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NB volumes and NB mix risks

Discussion in 'SA2' started by Viki2010, Sep 15, 2017.

  1. Viki2010

    Viki2010 Member

    How are the NB risks accounted for under SII capital requirements? I just can't figure out where in SF would they fall under or maybe would only in SII Pillar II in this case?
     
    Viki2010, Sep 15, 2017
    #1
  2. Viki2010

    Viki2010 Member

    I think these risks would translate into Expense and Operational Risk modules under Standard Formula.
     
    Viki2010, Sep 17, 2017
    #2
  3. Mbotha

    Mbotha Member

    Technical provisions (and hence the SCR as well) only look at in-force business. Future new business isn't modelled.
     
    Mbotha, Sep 18, 2017
    #3
    Viki2010 likes this.

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