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Google Keyword Rankings for : qis5 interest rate stress
1
EIOPA Report on the fifth Quantitative Impact Study (QIS5) for ...
https://register.eiopa.europa.eu/Publications/Reports/QIS5_Report_Final.pdf
equity and interest rate volatility stresses was a significant omission from the standard formula resulting in perverse risk management ...
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https://register.eiopa.europa.eu/Publications/Reports/QIS5_Report_Final.pdf
equity and interest rate volatility stresses was a significant omission from the standard formula resulting in perverse risk management ...
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2
Quantitative Impact Study No. 5: Market Risk - Instructions
https://www.osfi-bsif.gc.ca/Eng/fi-if/rg-ro/gdn-ort/pp-do/Pages/qis5_mr.aspx
QIS discount rates and stressed interest rate scenarios apply to the swap rate rather than the swap spread. Reverse Mortgages and Collateral ...
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https://www.osfi-bsif.gc.ca/Eng/fi-if/rg-ro/gdn-ort/pp-do/Pages/qis5_mr.aspx
QIS discount rates and stressed interest rate scenarios apply to the swap rate rather than the swap spread. Reverse Mortgages and Collateral ...
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3
EIOPA QIS5 Report - SCR Summary - Milliman | UK
https://uk.milliman.com/-/media/milliman/importedfiles/uploadedfiles/insight/life-published/pdfs/eiopa_qis5_report_-_scr_summary.ashx
interest rate volatility stresses was a significant omission. Spread risk and the look-through approach to unit-linked business were noted.
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https://uk.milliman.com/-/media/milliman/importedfiles/uploadedfiles/insight/life-published/pdfs/eiopa_qis5_report_-_scr_summary.ashx
interest rate volatility stresses was a significant omission. Spread risk and the look-through approach to unit-linked business were noted.
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4
Insurance Stress Testing Approaches in IMF FSAPs (as of Feb ...
https://www.imf.org/-/media/Websites/IMF/imported-datasets/external/pubs/ft/wp/2014/Data/_wp14133.ashx
in macro-financial indicators, such as interest rates/credit spreads, asset risks, and foreign exchange rates. For underwriting risks, specific stress test ...
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https://www.imf.org/-/media/Websites/IMF/imported-datasets/external/pubs/ft/wp/2014/Data/_wp14133.ashx
in macro-financial indicators, such as interest rates/credit spreads, asset risks, and foreign exchange rates. For underwriting risks, specific stress test ...
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5
Solvency II solvency capital requirement for life insurance ...
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5744639/
We focus on the risk modules of the SCRs for the three risk classes equity risk, interest rate risk and longevity risk. The stress scenarios are determined ...
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https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5744639/
We focus on the risk modules of the SCRs for the three risk classes equity risk, interest rate risk and longevity risk. The stress scenarios are determined ...
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6
SOLVENCY II: QIS5 FOR NORWEGIAN LIFE AND PENSION ...
https://pdfs.semanticscholar.org/9618/2082960c177e8ab5c3524973fbd93abb3e66.pdf
the stressed survival and hazard rate functions. We also price the embedded interest rate guarantee using market consistent prices from the Norwegian ...
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https://pdfs.semanticscholar.org/9618/2082960c177e8ab5c3524973fbd93abb3e66.pdf
the stressed survival and hazard rate functions. We also price the embedded interest rate guarantee using market consistent prices from the Norwegian ...
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7
Measuring Economic Risk Using Principal Component Analysis
https://www.actuaries.org/mexico2012old/presentations/Oct2/Parsons_Lo.pdf
Solvency II uses a shock approach to interest rate risk, similar to PC1 shocks ... In contrast, QIS5 stresses applied to the TIIE yield curve produce much ...
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https://www.actuaries.org/mexico2012old/presentations/Oct2/Parsons_Lo.pdf
Solvency II uses a shock approach to interest rate risk, similar to PC1 shocks ... In contrast, QIS5 stresses applied to the TIIE yield curve produce much ...
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8
Extrapolation Methods of the Term Structure of Interest Rates ...
https://www.scor.com/en/file/19983/download?token=ls4y3JSR
deliver the risk-free interest rate curve since 2010, when the fifth Quantitative Impact. Study (QIS5) was enacted. 2.1.1 EIOPA's Calibration Inputs.
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https://www.scor.com/en/file/19983/download?token=ls4y3JSR
deliver the risk-free interest rate curve since 2010, when the fifth Quantitative Impact. Study (QIS5) was enacted. 2.1.1 EIOPA's Calibration Inputs.
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9
Solvency II
https://assets.lloyds.com/assets/pdf-previous-solvency-ii-guidance-lloyds-detailed-qis5-guidance-sept-2010/1/pdf-previous-solvency-ii-guidance-Lloyds-detailed-QIS5-guidance-Sept-2010.pdf
QIS5 sets out a set of stressed interest rate term structures alongside the standard term structures provided. Interest rate risk should be ...
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https://assets.lloyds.com/assets/pdf-previous-solvency-ii-guidance-lloyds-detailed-qis5-guidance-sept-2010/1/pdf-previous-solvency-ii-guidance-Lloyds-detailed-QIS5-guidance-Sept-2010.pdf
QIS5 sets out a set of stressed interest rate term structures alongside the standard term structures provided. Interest rate risk should be ...
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10
The underlying assumptions in the standard formula for the ...
https://www.fme.is/media/spurt-og-svarad/EIOPA-14-322_underlying_assumptions.pdf
It is important to note that the stress should only be applied to the basic risk-free interest rates. The assumption underlying the design of ...
