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Solvency II
Overview
1 day course to gain real insight into the Solvency 2 balance sheet dynamics, both under standard formula and our illustrative internal model
Learning Objectives
Deep understanding of how Solvency 2 (S2) balance sheet works and its sensitivities to market, credit and underwriting variables. Impacts quantified through illustrative S2 balance sheet from which delegates clearly see how eligible own funds (EOF), SCR (by risk module and in aggregate) and S2 ratio are calculated (both with standard formula and an illustrative internal model) and how they are sensitive to various market and underwriting risks
Clear overview of S2 balance sheet, S2 ratios and their sensitivities of major European insurance companies
Understand how an S2 internal model (IM) works as compared to standard formula (SF) and potential capital benefits from former – illustrated with our own internal model
Who the course is for
Capital management / ALM / risk management staff within insurance company
Investors in insurance company securities – equity, subordinated bonds, insurance-linked securities
Salespeople covering insurance companies
