Relevant bibliographies by topics / Solvency Capital requirements (SCR)

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  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
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Academic literature on the topic 'Solvency Capital requirements (SCR)'

Author: Grafiati
Published: 4 June 2025
Last updated: 15 July 2025

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Journal articles on the topic "Solvency Capital requirements (SCR)"

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Christiansen, Marcus C., and Andreas Niemeyer. "FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II." ASTIN Bulletin 44, no. 3 (2014): 501–33. http://dx.doi.org/10.1017/asb.2014.10.

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AbstractIt is essential for insurance regulation to have a clear picture of the risk measures that are used. We compare different mathematical interpretations of the Solvency Capital Requirement (SCR) definition from Solvency II that can be found in the literature. We introduce a mathematical modeling framework that enables us to make a mathematically rigorous comparison. The paper shows similarities, differences, and properties such as convergence of the different SCR interpretations. Moreover, we generalize the SCR definition to future points in time based on a generalization of the value at
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Sid, Meriem, Ismail Bengana, Khaled Mili, Nourredine Khababa, and Mohammed Soufiane Benmoussa. "Evaluating Solvency II Implementation in Emerging Markets: A Quantitative Analysis of Algeria's Alliance Insurance Company (2017-2021)." Journal of Posthumanism 5, no. 5 (2025): 4305–26. https://doi.org/10.63332/joph.v5i5.1906.

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This study provides a comprehensive assessment of Solvency II quantitative requirements and their application in an emerging market context, focusing on Alliance Insurance Company, one of Algeria's leading insurers. Using a longitudinal analysis spanning 2017-2021, we evaluate the company's financial stability against international standards through rigorous calculation of Solvency Capital Requirements (SCR) and Minimum Capital Requirements (MCR). The research addresses a critical gap in understanding how European regulatory frameworks can be adapted to North African insurance markets. Our fin
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Zariņa, Ilze, Irina Voronova, and Gaida Pettere. "Assessment of the Stability of Insurance Companies: The Case of Baltic Non-Life Insurance Market." Economics and Business 32, no. 1 (2018): 102–11. http://dx.doi.org/10.2478/eb-2018-0008.

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Abstract The study gives an overview of the Baltic non-life insurance market. The purpose of the research is to summarise stability statistics on solvency ratios, risk profiles and capital surplus, which was contained in Solvency and Financial Condition reports (SFCR) in 2016 published first time by non-life insurance companies in European Union and Baltic market (Latvia, Estonia, and Lithuania). Solvency II came into effect in 2016, and these reports have been prepared using the new requirements of the Solvency II framework. All non-life insurance companies are required to have eligible own f
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Bermúdez, Lluís, Antoni Ferri, and Montserrat Guillén. "A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION." ASTIN Bulletin 43, no. 1 (2013): 21–37. http://dx.doi.org/10.1017/asb.2012.1.

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AbstractThis paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the solvency capital requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the standard model approach. Alternatively, the requirement is then calculated using an internal model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assum
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Turkalj, Ivica, Mohammad Assadsolimani, Markus Braun, et al. "Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization." Risks 12, no. 2 (2024): 23. http://dx.doi.org/10.3390/risks12020023.

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In this paper, we consider the inclusion of the solvency capital requirement (SCR) into portfolio optimization by the use of a quadratic proxy model. The Solvency II directive requires insurance companies to calculate their SCR based on the complete loss distribution for the upcoming year. Since this task is, in general, computationally challenging for insurance companies (and therefore, not taken into account during portfolio optimization), employing more feasible proxy models provides a potential solution to this computational difficulty. Here, we present an approach that is also suitable fo
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Asmaa, Mohamed Hussein, and Abdelsallam Nashed. "Internal Assessment for Underwriting Risk to Estimate the Solvency Capital Requirements Applied to Egyptian Non-Life Insurance Companies." International Journal of Management Sciences and Business Research 10, no. 06 (2021): 01–17. https://doi.org/10.5281/zenodo.5066653.

