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Learnings from Global Capital and Solvency Systems(13页)PPT.pdf

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Content
A Global Framework for Insurer Solvency Assessment (2004)
— IAA (International Actuarial Association)
Worldwide solvency system introduction
What components needed for a good capital and solvency system
Considerations for an appropriate capital and solvency system in China
Considerations for setting up a system in China
A Global Framework for Insurer Solvency Assessment
(2004) — IAA (International Actuarial Association) 
n Principle- versus rules-based approach
n Total balance sheet approach
n Degree of protection
n Appropriate time horizon
n Types of risks included
n Appropriate risk measure
n Risk dependencies
n Risk management
n Standardized approaches
n Advanced approaches
Worldwide solvency system introduction
EU Solvency I
n Focus on minimum solvency margin
n Rules-based approaches
n Static/accounting-based model
n Reflecting liability only
n Simple factors-based
n Same credit for same block, no reflect company’s own risk
n Solvency or Insolvency
n Less popular scheme
Not reflecting confident level
Not encouraging risk management
US
Worldwide solvency system introduction
n Focus on risk based capital (RBC)
n Rules-based approaches
n Static/accounting-based model
n Reflecting both asset and liability
n Risk factors-based
n Partial reflect company’s own risk
n 5-level to action: No action level -> Mandatory Control Level
n Cash Flow Testing: dynamic solvency testing
Factors differ by product
C1/C2/C3/C4
Factors derived based on confident level
CTE90 for VA

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  • 更新时间:2012-02-17
  • 资料性质:授权资料
  • 文件大小:129KB
  • 下载次数:0
  • 文件格式:PDF
  • 所需圈币:3
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