ABSTRACT
A one-stop shop for actuaries and risk managers, this handbook covers general solvency and risk management topics as well issues pertaining to the European Solvency II project. It focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the Solvency II project. The author describes valuation and investment approaches, explains how to develop models and measure various risks, and presents approaches for calculating minimum capital requirements based on CEIOPS final advice. Updates on solvency projects and issues are available at www.SolvencyII.nu
TABLE OF CONTENTS
part |2 pages
PART B. Valuation, Investments, and Capital
part |2 pages
PART C. Modeling and Measuring
part |2 pages
PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice
part 30|2 pages
Solvency II Standard Formula: Liquidity Risk
part |2 pages
PART F. Backgrounds and Calibrations