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<em>the aim of this research is to estimate the solvency capital requirements and financial planning for the underwriting risk with application to non-life Egyptian insurance companies using the partial capital Model. Additionally, this research calibrates the underwriting risk using the undertaking- specific Parameters (USPs) as input for own Risk and solvency assessment (ORSA) in order to estimate the key volatility of risks, which enhances the Enterprise Risk Management (ERM) framework for Egyptian non-life insurance companies. Finally, this research aimed to tested the quality of the capit
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Pakhomov, Maksym, and Nataliia Iershova. "Solvency II and Risk Management: The Path to Financial Stability of an Insurance Company." Economic Herald of the Donbas, no. 1(79) (2025): 19–22. https://doi.org/10.12958/1817-3772-2025-1(79)-19-22.

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The financial stability of an insurance company largely depends on how effectively it manages risks, particularly the risk of liquidity loss. This article examines how modern risk management approaches within the European regulatory framework Solvency II help insurers not only comply with regulatory requirements but also enhance their solvency. Based on the case of PJSC IC "PZU Ukraine" in 2023, the article analyzes the company's financial indicators, identifies key risks, and calculates the capital required to cover them (SCR). The results confirm that competent risk management serves as a re
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Ben Salah, Sana, and Lotfi Belkacem. "On The Longevity Risk Assessment Under Solvency II." Journal of Applied Business Research (JABR) 31, no. 3 (2015): 1149. http://dx.doi.org/10.19030/jabr.v31i3.9238.

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&lt;p&gt;This paper deals with the longevity risk assessment within the Solvency II framework. We propose a methodology allowing obtaining longevity shocks specified by gender, age and maturity. These shocks, which are calibrated on experience mortality data relative to a French insurance company, are proved to be far away from that assumed in the standard formula and the resulting solvency capital requirement (SCR) leads to significant capital savings as compared to the standard approach.&lt;/p&gt;
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Chen, An, Montserrat Guillen, and Elena Vigna. "SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL." ASTIN Bulletin 48, no. 3 (2018): 1219–43. http://dx.doi.org/10.1017/asb.2018.11.

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AbstractFollowing the EU Gender Directive, that obliges insurance companies to charge the same premium to policyholders of different genders, we address the issue of calculating solvency capital requirements (SCRs) for pure endowments and annuities issued to mixed portfolios. The main theoretical result is that, if the unisex fairness principle is adopted for the unisex premium, the SCR at issuing time of the mixed portfolio calculated with unisex survival probabilities is greater than the sum of the SCRs of the gender-based subportfolios. Numerical results show that for pure endowments the ga
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Pfeifer, Dietmar. "Modellvalidierung mit Hilfe von Quantil-Quantil-Plots unter Solvency II." Zeitschrift für die gesamte Versicherungswissenschaft 108, no. 3-4 (2019): 307–25. http://dx.doi.org/10.1007/s12297-019-00451-y.

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Zusammenfassung Nach etlichen Jahren Vorarbeit ist das Projekt Solvency II Anfang 2016 in den Ländern der Europäischen Union legislativ umgesetzt worden. Damit verbunden sind einige wesentliche Änderungen der jeweiligen nationalen Versicherungsaufsichtsgesetze. Ein neuer Aspekt hierbei ist die Vorschrift, potenzielle Abweichungen des Risikoprofils des Unternehmens von den Annahmen, die der Standardformel zur Berechnung des Solvency Capital Requirements (SCR) zugrunde liegen, zu analysieren und zu beurteilen. Für das Prämien- und Reserve-Risiko bzw. die zugehörigen Schaden-Kosten-Quoten wird da
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Dissertations / Theses on the topic "Solvency Capital requirements (SCR)"

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Widing, Björn. "Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189022.

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The purpose of this project is to validate the adequacy of the Standard formula, used to calculate the Solvency Capital Requirement (SCR), with respect to a Swedish insurance company. The sub-modules evaluated are Equity risk (type 1) and Interest rate risk. The validation uses a quantitative assessment and the concept of Value at Risk (VaR). Additionally, investment strategies for risk free assets are evaluated through a scenario based analysis. The findings support that the Equity shock of 39%, as proposed in the Standard formula, is appropriate for a diversified portfolio of global equities
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HELLGREN, ERIK, and FREDRIK UGGLA. "Asset allocation under Solvency II : Adjusting investments for capital efficiency." Thesis, KTH, Entreprenörskap och Innovation, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189494.