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https://www.fme.is/media/spurt-og-svarad/EIOPA-14-322_underlying_assumptions.pdf
It is important to note that the stress should only be applied to the basic risk-free interest rates. The assumption underlying the design of ...
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11
CRO Forum – comments provided
https://www.thecroforum.org/wp-content/uploads/2012/10/CROF_CFOF_QIS5-Technical-input_may-20101.pdf
credit rating: When swap rates drop significantly below AAA government bonds in a currency, this may indicate stressed market conditions, as long term ...
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https://www.thecroforum.org/wp-content/uploads/2012/10/CROF_CFOF_QIS5-Technical-input_may-20101.pdf
credit rating: When swap rates drop significantly below AAA government bonds in a currency, this may indicate stressed market conditions, as long term ...
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12
Solvency Assessment and Management: Pillar 1 - FSCA
https://www.fsca.co.za/Regulated%20Entities/SAM%20DOCUMENTS/Position%20Paper%20106%20(v%203)%20FINAL.pdf
QIS5 did not consider implied volatility risk. However, an early draft of QIS5 did apply stresses to equity and interest rate volatilities.
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https://www.fsca.co.za/Regulated%20Entities/SAM%20DOCUMENTS/Position%20Paper%20106%20(v%203)%20FINAL.pdf
QIS5 did not consider implied volatility risk. However, an early draft of QIS5 did apply stresses to equity and interest rate volatilities.
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13
Review of Solvency II - QIS Instructions - Bank of England
https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/solvency%20ii/solvency-ii-reform-quantitative-impact-survey/qis-instructions.pdf
20. Firms should recalculate the SCR for any stresses i.e. interest rate, spread widening and downgrade stresses.
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https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/solvency%20ii/solvency-ii-reform-quantitative-impact-survey/qis-instructions.pdf
20. Firms should recalculate the SCR for any stresses i.e. interest rate, spread widening and downgrade stresses.
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14
QIS5 Technical Specifications
http://www.mmenzietti.altervista.org/TAAV/technical_specifications_QIS5_en.pdf
When creating the Solvency II balance sheet for the purpose of the QIS5, unless ... under the downward stress scenario of the interest rate risk sub-.
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http://www.mmenzietti.altervista.org/TAAV/technical_specifications_QIS5_en.pdf
When creating the Solvency II balance sheet for the purpose of the QIS5, unless ... under the downward stress scenario of the interest rate risk sub-.
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15
6.12 Market risk
https://www.iaisweb.org/uploads/2022/01/161104-Section-6-12-Market-risk-Public.pdf
Is the IAIS approach to calibrate Interest Rate risk stresses using six years of ... https://eiopa.europa.eu/Publications/QIS/EC-letter-to-CEIOPS-QIS5-CfA- ...
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https://www.iaisweb.org/uploads/2022/01/161104-Section-6-12-Market-risk-Public.pdf
Is the IAIS approach to calibrate Interest Rate risk stresses using six years of ... https://eiopa.europa.eu/Publications/QIS/EC-letter-to-CEIOPS-QIS5-CfA- ...
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16
Europe-wide stress test for the insurance sector - Deloitte
https://www2.deloitte.com/content/dam/Deloitte/be/Documents/financial-services/be_fsi_Insurance-Stress-Test-2014_Final_July-2014.pdf
The 2014 EIOPA low yield exercise will provide an assessment of the financial consequences of a persistent low interest rate environment for the European ...
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https://www2.deloitte.com/content/dam/Deloitte/be/Documents/financial-services/be_fsi_Insurance-Stress-Test-2014_Final_July-2014.pdf
The 2014 EIOPA low yield exercise will provide an assessment of the financial consequences of a persistent low interest rate environment for the European ...
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17
QIS5 Country Report for Denmark - Finanstilsynet
https://www.finanstilsynet.dk/-/media/Temaer/2014/Solvens/QIS5-executive-summary.pdf
interest rate term structure. The Danish FSA would like to stress that the choice of term structure should be based on undertakings' ability to perform ...
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https://www.finanstilsynet.dk/-/media/Temaer/2014/Solvens/QIS5-executive-summary.pdf
interest rate term structure. The Danish FSA would like to stress that the choice of term structure should be based on undertakings' ability to perform ...
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18
CEIOPS-DOC-88-10 Q and A document 20101104
https://actuary.eu/documents/CEIOPS-QIS5-Q-and-A-041110.pdf
QIS5 - List of Methodological Issues Raised by participants and ... In relation to the interest rate stress, I assume that the specified ...
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https://actuary.eu/documents/CEIOPS-QIS5-Q-and-A-041110.pdf
QIS5 - List of Methodological Issues Raised by participants and ... In relation to the interest rate stress, I assume that the specified ...
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19
Note on the QIS5 consultation - PwC
http://www.pwc.com/il/en/insurance/assets/eco-slv2.pdf
The interest rate and equity volatility shocks were removed. ... The stress for disability-morbidity risk in relation to the disability ...
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http://www.pwc.com/il/en/insurance/assets/eco-slv2.pdf
The interest rate and equity volatility shocks were removed. ... The stress for disability-morbidity risk in relation to the disability ...
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20
Understanding the implications of QIS5 - PwC UK
https://www.pwc.co.uk/assets/pdf/implications-of-qis5.pdf
Some participants felt that the omission of volatility stresses from t interest rate risk sub-modules was a significant omission.
