Sumários
Solvency II - Pillars II and III
14 Dezembro 2015, 08:00 • Hugo Borginho
Pillar II - qualitative requirements
- Prudent person principle
- System of governance
- Own risk and solvency assessment (ORSA)
- Capital add-on
Pillar III - transparency, reporting and disclosure of information
Class presentations - Group works 5-8
7 Dezembro 2015, 08:00 • Hugo Borginho
5 Life underwriting risk module general structure | mortality risk | longevity risk | catastrophe risk
6 disability-morbidity risk | lapse risk | expense risk | revision risk
7 Non-life underwriting risk module general structure | premium and reserve risk | lapse risk
8 catastrophe risk
Class presentations - Group works 1-4
30 Novembro 2015, 08:00 • Hugo Borginho
1 SCR general structure | Adjustment for the loss absorbing capacity of technical provisions and deferred taxes |Operational risk | Intangible assets risk
2 Market risk module general structure | Interest rate risk | Equity risk | Property risk | Currency risk
3 Spread risk | Concentration risk
4 Counterparty default risk