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Solvens II är ett nytt regelverk för försäkringsbolag inom EU som ska träda i kraft 2016. Tidigare forskning har diskuterat effekterna av det nya regelverket och förutspår att det kommer att påverka försäkringsbolagens tillgångsallokering. Syftet med denna studie är att studera optimala tillgångsallokeringar för livbolag, både med avseende på interna krav på risk och avkastning och externa kapitalkrav i Solvens II. En fallstudie utförs på ett svenskt livbolag för att ta fram en modell för optimala tillgångsallokeringar, som även tar hänsyn till livbolagets framtida utbetalningar. En optimal al
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Correia, Raquel Sequeira. "Methods of capital allocation in a Solvency II environment." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14722.

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Mestrado em Actuarial Science<br>De acordo com a regulamentação de Solvência II, o SCR é geralmente calculado usando uma fórmula padrão que considera os riscos que uma seguradora enfrenta. Devido à agregação dos diferentes riscos, são originados benefícios de diversificação e um valor de SCR total menor que a soma dos requisitos de capital de cada risco. Para ter em conta estes benefícios de diversificação, o capital total deve ser alocado de volta aos níveis mais baixos de risco, aplicando um método apropriado de alocação de capital. Este relatório é resultado de um estágio curricular que dec
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ANDERSSON, SIRI, and Patricia Lind. "How External Requirements Affect the InsuranceIndustry : An Investigation on Swedish Insurance Companies’Adjustments to Solvency II." Thesis, KTH, Hållbarhet och industriell dynamik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189588.

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The financial sector stands for an important part of society’s fundamental infrastructure andnational economy. Previous financial crises indicate the importance of having a well-regulatedfinancial market. Former directives of regulating the insurance industry had insufficient solvencyregulations and were lacking in risk management. Therefore, the regulatory framework SolvencyII, the successor to Solvency I, has been established on the European market. The objective ofSolvency II is to ensure consumer protection by ensuring insurance companies properly reflectthe risks their businesses are vuln
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Ludwig, Alexander. "The new regulatory regime for European insurers - expected impact on insurers’ investment decisions and a critical assessment of its solvency capital requirements." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-171601.

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Under the current regulatory regime for insurance undertakings, Solvency I, the required capital margin does not depend on the allocation of investments, i.e. it is not sensitive to market risk arising from the volatility of market prices for e.g. equity, bond or real estate investments. To improve the protection of policyholders and create a unified regulatory regime in all countries of the European Economic Area (EEA), a risk-sensitive, forward-looking and principle-based regulatory accord for insurance undertakings called Solvency II will replace the current regime by 01.01.2016. Unlike So
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Dahamani, Sabani. "Trilemma analysis in a P&C insurance company (assets & liabilities, equity and risk)." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/12809.

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Mestrado em Ciências Actuariais<br>Este projeto constitui uma componente de uma análise mais vasta e muito relevante no âmbito do estudo de uma companhia de seguros Não Vida, relativamente à situação financeira, gestão de ativos e passivos, bem como aos possíveis riscos no âmbito do regime prudencial Solvência II. Para além destes pontos, são ainda relevantes as implicações deste novo regime nos interesses dos principais stakeholders. Tendo em conta as informações disponíveis, trata-se do primeiro projeto que faz uso de um modelo Dynamic Financial Analysis (DFA) para o cálculo do Requisito de
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Bachmann, Manuel. "The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6453/1/WP269.pdf.