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https://www.pwc.co.uk/assets/pdf/implications-of-qis5.pdf
Some participants felt that the omission of volatility stresses from t interest rate risk sub-modules was a significant omission.
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21
EIOPA's recommendations for the 2018 review of the Solvency ...
https://www.amundi.com/institutional/files/nuxeo/dl/199ffeda-ec67-4f0c-9c08-3670d9fe8f29
underestimates interest rate risk and recommends a radical change to the interest rate SCR calculation method. Reminder of the stresses ...
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https://www.amundi.com/institutional/files/nuxeo/dl/199ffeda-ec67-4f0c-9c08-3670d9fe8f29
underestimates interest rate risk and recommends a radical change to the interest rate SCR calculation method. Reminder of the stresses ...
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22
SA Quantitative Impact Study 1 (QIS 1) Report
https://www.resbank.co.za/content/dam/sarb/publications/prudential-authority/pa-department-documents/pa-standards-9-march/07%20SA%20Quantitative%20Impact%20Study%20%201%20(QIS%201)%20Report.pdf
Table 6.1: Interest rate stress applied by participants by industry . ... SA QIS 1 study is primarily based on the Solvency II QIS 5 study completed by the.
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https://www.resbank.co.za/content/dam/sarb/publications/prudential-authority/pa-department-documents/pa-standards-9-march/07%20SA%20Quantitative%20Impact%20Study%20%201%20(QIS%201)%20Report.pdf
Table 6.1: Interest rate stress applied by participants by industry . ... SA QIS 1 study is primarily based on the Solvency II QIS 5 study completed by the.
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23
Solvency II Set to Reshape Asset Allocation and Capital Markets
http://www.actuarialpost.co.uk/downloads/cat_1/Fitch%20Solvency%20II%20Report%202306-11.pdf
However, corporate bonds will be stressed in the interest rate and (credit) spread module. Annex B has more detail on the level of the stresses ...
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http://www.actuarialpost.co.uk/downloads/cat_1/Fitch%20Solvency%20II%20Report%202306-11.pdf
However, corporate bonds will be stressed in the interest rate and (credit) spread module. Annex B has more detail on the level of the stresses ...
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24
SUMMARY OF CEIOPS CALIBRATION WORK ON ... - NAIC
https://content.naic.org/sites/default/files/inline-files/index_smi_solvency_ii_calibration_0.pdf
QIS 5. Thus, this paper should be viewed as an attempt to outline ... interest rates fell, then the 50% correlation factor should be used.
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https://content.naic.org/sites/default/files/inline-files/index_smi_solvency_ii_calibration_0.pdf
QIS 5. Thus, this paper should be viewed as an attempt to outline ... interest rates fell, then the 50% correlation factor should be used.
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25
Solvency II Standard Formula And NAIC Risk-Based Capital ...
https://www.casact.org/sites/default/files/database/forum_12fforumpt2_rbc-dcwprpt3.pdf
in the Quantitative Impact Study Five (QIS5), with the exception of Table 4.1, ... annum 6% cost (above risk-free interest rates) of holding capital to ...
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https://www.casact.org/sites/default/files/database/forum_12fforumpt2_rbc-dcwprpt3.pdf
in the Quantitative Impact Study Five (QIS5), with the exception of Table 4.1, ... annum 6% cost (above risk-free interest rates) of holding capital to ...
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26
blank mal - Finans Norge
https://www.finansnorge.no/contentassets/6979eb20fcab40d88deca3ac56943067/horingssvar-til-eiopa-om-solvens-ii-2020-revisjonen.pdf
Interest rate risk. Of several changes to the Solvency II standard model proposed by EIOPA, the change in interest rate stress is the most ...
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https://www.finansnorge.no/contentassets/6979eb20fcab40d88deca3ac56943067/horingssvar-til-eiopa-om-solvens-ii-2020-revisjonen.pdf
Interest rate risk. Of several changes to the Solvency II standard model proposed by EIOPA, the change in interest rate stress is the most ...
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27
An update on QIS5 - Institute of Actuaries
https://www.actuaries.org.uk/documents/update-qis-5
QIS5 is European Commission's fifth Quantitative Impact Study ... Envisaged as largely relating to interest down stress.
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https://www.actuaries.org.uk/documents/update-qis-5
QIS5 is European Commission's fifth Quantitative Impact Study ... Envisaged as largely relating to interest down stress.
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28
INSTRUCTIONS FOR COMPLETING THE 1 in 200 HELPER ...
https://consult.gov.im/financial-services-authority/5th-quantitative-impact-study-for-non-life-insurer/supporting_documents/QIS5%20instructions%20for%20completing%201in200%20Helper%20tabs%20and%20Template.pdf
QIS5 '1 in 200' risk based capital and solvency regime using the ... Aids the insurer in its calculation of the interest rate risk capital requirement.
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https://consult.gov.im/financial-services-authority/5th-quantitative-impact-study-for-non-life-insurer/supporting_documents/QIS5%20instructions%20for%20completing%201in200%20Helper%20tabs%20and%20Template.pdf
QIS5 '1 in 200' risk based capital and solvency regime using the ... Aids the insurer in its calculation of the interest rate risk capital requirement.
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29
European Insurers - research -doc .credit -suisse .com
https://research-doc.credit-suisse.com/docView?language=ENG&format=PDF&sourceid=csplusresearchcp&document_id=1074527671&serialid=k3XGQUAG7d7IVYDavH0Ysg13gUeowpTuUorcKuD1lJU%3D&cspId=null
Risk from Low Interest Rate Environment – page 10. Investment Portfolio Risks – page 11. EIOPA Insurance Stress Test 2016 – pages 12 to 13.
