SolvencyII Brochure

Solvency II: One-year and ultimate year risk horizon brochure

Solvency II – one year and ultimate year
risk horizons for long-tail liabilities

  • Economic Balance Sheet
  • Solvency II Capital Requirement (SCR)
  • Technical Provisions
  • Market Value Margins (MVM)
  • IFRS 17
  • Fungibility and Ring Fencing
  • Consistency of metrics on updating
  • One year ahead metrics
  • Variation in Mean Ultimate

You can download this brochure here.

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