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In this paper, I examine the impact of direct equity injections and troubled asset purchases on bank lending and solvency and analyze how ex ante tighter caps on leverage affect ex post decisions between both interventions. Extending the model of Bachmann (2018) by adding the government as a liquidity supplier, illiquid banks can either sell troubled assets at fire sale prices to collateralized financed liquid banks or to the government. If illiquid banks are forced to sell all troubled assets in order to meet premature withdrawals and the government is left with excess liquidity compared to d
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Ludwig, Alexander [Verfasser], Alexander [Akademischer Betreuer] Karmann, and Alexander [Akademischer Betreuer] Kemnitz. "The new regulatory regime for European insurers - expected impact on insurers’ investment decisions and a critical assessment of its solvency capital requirements / Alexander Ludwig. Gutachter: Alexander Karmann ; Alexander Kemnitz. Betreuer: Alexander Karmann." Dresden : Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2015. http://d-nb.info/1073207099/34.

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Almeida, Pedro Gonçalo Silva. "Basileia III : estudo sobre buffer de capital anticíclico : aplicação a Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10212.

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Mestrado em Finanças<br>A implementação do Acordo de Basileia III, no período que medeia entre 01/01/2013 e 01/01/2019, corresponde a uma profunda mudança do quadro de referência que rege as Instituições Financeiras. Daí resultam mudanças significativas relacionadas com o papel das entidades reguladoras, o acréscimo das exigências de capital e a promoção de novos vectores de gestão e mensuração dos riscos (entre os quais se destacam o rácio de alavancagem sem considerar a ponderação do risco e a criação de requisitos mínimos associados à liquidez). Uma das novas medidas inseridas neste quadro
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Almeida, Pedro Gonçalo da Silva. "Basileia III : estudo sobre buffer de capital anticíclico : aplicação a Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/4592.

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Mestrado em Finanças<br>A implementação do Acordo de Basileia III, no período que medeia entre 01/01/2013 e 01/01/2019, corresponde a uma profunda mudança do quadro de referência que rege as Instituições Financeiras. Daí resultam mudanças significativas relacionadas com o papel das entidades reguladoras, o acréscimo das exigências de capital e a promoção de novos vectores de gestão e mensuração dos riscos (entre os quais se destacam o rácio de alavancagem sem considerar a ponderação do risco e a criação de requisitos mínimos associados à liquidez). Uma das novas medidas inseridas neste quadro
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Books on the topic "Solvency Capital requirements (SCR)"

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1986-, Malafronte Irma, ed. Capital requirements, disclosure, and supervision in the European insurance industry: New challenges towards Solvency II. Palgrave Macmillan, 2014.

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Shedari, Shahrok. Solvency II. a Comparison of the Standard Model with Internal Models to Calculate the Solvency Capital Requirements (Scr). GRIN Verlag GmbH, 2016.

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Starita, M., and I. Malafronte. Capital Requirements, Disclosure, and Supervision in the European Insurance Industry: New Challenges Towards Solvency II. Palgrave Macmillan Limited, 2014.

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Starita, M., and I. Malafronte. Capital Requirements, Disclosure, and Supervision in the European Insurance Industry: New Challenges Towards Solvency II. Palgrave Macmillan Limited, 2014.

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Book chapters on the topic "Solvency Capital requirements (SCR)"

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Starita, Maria Grazia, and Irma Malafronte. "The Solvency Capital Requirement." In Capital Requirements, Disclosure, and Supervision in the European Insurance Industry. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137390844_3.

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Nicolaides, Mark, Simeon Rudin, Rick Watson, and Katharina Hartwig. "Regulatory Issues and Solvency Capital Requirements." In The Handbook of Insurance-Linked Securities. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119206545.ch26.

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Regele, Fabian. "Optimal capital allocation and solvency capital requirements for the insurance company." In Infrastructure Investments. Springer Fachmedien Wiesbaden, 2017. http://dx.doi.org/10.1007/978-3-658-20164-7_4.

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Głód, Joanna, Lyubov Klapkiv, Anna Białek-Jaworska, and Krzysztof Opolski. "Dividends of Life Insurance Companies and the Solvency Capital Requirements." In Contemporary Trends and Challenges in Finance. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43078-8_18.

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Levantesi, Susanna, Massimiliano Menzietti, and Tiziana Torri. "On longevity risk securitization and solvency capital requirements in life annuities." In Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_30.

