【正文】
、國際趨勢(shì) Solvency Ⅱ26一、 Solvency Ⅱ 簡(jiǎn)介 以風(fēng)險(xiǎn)為衡量基礎(chǔ)的監(jiān)理制度 在資產(chǎn)與負(fù)債均採市價(jià)之一致性的衡 量基礎(chǔ)下,計(jì)算風(fēng)險(xiǎn)資本 近期發(fā)展 26 February 2023 the European Commission adopted an Amended Solvency II Proposal April – June 2023 Fourth Quantitative Impact Study (QIS4) November 2023 QIS4 results 參、國際趨勢(shì) Solvency Ⅱ27參、國際趨勢(shì) Solvency Ⅱ一、 Solvency Ⅱ 簡(jiǎn)介 (續(xù) ) 未來工作 2023 Adoption of the Directive by the European Parliament and the Council October 2023 CEIOPS advice on implementing measures 2023 Adoption of the implementing measures 2023 Transposition of the Directive ps: source from website of European Commission of European Insurance and Occupational Pensions Supervisors28二、三大支柱參、國際趨勢(shì) Solvency ⅡSolvency Ⅱ PillarⅠ Pillar Ⅱ PillarⅢ資本要求標(biāo)準(zhǔn) 監(jiān)理審查程序 市場(chǎng)紀(jì)律29三、第一 支柱 :資本要求標(biāo)準(zhǔn) 負(fù)債準(zhǔn)備金計(jì)算 負(fù)債公平價(jià)值 =最佳估計(jì)值 +風(fēng)險(xiǎn)邊際 清償資本要求 (SCR) a. 標(biāo)準(zhǔn)法 b. 內(nèi)部模型法 最低資本要求 (MCR)參、國際趨勢(shì) Solvency Ⅱ30參、國際趨勢(shì) Solvency Ⅱ