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RSSRisk-Mitigation techniques using reinsurance contracts or special purpose vehicles
Risk factor for market risk concentration tables.
The risk-mitigating effect on underwriting or market risks of a reinsurance arrangement description
Methods and assumptions
Effective transfer of risk
variance of the loss distribution of type 1 exposures formula.
Capital management.
adjustment for the loss-absorbing capacity of deferred taxes formula
subset of standard parameters in different scenarios.
The regular supervisory report shall include all of the following information regarding the own funds of the insurance or reinsurance undertaking: (a) information on the material terms and conditions of the main items of own funds held by the undertaking(b) the expected developments of the...