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Kawiński, Marcin. "Sustainability of the EU Insurance Markets and Adequacy of Insurance Regulations: Solvency II and ESG." In AIDA Europe Research Series on Insurance Law and Regulation. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-72186-1_3.

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Abstract In most cases, defining the sustainability of insurance leads to different aspects of fulfilling insurance needs and contracts. Sophisticated risk-based regulations, like Solvency II [Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (SII)], or the U.S. equivalent, known as the “Insurance Financial Solvency Frame” (Lindberg &amp; Seifert 2015; Zweifel &amp; Eisen 2012, p. 335), provide numerous perspectives on insurance entities’ challenges with sustainability. As regulators and supervisors rightly put solvency into a sustainability framework (Van Hulle 2019, p. 10), the sustainability analysis of particular markets can be narrowed to ratios based on micro-prudential-like ratios: solvency capital requirements, compositions of own funds or investment assets quality.
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Starita, Maria Grazia, and Irma Malafronte. "Solvency II Directive and the Key Features of the European Insurance Market." In Capital Requirements, Disclosure, and Supervision in the European Insurance Industry. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137390844_2.

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Jaśkiewicz, Dorota. "Analysis of Capital Requirements in Life Insurance Sector Under Solvency II Regime: Evidence from Poland." In Financial and Monetary Policy Studies. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-49655-5_7.

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Szczęsny, Krystian. "Wykorzystanie kaskad kopuli w agregacji ryzyka w procesie wyznaczania kapitałowych wymogów wypłacalności w Solvency II." In Sektor ubezpieczeń w obliczu wyzwań współczesności. Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu, 2022. http://dx.doi.org/10.18559/978-83-8211-131-6/7.

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The use of vine copula constructions in the process of determining solvency capital requirements in Solvency II. One of the basic aspects of the Solvency II Directive introduced in 2016 is the protection of the insured against the insolvency of insurance companies. For this purpose, by aggregating the solvency capital requirements for the specific types of risk to which the insurer is exposed, the solvency capital requirement (SCR) and the diversification effect (ED) are determined. Insurers are able to calculate the SCR using the Standard Formula given by the authors of the Directive or internal models developed by their insurance companies. The Standard Formula is based on the variance-covariance method, which assumes a constant correlation matrix that defines the relationships between aggregated risks to which the insurer is exposed. The aim of the research is to use, in internal models, pair-copula constructions in order to model the relationship between aggregated risk modules. The structure of the relationship between the aggregated risks is modeled with the use of C-vine and D-vine copula, while the range of possible SCRs resulting from various dependency modeling methods is determined using the ARA (Adaptive Rearrangement Algorithm). In the study, the author arbitrarily assumes loss distributions for the insurer’s five major risk modules, i.e. market, counterparty default, life, health, and non-life modules. The author compares the ED obtained by the variance-covariance method, the ED obtained with the use of copula and the ED corresponding to the upper limit of the SCR determined by the ARA algorithm. The conducted research shows how important in the SCR and ED determination process is the role played by the correct identification of the structure of the relationship between aggregated risks and presents the possibilities of using pair-copula constructions for this purpose.
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Morris, Charles H. R. "Solvency II Prudential Requirements on a Group Basis." In The Law of Financial Services Groups. Oxford University Press, 2019. http://dx.doi.org/10.1093/law/9780198844655.003.0007.

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Abstract This chapter explores the Solvency II group regime. UK and EU groups that comprise mostly insurance undertakings and reinsurance undertakings are generally subject to the Solvency II group regime, which applies Solvency II requirements to such groups. The chapter then considers the process for identifying the existence, type (or case), extent, and constituents of a Solvency II group, which is established by article 213 of Solvency II. It also details the approach to group supervision of Case 1 and Case 2 Solvency II groups, which are headed by UK/EU (re)insurance undertakings or by UK/EU insurance holding companies or mixed financial holding companies. They are, therefore, broadly analogous to CRD consolidation groups in territorial scope and concept. The framework for the supervision of Case 1 and Case 2 Solvency II groups derives from articles 218 to 258 of Solvency II. At the core of such group supervision requirements is the Group Solvency Capital Requirement (Group SCR).
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Conference papers on the topic "Solvency Capital requirements (SCR)"

