Challenges of Solvency II Implementation (Paperback) (ISBN-13: 9783639102635)

This paper was written as a master thesis in cooperation with KPMG DTG, Munich. The first chapter of the paper gives an overview of the future design of the Solvency II regulation and of the methodology underlying modern risk models. In the second chapter two standard models from national insurance supervisors of Germany and Switzerland (GDV and SST models, respectively) are analyzed. Based on the research into basic modelling methodology and on the overview of the national standard models, the main challenges that the implementation of a standard or an internal model under Solvency II will pose for the insurance companies will be discussed. The focus of the analysis lies on the preparatory measures and business requirements for IT imple-mentation of an internal solvency model in an insurance company.

Author: Artem Rusalovskiy
ISBN-10: 3639102630
ISBN-13: 9783639102635
Publisher: VDM Verlag
Language: English
Published: 11/19/2008
Pages: 132
Format: Paperback
Weight: 0.41lbs
Size: 9.00h x 6.00w x 0.28d