The Impact of Market Factor Changes on The Capital Requirements in an Insurance Company
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F16%3A86099825" target="_blank" >RIV/61989100:27510/16:86099825 - isvavai.cz</a>
Result on the web
<a href="https://www.ekf.vsb.cz/export/sites/ekf/rmfr/cs/sbornik/Soubory/Part_I.pdf" target="_blank" >https://www.ekf.vsb.cz/export/sites/ekf/rmfr/cs/sbornik/Soubory/Part_I.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The Impact of Market Factor Changes on The Capital Requirements in an Insurance Company
Original language description
The new insurance regulation, known as Solvency II, which has been fully implemented into national legislations of the member states of the European Union during this year, introduces major changes in the existing risk management in an insurance company. The key idea of Solvency II is to increase the protection of policyholders and insured persons using higher demands for high-quality and function of risk management, systems of internal controls and transparency in the insurance market. The main aim of this paper is to estimate capital requirements for market risk (equity and currency) under Solvency II and evaluate the impact of exchange rate changes to capital requirements in an insurance company.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Managing and Modelling of Financial Risks : proceedings of the 8th international scientific conference : September 5-6, 2016, Ostrava, Czech Republic
ISBN
978-80-248-3994-3
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
157-165
Publisher name
VŠB - Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 5, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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