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https://research-doc.credit-suisse.com/docView?language=ENG&format=PDF&sourceid=csplusresearchcp&document_id=1074527671&serialid=k3XGQUAG7d7IVYDavH0Ysg13gUeowpTuUorcKuD1lJU%3D&cspId=null
Risk from Low Interest Rate Environment – page 10. Investment Portfolio Risks – page 11. EIOPA Insurance Stress Test 2016 – pages 12 to 13.
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30
CEA High-Level comments on QIS5 draft technical specification
https://piu.org.pl/public/upload/ibrowser/solvency/ECO-SLV-10-371_CEA_high_level_comments_on_QIS5_draft_specifications-2010-01557.pdf
zeroising the interest rate stresses from the term at which the UFR ... CROF proposes that the calibration for QIS5 should be used based on ...
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https://piu.org.pl/public/upload/ibrowser/solvency/ECO-SLV-10-371_CEA_high_level_comments_on_QIS5_draft_specifications-2010-01557.pdf
zeroising the interest rate stresses from the term at which the UFR ... CROF proposes that the calibration for QIS5 should be used based on ...
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31
How equivalent are the quantitative aspects of Swiss Solvency ...
http://www.aktuariat-witzel.ch/aktuarielles_controllin_2_FS_15/How-equivalent-are-quantitative-aspects-SST-SSII.pdf
Market risk capital. Stress to key risk factors such as interest rates, equity, and spreads. Uses a large number of risk factors, including volatility factors ...
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http://www.aktuariat-witzel.ch/aktuarielles_controllin_2_FS_15/How-equivalent-are-quantitative-aspects-SST-SSII.pdf
Market risk capital. Stress to key risk factors such as interest rates, equity, and spreads. Uses a large number of risk factors, including volatility factors ...
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32
MnSolvencyII_SCRSFTermStruct...
http://www.nematrian.com/MnSolvencyII_SCRSFTermStructureStressedRate?pp=Embed&Param0=QIS5&Param1=up&Param2=5&Param3=0.04
Returns the stressed interest rate applicable by applying a given Stress (as defined by StressName) to a cash flow payable at time t from now, assuming that ...
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http://www.nematrian.com/MnSolvencyII_SCRSFTermStructureStressedRate?pp=Embed&Param0=QIS5&Param1=up&Param2=5&Param3=0.04
Returns the stressed interest rate applicable by applying a given Stress (as defined by StressName) to a cash flow payable at time t from now, assuming that ...
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33
Solvency II: QIS5 for Norwegian life and pension insurance
https://www.duo.uio.no/handle/10852/10796?locale-attribute=en
The latter we do by giving a method for calculating the stressed survival and hazard rate functions. We also price the embedded interest rate guarantee ...
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https://www.duo.uio.no/handle/10852/10796?locale-attribute=en
The latter we do by giving a method for calculating the stressed survival and hazard rate functions. We also price the embedded interest rate guarantee ...
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34
Lapse risk in life insurance: correlation and contagion effects ...
https://hal.archives-ouvertes.fr/hal-01282601/document
Process, Lapse Risk, Stress Tests, Correlation, Contagion, Interest Rates Dynamic. JEL Classification: G22, C41, G13.
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https://hal.archives-ouvertes.fr/hal-01282601/document
Process, Lapse Risk, Stress Tests, Correlation, Contagion, Interest Rates Dynamic. JEL Classification: G22, C41, G13.
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35
A systematic approach to multi-period stress testing of portfolio ...
https://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/10/Fic/dt1018e.pdf
Keywords: Stress Testing, Credit Risk, Worst Case Search, Maximum Loss. ... on the solvency of borrowers), market factors like interest rates or exchange.
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https://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/10/Fic/dt1018e.pdf
Keywords: Stress Testing, Credit Risk, Worst Case Search, Maximum Loss. ... on the solvency of borrowers), market factors like interest rates or exchange.
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36
EIOPA Starts Second 'Stress Test,' Including Solvency II - Bloomberg
https://www.bloomberg.com/news/articles/2011-03-23/eiopa-starts-second-stress-test-including-solvency-ii-1-
EIOPA will adopt three stress scenarios that make increasingly severe assumptions about interest rates and falling equity markets, the Frankfurt-based ...
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https://www.bloomberg.com/news/articles/2011-03-23/eiopa-starts-second-stress-test-including-solvency-ii-1-
EIOPA will adopt three stress scenarios that make increasingly severe assumptions about interest rates and falling equity markets, the Frankfurt-based ...
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37
Living with Solvency II: An economic capital perspective from ...
https://web.actuaries.ie/sites/default/files/erm-resources/living_with_solvency_ii_an_economic_capital_perspective_from_recent_history.pdf
the influence of interest rate stresses in determining the SCR. Thus, understanding these effects can allow asset portfolios to be rebalanced in response.
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https://web.actuaries.ie/sites/default/files/erm-resources/living_with_solvency_ii_an_economic_capital_perspective_from_recent_history.pdf
the influence of interest rate stresses in determining the SCR. Thus, understanding these effects can allow asset portfolios to be rebalanced in response.
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38
Part II - ASF
https://www.asf.com.pt/NR/rdonlyres/BE4B8A69-49A0-4709-B04D-249BA3C90497/0/20130327PublishedQAFinalrevisedforTechSpec2014final.xlsx
(ii) where the relevant scenario affects the risk free interest rate term structure (especially the stress on the interest rate level) only ...
