, is it separated by product line & also by existing or new business?

    2. In chapter 18 of CMP 2016, there was a suggested paper titled "Analysing movements in realistic balance sheets for with-profits funds" written by Coulthard & Parkes published by SIAS in 2004, but no replacement paper in chapter 17 of CMP 2017. Is there any paper on analysis of surplus specifically for Solvency II? I am unable to find one online detailed enough for exam purpose.

    Thank you.
     

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