Meeting the challenges of internal models

The development of internal models has challenged European insurance companies preparing to meet the requirements of Solvency II. Clive Davidson examines the key issues insurers face in implementing these models

Solvency II will for the first time allow insurance companies to use internal models to calculate regulatory capital. Many companies, particularly larger insurers with multiple lines of business, are eager to reap the benefits of such an approach, which should closely match capital requirements to a company's specific business and risk management capabilities. Rating agencies also say they will take insurers' internal models into account in their ratings processes. With this in mind, a number of

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