Archive for the ‘calibration’ tag
CEIOPS releases third wave of consultation papers
The Committee of European Insurance and Occupational Pensions Supervisors (CEIOPS) today released for consultation the third set of advice on Solvency II Level 2 implementing measures.
The consultation papers are as follows:
CP 63 — Advice on repackaged loans investments
CP 64 — Extension of recovery period
CP 65 — Partial internal models
CP 66 — Group solvency for groups with centralized risk management
CP 67 — Treatment of participations
CP 68 — Treatment of ring-fenced funds
CP 69 — Design of the equity risk sub-module
CP 70 — Calibration of the market risk sub-module
CP 71 — Calibration of the non-life underwriting risk
CP 72 — Calibration of the health-underwriting risk
CP 73 — Calibration of the MCR
CP 74 — Correlation parameters
CP 75 — Undertaking specific parameters for SCR
CP 76 — Simplifications for technical provisions
CP 77 — Simplification for SCR
CP 79 — Simplifications for Captives
Stakeholders have until 11 December 2009 to submit their responses to CEIOPS.
Click here to download these papers.
