Търси насочено информация за актюерски новини

петък, 27 август 2010 г.

Нови електронни таблици за QIS5


Публикува нови електронни таблици.


From: Dascalu, Simona [mailto:Simona.Dascalu@ceiops.eu]
Sent: Friday, August 27, 2010 10:21 AM
To: QIS5,
Subject: QIS5 e-mail alert: publication of simplifications and helper tabs


Dear QIS5 stakeholders,


Please be informed that the QIS5 Spreadsheets and IT Tools webpage (http://www.ceiops.eu/index.php?option=content&task=view&id=747) has been updated with the following excel tools to support QIS5 participants:

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)

12.  Concentration Risk (SCR.5.104 to SCR.5.127).


The QIS5 Seminar – August 2010 webpage (http://www.ceiops.eu/index.php?option=content&task=view&id=751) has also been updated with presentations delivered.


A full updated overview of QIS5 documents available on CEIOPS website can be found at: http://www.ceiops.eu/media/files/consultations/QIS/QIS5/Overview-of-documents-QIS5.pdf


Best regards,

Simona Dascalu


CEIOPS Secretariat


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