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https://www.asf.com.pt/NR/rdonlyres/BE4B8A69-49A0-4709-B04D-249BA3C90497/0/20130327PublishedQAFinalrevisedforTechSpec2014final.xlsx
(ii) where the relevant scenario affects the risk free interest rate term structure (especially the stress on the interest rate level) only ...
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39
A proposal of interest rate dampener for Solvency II ...
http://www.ressources-actuarielles.net/EXT/ISFA/1226.nsf/0/9045abfe90842b0fc1257b1f00724482/$FILE/article_ir_dampener.pdf
interest rate dampener, where the stress is time dependent ... VaR are close to EIOPA QIS5 technical specifications (see table below).
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http://www.ressources-actuarielles.net/EXT/ISFA/1226.nsf/0/9045abfe90842b0fc1257b1f00724482/$FILE/article_ir_dampener.pdf
interest rate dampener, where the stress is time dependent ... VaR are close to EIOPA QIS5 technical specifications (see table below).
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40
IABA Solvency 2 Presentation vf.pptx
https://cdn.ymaws.com/www.blackactuaries.org/resource/resmgr/docs/Programs&Events/Benjazia_Solvency_2_Presenta.pdf
QIS 5 Results ... rate up and down. â–»The stress is assumed to be instantaneous ... prescribed mortality and interest rate assumptions.
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https://cdn.ymaws.com/www.blackactuaries.org/resource/resmgr/docs/Programs&Events/Benjazia_Solvency_2_Presenta.pdf
QIS 5 Results ... rate up and down. â–»The stress is assumed to be instantaneous ... prescribed mortality and interest rate assumptions.
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41
Crisis is “real stress test” for Solvency II
https://math.illinoisstate.edu/krzysio/crisistestssolvencyii.pdf
The economic crisis "presents a real stress test scenario for the ... economic scenarios, taking into account changes in interest rates.
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https://math.illinoisstate.edu/krzysio/crisistestssolvencyii.pdf
The economic crisis "presents a real stress test scenario for the ... economic scenarios, taking into account changes in interest rates.
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42
An Assessment of the Market Risk Solvency Capital ...
https://www.scirp.org/journal/paperinformation.aspx?paperid=86670
Stress factors. due to the revaluation of the interest rate dependent items when interest rates rise or fall respectively. NAV is the Net Asset Value, whereas ...
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https://www.scirp.org/journal/paperinformation.aspx?paperid=86670
Stress factors. due to the revaluation of the interest rate dependent items when interest rates rise or fall respectively. NAV is the Net Asset Value, whereas ...
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43
Stress Testing and Scenario Analysis of Pension Plans - IOPS
http://www.iopsweb.org/Working%20Paper%2019%20Stress%20testing%20and%20Scenario%20Analysis%20of%20Pension%20Plans.pdf
Risks assessed in the tests include credit risk, market risk (interest rate and exchange rate), liquidity risk, and contagion/operational risk. Page 6. 6. DC, ...
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http://www.iopsweb.org/Working%20Paper%2019%20Stress%20testing%20and%20Scenario%20Analysis%20of%20Pension%20Plans.pdf
Risks assessed in the tests include credit risk, market risk (interest rate and exchange rate), liquidity risk, and contagion/operational risk. Page 6. 6. DC, ...
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44
European Commission's fifth Quantitative Impact Study (QIS 5 ...
https://pwc.blogs.com/press_room/2010/07/european-commissions-fifth-quantitative-impact-study-qis-5-final-specifications-may-leave-some-disap.html
Equity index and yield curve stresses are unchanged. As a result, we can expect a reduction in the equity and interest rate SCR.
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https://pwc.blogs.com/press_room/2010/07/european-commissions-fifth-quantitative-impact-study-qis-5-final-specifications-may-leave-some-disap.html
Equity index and yield curve stresses are unchanged. As a result, we can expect a reduction in the equity and interest rate SCR.
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45
A review of Solvency II: Has it met its objectives?
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/20A2199009FF6FF7F6445E411328D313/S1357321717000241a.pdf/div-class-title-a-review-of-solvency-ii-has-it-met-its-objectives-div.pdf
extend the duration of their assets so as to reduce the interest rate risk. ... On the basis of insurers which completed the EIOPA stress tests in 2016 ...
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https://www.cambridge.org/core/services/aop-cambridge-core/content/view/20A2199009FF6FF7F6445E411328D313/S1357321717000241a.pdf/div-class-title-a-review-of-solvency-ii-has-it-met-its-objectives-div.pdf
extend the duration of their assets so as to reduce the interest rate risk. ... On the basis of insurers which completed the EIOPA stress tests in 2016 ...
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46
Market Consistent Embedded Value Report 2010 | Allianz
https://www.allianz.com/content/dam/onemarketing/azcom/Allianz_com/investor-relations/en/results-reports/annual-report/ar2010/evr2010.pdf
2 see “QIS 5 Technical Specification – Risk-free interest rates” by CFO Forum and CRO Forum. 3 Minorities are evaluated as of 31.12.2010.
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https://www.allianz.com/content/dam/onemarketing/azcom/Allianz_com/investor-relations/en/results-reports/annual-report/ar2010/evr2010.pdf
2 see “QIS 5 Technical Specification – Risk-free interest rates” by CFO Forum and CRO Forum. 3 Minorities are evaluated as of 31.12.2010.
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47
Eiopa to perform insurer stress test next year - Risk.net
https://www.risk.net/asset-management/insurance/2131347/eiopa-perform-insurer-stress-test-next-year
Tests will not be based on QIS 5 calibrations, says Montalvo.
