Sökning: "Solvens II"
Visar resultat 1 - 5 av 21 uppsatser innehållade orden Solvens II.
1. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital
Master-uppsats, KTH/Matematisk statistikSammanfattning : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. LÄS MER
2. Internal model for spread risk under Solvency II
Master-uppsats, KTH/Matematisk statistikSammanfattning : In May 2009 the European Commission decided on new regulations regarding solvency among insurance firms, the Solvency II Directive. The directive aims to strengthen the connection between the requirement of solvency and risks for insurance firms. The directive partly consists of a market risk module, in which a credit spread risk is a sub category. LÄS MER
3. Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : 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). LÄS MER
4. Optimering av lagernivåer vid distributionscentralen Bygg Ole
Kandidat-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : Detta examensarbetes syfte var att undersöka möjligheter till förbättring av hantering av lagernivåer för Bygg Ole Saltsjö-Boo. En kombination av aspekter från både systemteknik och industriell ekonomi har använts. LÄS MER
5. Investment Opportunities for Swedish Life Insurance Companies
Master-uppsats, KTH/Matematisk statistikSammanfattning : Since the new risk sensitive regulation Solvency II was enabled the 1st of January 2016 the European insurance companies have to review their investment strategies. Insurance companies are among the largest institutional investors in Europe holding EUR 6.7 trillion assets, thus major changes in their asset management can impact the capital markets. LÄS MER