Solvency II internal models

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From risk measurement to risk management
As insurance companies prepare for Solvency II implementation, they are encouraged to develop internal models that can be integrated within an enterprise risk management framework and used to support business decisions.

Achieving the optimal internal model architecture to meet new regulatory standards is not a simple process. Significant work needs to be done to convince regulators to accept the results of the internal model as a replacement for the standard Solvency II Pillar I capital requirements.

Solvency II Internal models, from risk measurement to risk management deals with the practical challenges of how such a framework can be implemented, with a focus on the qualitative and process aspects necessary for a robust internal model which meets the standards of regulatory internal model approval.

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