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solvency ii

  1. Nicole Seaman

    P2.T7.20.8. Capital regulation before the global financial crisis (2nd of 2)

    Learning objectives: Describe changes to the Basel regulations made as part of Basel II, including the three pillars. Compare the standardized IRB approach, the Foundation Internal Ratings-Based (IRB) approach and the advanced IRB approach for the calculation of credit risk capital under Basel...
  2. Nicole Seaman

    P2.T7.519. Basel II credit risk parameters and Solvency II (Hull)

    Learning outcomes: Define in the context of Basel II and calculate where appropriate: Probability of default (PD), Loss given default (LGD), Exposure at default (EAD), Worst-case probability of default. Differentiate between solvency capital requirements (SCR) and minimum capital requirements...
  3. Nicole Seaman

    P2.T7.414 Solvency II versus Basel III: differences

    AIMs: Explain the difference between the Basel II/III and the Solvency II frameworks for the capture of diversification benefits. Explain the difference between Basel II/III and the Solvency II frameworks with respect to: 1) risk classes and capital requirements, 2) risk measure and calibration...
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