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Marano, Pierpaolo. "Upravljanje malim i nekompleksnim društvima za osiguranje po izmenama i dopunama Direktive o solventnosti II." In 26th Conference INSURANCE LAW AND CORPORATE GOVERNANCE. Association for Insurance Law of Serbia, 2025. https://doi.org/10.46793/aida26.sav.17m.

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The Solvency II Directive established a risk-based regulatory framework for insurance and reinsurance undertakings within the European Union (EU) to enhance policyholder protection, financial stability, and regulatory harmonisation. However, its stringent requirements impose significant administrative and financial burdens on smaller insurers. To address this challenge, the revised Solvency II framework introduced the category of “small and non-complex insurance undertakings” (SNCUs) to ensure a proportionate regulatory approach. SNCUs benefit from simplified Solvency Capital Requirement (SCR)
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ACATRINEI, Marius, Adriana AnaMaria DAVIDESCU, Laurentiu Paul BARANGA, Razvan Gabriel HAPAU, and George CALIN. "Supervised Learning Algorithms for Non-Life SCR Ratio Forecasting." In The International Conference on Economics and Social Sciences. Editura ASE, 2024. http://dx.doi.org/10.24818/icess/2024/057.

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The solvency is measured by the Solvency Capital Requirement (SCR). This study seeks to determine the best financial ratios to forecast SCR because it is significant. There is seasonality, data jumps, and shifts in insurance indicators, which make prediction of SCR difficult. Different machine learning algorithms are applied to the insurance market in this research to see how well they can describe and predict the SCR ratio. Gaussian process regression, ensemble methods, regression decision trees, stepwise regression, and neural networks were used as supervised learning techniques to find the
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Ionin, Evghenii. "Analytical indicators in ensuring the sustainable development of entrepreneurship." In Conferinta stiintifica internationala "Strategii si politici de management in economia contemporana", editia VII. Academy of Economic Studies of Moldova, 2023. http://dx.doi.org/10.53486/icspm2022.41.

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The article is devoted to the most important analytical indicators in ensuring sustainable business development. Key financial indicators in conjunction with the basic concepts of International Financial Reporting Standards are considered: the concept of continuity and the concept of preservation of physical and financial capital. The accounting features of profit calculation lead to the fact that this indicator is "detached" from cash and may not be sufficiently objective to interpret the financial condition. The necessity of introducing a financial monetization ratio into the current practic
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Cherry, Marion, Dave Earley, and David Silzle. "NOx Reduction of a 165 MW Wall-Fired Boiler Utilizing Air and Fuel Flow Measurement and Control." In 2002 International Joint Power Generation Conference. ASMEDC, 2002. http://dx.doi.org/10.1115/ijpgc2002-26131.

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As a result of increasingly stringent emissions limitations being imposed on coal-fired power plants today, electric utilities are faced with having to make major compliance related modifications to their existing power plants. While many utilities have elected to implement expensive post-combustion NOx reduction programs on their largest generating units, infurnace NOx reduction offers a less expensive alternative suitable to any size boiler, to reduce NOx while also improving overall combustion. In-furnace NOx reduction strategies have proven that, when used with other less expensive approac
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Elsen, Guido, Alan D. Jensen, Axel Boehme, and Jens Happel. "High Tech Tool for Combustion Optimization and Economic Emissions Reductions." In International Joint Power Generation Conference collocated with TurboExpo 2003. ASMEDC, 2003. http://dx.doi.org/10.1115/ijpgc2003-40069.