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https://www.risk.net/asset-management/insurance/2131347/eiopa-perform-insurer-stress-test-next-year
Tests will not be based on QIS 5 calibrations, says Montalvo.
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48
On the use of risk-free rates in the discounting of insurance ...
https://www.belrim.com/app/uploads/2013/10/MFAE_MasterPaper_v1-1-Gil-Delcour.pdf
ABSTRACT This master paper discusses which interest rate should be used in ... Solvency II QIS5 Technical Specifications in the form of a liquidity premium.
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https://www.belrim.com/app/uploads/2013/10/MFAE_MasterPaper_v1-1-Gil-Delcour.pdf
ABSTRACT This master paper discusses which interest rate should be used in ... Solvency II QIS5 Technical Specifications in the form of a liquidity premium.
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49
Basel II: A Case for Recalibration - FDIC
https://www.fdic.gov/analysis/cfr/bank-research-conference/annual-6th/pkupiec.ppt
QIS 5 Results: Europe et.al. ... As central bank is raising interest rates to curb bank ... Stress LGD=expected value of maroon distn.
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https://www.fdic.gov/analysis/cfr/bank-research-conference/annual-6th/pkupiec.ppt
QIS 5 Results: Europe et.al. ... As central bank is raising interest rates to curb bank ... Stress LGD=expected value of maroon distn.
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50
Interest rate risk, longevity risk and the solvency of life insurers
https://www.econstor.eu/bitstream/10419/146754/1/868627364.pdf
Abstract: This paper investigates the effects of a rise in interest rate and lapse risk of endowment life insurance policies on the liquidity and solvency of ...
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https://www.econstor.eu/bitstream/10419/146754/1/868627364.pdf
Abstract: This paper investigates the effects of a rise in interest rate and lapse risk of endowment life insurance policies on the liquidity and solvency of ...
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51
SECTION 1 – VALUATION
http://www.ecostat.unical.it/Didattica/Statistica/didattica/2009_2010/TECNICA_DANNI_VITA/draft-technical-specifications_en.pdf
QIS5 QUALITATIVE QUESTIONNAIRE ON TECHNICAL PROVISIONS ................... 127 ... downward stress scenario of the interest rate risk sub-module. TP.2.68.
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http://www.ecostat.unical.it/Didattica/Statistica/didattica/2009_2010/TECNICA_DANNI_VITA/draft-technical-specifications_en.pdf
QIS5 QUALITATIVE QUESTIONNAIRE ON TECHNICAL PROVISIONS ................... 127 ... downward stress scenario of the interest rate risk sub-module. TP.2.68.
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52
SOLVENCY II FOR REINSURANCE MANAGERS
http://thoughtleadership.aon.com/documents/201006_solvency_II_reinsurance_managers_full.pdf
important that the participation rate in QIS5 is significant and provides an adequate ... We also see an increased interest in proportional reinsurance.
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http://thoughtleadership.aon.com/documents/201006_solvency_II_reinsurance_managers_full.pdf
important that the participation rate in QIS5 is significant and provides an adequate ... We also see an increased interest in proportional reinsurance.
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53
Scenario Modeling for IFRS 17 - Moody's Analytics
https://www.moodysanalytics.com/-/media/whitepaper/2020/INS_Scenario_Modeling_IFRS17.pdf
The choice of stressed yield curves and stressed scenario sets if needed for disclosures. ... Taking interest rate modeling as an example, there have.
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https://www.moodysanalytics.com/-/media/whitepaper/2020/INS_Scenario_Modeling_IFRS17.pdf
The choice of stressed yield curves and stressed scenario sets if needed for disclosures. ... Taking interest rate modeling as an example, there have.
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54
10% of insurers fail Eiopa's adverse stress test - Insurance Insider
https://www.insuranceinsider.com/article/2876lq5nfzx9cwme6npq8/10-of-insurers-fail-eiopas-adverse-stress-test
The adverse scenario involved severe deterioration of key macroeconomic variables, including interest rates, equities and credit and spread risks.
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https://www.insuranceinsider.com/article/2876lq5nfzx9cwme6npq8/10-of-insurers-fail-eiopas-adverse-stress-test
The adverse scenario involved severe deterioration of key macroeconomic variables, including interest rates, equities and credit and spread risks.
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55
Malta Country Report - MFSA
https://www.mfsa.mt/wp-content/uploads/2019/01/18_61412394_QIS55thStudy01042001.pdf
The appropriateness, completeness and accuracy of the QIS5 input data and ... that the stressed scenario to calculate the interest rate risk ...
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https://www.mfsa.mt/wp-content/uploads/2019/01/18_61412394_QIS55thStudy01042001.pdf
The appropriateness, completeness and accuracy of the QIS5 input data and ... that the stressed scenario to calculate the interest rate risk ...
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56
Full article: Bond portfolio management under Solvency II regulation
https://cogentoa.tandfonline.com/doi/full/10.1080/1351847X.2020.1850499
We therefore specifically consider: interest rate risk (i.e. change in asset value due ... s t r e s s e d P b o n d i is the stressed price of bond i which ...
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https://cogentoa.tandfonline.com/doi/full/10.1080/1351847X.2020.1850499
We therefore specifically consider: interest rate risk (i.e. change in asset value due ... s t r e s s e d P b o n d i is the stressed price of bond i which ...
