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Solvency II, FDIC And Ratings-Free Capital Ratios

Domenii publicaţii > Economie + Tipuri publicaţii > Articol în revistã ştiinţificã

Autori: Cicero I. Limberea

Editorial: Biannual US Society of actuaries investment section, 2011.

Rezumat:

This paper analyzes the current Solvency II credit spread stress test framework and proposes a ratings-free capital reserving framework as required by the FDIC.

Cuvinte cheie: provizionarea rezervelor lichide in asigurari si societati de investitii Basel 3 // insurance capital modelling Solvency 2

URL: http://www.soa.org/library/newsletters/risks-and-rewards/2011/august/rar-2011-iss58.pdf