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The power generation industry is currently in a very difficult period of business restructuring. All the while, the demands to reduce emissions of NOx, SOx and particulates in accordance with the Clean Air Act continue. The high capital and operating cost of post-combustion NOx controls like Selective Catalytic Reduction (SCR) is leading to greater interest in finding methods to reduce NOx formation during combustion. The most cost effective means of reducing any pollutant is to never form it in the first place. The science behind combustion NOx control uses techniques which limit the amount o
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Valentine, James, Marc Cremer, Kevin Davis, J. J. Letcavits, and Scott Vierstra. "A CFD Model Based Evaluation of Cost Effective NOx Reduction Strategies in a Roof-Fired Unit." In International Joint Power Generation Conference collocated with TurboExpo 2003. ASMEDC, 2003. http://dx.doi.org/10.1115/ijpgc2003-40185.

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To meet aggressive NOx reduction requirements, a range of NOx reduction strategies are currently available for application to pulverized coal fired furnaces. Utilities must assess the benefits and drawbacks of each viable NOx control technology to develop the best strategy for unit specific NOx control that fits within the utilities’ overall compliance plan. The installation of high capital and operating cost NOx reduction technologies, such as selective catalytic reduction, is cost prohibitive on many units. Lower cost technologies, although not capable of SCR level NOx reductions, can provid
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Dalla Betta, Ralph A., James C. Schlatter, Sarento G. Nickolas, et al. "Development of a Catalytic Combustor for a Heavy-Duty Utility Gas Turbine." In ASME 1996 International Gas Turbine and Aeroengine Congress and Exhibition. American Society of Mechanical Engineers, 1996. http://dx.doi.org/10.1115/96-gt-485.

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The most effective technologies currently available for controlling NOx emissions from heavy-duty industrial gas turbines are either diluent injection in the combustor reaction zone, or lean premixed Dry Low NOx (DLN) combustion. For ultra low emissions requirements, these must be combined with selective catalytic reduction (SCR) DeNOx systems in the gas turbine exhaust. An alternative technology for achieving comparable emissions levels with the potential for lower capital investment and operating cost is catalytic combustion of lean premixed fuel and air within the gas turbine. The design of
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Reports on the topic "Solvency Capital requirements (SCR)"

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Estrada, Ángel, Carlos Pérez Montes, Jorge Abad, et al. Analysis of cyclical systemic risks in spain and of their mitigation through countercyclical bank capital requirements. Banco de España, 2024. http://dx.doi.org/10.53479/36713.

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This paper first identifies the level of cyclical systemic risks in Spain, also calibrating their impact on the solvency of the banking system, and, second, assesses the costs and benefits of the countercyclical use of capital requirements. The first part of the paper is based on an integrated analysis of indicators and other quantitative and qualitative information, while impacts are calibrated using a combination of macroeconomic projection models and stress tests. The second part of the analysis is undertaken using quantile regression models, applied to European data, Bayesian time series m
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Bedayo, Mikel, and Jorge E. Galán. The impact of the Countercyclical Capital Buffer on credit: Evidence from its accumulation and release before and during COVID-19. Banco de España, 2024. http://dx.doi.org/10.53479/36312.

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The countercyclical capital buffer (CCyB) has become a very important macroprudential tool to strengthen banks’ resilience. However, there is still limited evidence of its impact on lending over the cycle. Using data of 170 banks in 25 European Union countries, we provide a comprehensive assessment of how the CCyB release during the pandemic and its earlier accumulation impacted lending activity. We find that the CCyB has significant effects on lending, but that these effects are highly dependent on banks’ capitalization levels and, more importantly, on their headroom over regulatory requireme
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Vargas-Herrera, Hernando, Juan Jose Ospina-Tejeiro, Carlos Alfonso Huertas-Campos, et al. Monetary Policy Report - April de 2021. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr2-2021.

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1.1 Macroeconomic summary Economic recovery has consistently outperformed the technical staff’s expectations following a steep decline in activity in the second quarter of 2020. At the same time, total and core inflation rates have fallen and remain at low levels, suggesting that a significant element of the reactivation of Colombia’s economy has been related to recovery in potential GDP. This would support the technical staff’s diagnosis of weak aggregate demand and ample excess capacity. The most recently available data on 2020 growth suggests a contraction in economic activity of 6.8%, lowe
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