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57
Disclosure of Market Consistent Embedded Value as of March 31 ...
https://www.sonyfg.co.jp/en/news/article/130527_01.pdf
For the purpose of interest rate risk management (ALM), ... Major stress parameters different from QIS5 include 45% for listed stocks, 100% for subsidiaries ...
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https://www.sonyfg.co.jp/en/news/article/130527_01.pdf
For the purpose of interest rate risk management (ALM), ... Major stress parameters different from QIS5 include 45% for listed stocks, 100% for subsidiaries ...
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58
EIOPA announces aggregated results of second Europe-wide ...
https://www.lexology.com/library/detail.aspx?g=015dbb62-5252-41d7-8f6c-6b821b5b70fc
In other words, the stress test assessed whether the European insurance industry ... national supervisory authorities to rapidly increase interest rates.
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https://www.lexology.com/library/detail.aspx?g=015dbb62-5252-41d7-8f6c-6b821b5b70fc
In other words, the stress test assessed whether the European insurance industry ... national supervisory authorities to rapidly increase interest rates.
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59
Nadpis 1 – Times New Roman
https://www.actuaria.cz/app/uploads/dopad_sii_na_zivotni_produkty_matfyz_20111118.ppt
Interest rate volatility shock included in interest rate risk up and down shocks ... Liquidity premium in stressed markets not addressed (Swap curve plus ...
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https://www.actuaria.cz/app/uploads/dopad_sii_na_zivotni_produkty_matfyz_20111118.ppt
Interest rate volatility shock included in interest rate risk up and down shocks ... Liquidity premium in stressed markets not addressed (Swap curve plus ...
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60
https://uk.practicallaw.thomsonreuters.com/Link/Do...
https://uk.practicallaw.thomsonreuters.com/Link/Document/Blob/I6daed9012c8311e498db8b09b4f043e0.doc?targetType=PLC-multimedia&originationContext=document&transitionType=DocumentImage&uniqueId=bc35bb5e-7cd2-46b5-a6d8-e5d57db8e9db&ppcid=7efb66590abf4989bd22f9650131a5ca&contextData=(sc.Default)
The risk-free interest rate curve should include an illiquidity premium at all times, not just in stressed scenarios and the Level 2 draft text should ...
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https://uk.practicallaw.thomsonreuters.com/Link/Document/Blob/I6daed9012c8311e498db8b09b4f043e0.doc?targetType=PLC-multimedia&originationContext=document&transitionType=DocumentImage&uniqueId=bc35bb5e-7cd2-46b5-a6d8-e5d57db8e9db&ppcid=7efb66590abf4989bd22f9650131a5ca&contextData=(sc.Default)
The risk-free interest rate curve should include an illiquidity premium at all times, not just in stressed scenarios and the Level 2 draft text should ...
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61
Facing The Challenge Of Solvency II - Latest CEIOPS Consultation ...
https://www.mondaq.com/uk/insurance-laws-and-products/91500/facing-the-challenge-of-solvency-ii-latest-ceiops-consultation-papers-part-1
New interest rate volatility stress tests are applied to the Black ... QIS5 may provide further clarity on whether this new calibration will be appropriate.
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https://www.mondaq.com/uk/insurance-laws-and-products/91500/facing-the-challenge-of-solvency-ii-latest-ceiops-consultation-papers-part-1
New interest rate volatility stress tests are applied to the Black ... QIS5 may provide further clarity on whether this new calibration will be appropriate.
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62
Solvency II - assets.kpmg
https://assets.kpmg/content/dam/kpmg/uk/pdf/2020/11/technical-practices-survey-2020.pdf
Interest Rate - Total Stress Down - 10 years. Interest Rate Volatility Stress - 10 years. Credit Risk - Average Credit Spread Stress (10 years).
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https://assets.kpmg/content/dam/kpmg/uk/pdf/2020/11/technical-practices-survey-2020.pdf
Interest Rate - Total Stress Down - 10 years. Interest Rate Volatility Stress - 10 years. Credit Risk - Average Credit Spread Stress (10 years).
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63
Manual for the completion of the QIS5 spreadsheet (for solo ...
https://huo.hr/upload_data/site_files/manual-for-the-completion-of-the-qis-5-spreadsheet.pdf
QIS5: Relevant risk-free interest rate term structures ... account non-linear effects of stresses to their balance sheet, for example.
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https://huo.hr/upload_data/site_files/manual-for-the-completion-of-the-qis-5-spreadsheet.pdf
QIS5: Relevant risk-free interest rate term structures ... account non-linear effects of stresses to their balance sheet, for example.
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64
Search Results | InsuranceERM
https://www.insuranceerm.com/search-results.html?comp-name=Finansinspektionen&key=tags
The change will reduce interest rate sensitivity, but increase the risk that ... Swedish insurers fared badly in the stress tests conducted by Eiopa, ...
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https://www.insuranceerm.com/search-results.html?comp-name=Finansinspektionen&key=tags
The change will reduce interest rate sensitivity, but increase the risk that ... Swedish insurers fared badly in the stress tests conducted by Eiopa, ...
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65
Recent news | Finansinspektionen
https://www.fi.se/en/bank/recent-news/?catid=16&year=2018&navigation=open&page=21
However, unexpectedly large interest rate fluctuations and uncertain global developments could ... Major Swedish banks show resilience in EU stress test.
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https://www.fi.se/en/bank/recent-news/?catid=16&year=2018&navigation=open&page=21
However, unexpectedly large interest rate fluctuations and uncertain global developments could ... Major Swedish banks show resilience in EU stress test.
