Preparation for the written exam

15 Dezembro 2014, 08:00 • Hugo Borginho

Resolution of previous year exam

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Class presentations - Group works 5-8

1 Dezembro 2014, 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  

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Class presentations - Group works 1-4

24 Novembro 2014, 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 

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Solvency II - Pillars II and III

17 Novembro 2014, 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 

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Solvency II - Pilar I (part 3)

10 Novembro 2014, 08:00 • Hugo Borginho

- Capital requirements (SCR and MCR)

- Internal models

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