The solvency II handbook
Subtitle: developing ERM frameworks in insurance and reinsurance companies
By: edited by Marcelo Cruz
Publisher: Risk Books
Published: 2009
Place of publication: London
Language: eng
Number of pages: 614
ISBN-13: 9781906348199
Subjects: Risk (Insurance); Risk management; Operational risk; Hedging (Finance); Analyse des risques; Compagnies d'assurance; Assurances; Manuels
Description: The Solvency II Handbook brings together some of the best known and most renowned experts in insurance risk management to provide a detailed examination of the main requirements and impacts of Solvency II to insurers and reinsurers. Marcelo Cruz brings together highly regarded practitioners and academics working in the Solvency II area to provide a practical guide for implementing internal models - the focus of Pillar I and the area demanding greater attention in preparing for Solvency II. The book also gives practical examples for the key areas outlined throughout the three pillars of Solvency II, taking a close look at insurance risk, market risk, credit risk, liquidity risk and operational risk.
Notes: Includes bibliographical references and index.