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66
changes of stress - German translation – Linguee
https://www.linguee.com/english-german/translation/changes+of+stress.html
are subjected to stress tests comprising extraordinary changes in interest rates and worst-case scenarios and are subsequently analysed in terms of the ...
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https://www.linguee.com/english-german/translation/changes+of+stress.html
are subjected to stress tests comprising extraordinary changes in interest rates and worst-case scenarios and are subsequently analysed in terms of the ...
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67
Hong Kong RBC – Second Quantitative Impact Study (QIS 2)
https://www.my-milliman.com/-/media/milliman/importedfiles/uploadedfiles/insight/periodicals/asia-ealert/hong-kong-rbc-qis2.ashx
for interest rate, inflation, fixed income asset returns and equity ... The stress parameters are based on the 75th.
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https://www.my-milliman.com/-/media/milliman/importedfiles/uploadedfiles/insight/periodicals/asia-ealert/hong-kong-rbc-qis2.ashx
for interest rate, inflation, fixed income asset returns and equity ... The stress parameters are based on the 75th.
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68
Prudential Standard LPS 114 Capital Adequacy: Asset Risk ...
https://www.apra.gov.au/sites/default/files/2022-03/Draft%20Prudential%20Standard%20LPS%20114%20Capital%20Adequacy%20Asset%20Risk%20Charge%20-%20clean%20-%208%20March%202022.pdf
Floating rate assets are not materially affected by the real interest rates stress (or the expected inflation stress). The interest rate paid on the asset can ...
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https://www.apra.gov.au/sites/default/files/2022-03/Draft%20Prudential%20Standard%20LPS%20114%20Capital%20Adequacy%20Asset%20Risk%20Charge%20-%20clean%20-%208%20March%202022.pdf
Floating rate assets are not materially affected by the real interest rates stress (or the expected inflation stress). The interest rate paid on the asset can ...
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69
eiopa solvency ii technical specifications
http://aeroexpress.co.id/upload/kgjik/eiopa-solvency-ii-technical-specifications
Essen, 2007 EIOPA (2010) EIOPA (Hrsg.): QIS5 technical specifications, . ... risk free interest rate term structure and transitional measure on technical ...
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http://aeroexpress.co.id/upload/kgjik/eiopa-solvency-ii-technical-specifications
Essen, 2007 EIOPA (2010) EIOPA (Hrsg.): QIS5 technical specifications, . ... risk free interest rate term structure and transitional measure on technical ...
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70
QIS5 Country Report for - MNB
https://www.mnb.hu/letoltes/qis5-country-report-public.pdf
obligations have the potential to become highly liquid under stressed ... interest rate volatility, equity volatility, credit migration, mortality trend,.
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https://www.mnb.hu/letoltes/qis5-country-report-public.pdf
obligations have the potential to become highly liquid under stressed ... interest rate volatility, equity volatility, credit migration, mortality trend,.
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71
Liquidity at Risk: Joint Stress Testing of Solvency and ... - ACPR
https://acpr.banque-france.fr/sites/default/files/medias/documents/liquidityatrisk.pdf
applied in parallel to solvency stress tests, based on scenarios which may not ... as real GDP, interest rates, credit spreads, equity prices, ...
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https://acpr.banque-france.fr/sites/default/files/medias/documents/liquidityatrisk.pdf
applied in parallel to solvency stress tests, based on scenarios which may not ... as real GDP, interest rates, credit spreads, equity prices, ...
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72
Insurance supervisory strategies for a low interest rate ...
https://www.bis.org/fsi/publ/insights4.pdf
This paper first describes how low interest rates can put stress on the balance sheets of insurers, focusing on asset-liability mismatches. It then outlines the.
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https://www.bis.org/fsi/publ/insights4.pdf
This paper first describes how low interest rates can put stress on the balance sheets of insurers, focusing on asset-liability mismatches. It then outlines the.
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73
Stress Testing And Interest Rate Risk Models - Seeking Alpha
https://seekingalpha.com/article/2070713-stress-testing-and-interest-rate-risk-models-how-many-risk-factors-are-necessary
Bank stress tests have emphasized accuracy in credit risk modeling but not in interest rate modeling.
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https://seekingalpha.com/article/2070713-stress-testing-and-interest-rate-risk-models-how-many-risk-factors-are-necessary
Bank stress tests have emphasized accuracy in credit risk modeling but not in interest rate modeling.
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74
Belgium: Technical Note on Stress Testing the Banking and ...
https://books.google.com/books?id=qp8ZEAAAQBAJ&pg=PA62&lpg=PA62&dq=qis5+interest+rate+stress&source=bl&ots=6xiei8FFOM&sig=ACfU3U2It20DJPZD7ZUXryj7g7krfBpFpg&hl=en&sa=X&ved=2ahUKEwik5eOrv8b7AhUTlIkEHQz0ARMQ6AF6BQigAhAD
Technical Note on Stress Testing the Banking and Insurance Sectors International Monetary Fund. ... Interest rate risk Equity risk Spread risk Sovereign ...
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https://books.google.com/books?id=qp8ZEAAAQBAJ&pg=PA62&lpg=PA62&dq=qis5+interest+rate+stress&source=bl&ots=6xiei8FFOM&sig=ACfU3U2It20DJPZD7ZUXryj7g7krfBpFpg&hl=en&sa=X&ved=2ahUKEwik5eOrv8b7AhUTlIkEHQz0ARMQ6AF6BQigAhAD
Technical Note on Stress Testing the Banking and Insurance Sectors International Monetary Fund. ... Interest rate risk Equity risk Spread risk Sovereign ...
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