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  • A Tale of Two Formulas: Solvency II SCR and RBC
    noted in the for- mula above. On the other hand, U.S. RBC is more of a bottom-up calculation in its core ... particular risk categories, such as credit risk or mortality risk. We can see from the forms that there are ...

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    • Authors: Mary Campbell
    • Date: Jan 2013
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Capital - Annuities; Pensions & Retirement>Risk management
  • Arbitrage-Free Perspective On Economic Capital Calibration
    Arbitrage-Free Perspective On Economic Capital Calibration The selection of the economic capital ... II sets the tail event to be 1-in-200, and the U.S. C3 Phase II sets the tail event to be a conditional ...

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    • Date: Mar 2012
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]