Търси насочено информация за актюерски новини

вторник, 10 август 2010 г.

Новини във връзка с QIS5

Нова редакция на документа ВЪПРОСИ и ОТГОВОРИ.

До края на август трябва повечето документация и spreadsheets да са публикувани.


From: Kaltwasser, Perrine [mailto:Perrine.Kaltwasser@ceiops.eu] On Behalf Of QIS5,
Sent: Tuesday, August 10, 2010 6:03 PM
To: QIS5,
Subject: QIS5 e-mail alert: updated Q and A - list of simplifications and helper tabs to be published


Dear QIS5 stakeholders,


Please be informed that the QIS5 Q and A document has been updated.



CEIOPS will also publish in addition to the core spreadsheets the following excel tools to support QIS5 participants by the end of August:

  1. Simplification for technical provisions (TP.2.159 to TP.2.163, TP.7.59 to TP.7.63, TP.7.70 to TP.7.73, TP.7.83 to TP.7.88)
  2. Discounting tool (TP.3.1 to TP.3.11) covering also the calculation of technical provisions under stressed conditions (interest rate risk and liquidity premium risk)
  3. Non life best estimate (section V.2.2)
  4. Risk margin (TP.5.1 to TP.5.74)
  5. Spread risk (SCR.5.67 to SCR.5.103)
  6. Counterparty default risk (SCR.6.1 to SCR.6.58)
  7. Health Cat risk (SCR.8.95 to SCR.8.138)
  8. Adjustment for non proportional reinsurance (SCR.9.25 to SCR.9.28, Annex N)
  9. Natural Catastrophes risk (SCR.9.62 to SCR.9.92)
  10. Man made cat risk (SCR.9.93 to SCR.9.166)
  11. Undertaking specific parameters (SCR.10.1 to SCR.10.61)


Best regards,

Perrine Kaltwasser


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