Management of Insurers' Investment - Solvency II Implication

Authors

  • Włodzimierz Wasiak InterRisk Insurance Company Joint Stock Company Vienna Insurance Group

DOI:

https://doi.org/10.18559/SOEP.2018.7.5

Keywords:

Management of investments, Interest rate risk, Price risk, Market risk, Solvency II directive

Abstract

The aim of the study is to identify (with a high degree of generalization) the most important elements, which asset managers must take into account when making investment decisions on the assumption, that Solvency Capital Requirement are calculated and based on the standard formula, not the internal model. The study contains practical tips of how to limit the Solvency Capital Requirement which is based on the most common market financial instruments.

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References

EIOPA. (2014). Annexes to the Technical Specification for Preparatory Phase (Part I). 30 April 2014 (EIOPA-14/211). Pobrane z http://eiopa.europa.eu.
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Published

2018-07-31

Issue

Vol. 6 No. 7 (2018)

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Wasiak, W. (2018). Management of Insurers’ Investment - Solvency II Implication. Studia Oeconomica Posnaniensia, 6(7), 82-97. https://doi.org/10.18559/SOEP.2018.7.5