Exam questions 3rd Feb 2011
KULeuven Actuarial Students Forum :: Master in de Verzekeringen :: Solvency of financial institutions (D0R58B)
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Exam questions 3rd Feb 2011
Can't remember them all, there were 10 of them (most of them you had to answer with correct/incorrect + explain):
- 3 differences banking vs insurance capital regime
- is market risk most important risk in banking?
- SII will lead to higher premiums
- SCR of group is equal to sum of SCR of subs
- In SII, a capital add-on can be imposed any time
- Fair value leads to procyclical effects
- Give the functions that have to be created under SII pillar 2 + their main tasks
- Is liquidity risk taken into account in Basel II
- ...
- ...
- 3 differences banking vs insurance capital regime
- is market risk most important risk in banking?
- SII will lead to higher premiums
- SCR of group is equal to sum of SCR of subs
- In SII, a capital add-on can be imposed any time
- Fair value leads to procyclical effects
- Give the functions that have to be created under SII pillar 2 + their main tasks
- Is liquidity risk taken into account in Basel II
- ...
- ...
KULeuven Actuarial Students Forum :: Master in de Verzekeringen :: Solvency of financial institutions (D0R58B)
Pagina 1 van 1
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