【正文】
、國際趨勢 Solvency Ⅱ26一、 Solvency Ⅱ 簡介 以風險為衡量基礎(chǔ)的監(jiān)理制度 在資產(chǎn)與負債均採市價之一致性的衡 量基礎(chǔ)下,計算風險資本 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 Solvency Ⅱ27參、國際趨勢 Solvency Ⅱ一、 Solvency Ⅱ 簡介 (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 Solvency ⅡSolvency Ⅱ PillarⅠ Pillar Ⅱ PillarⅢ資本要求標準 監(jiān)理審查程序 市場紀律29三、第一 支柱 :資本要求標準 負債準備金計算 負債公平價值 =最佳估計值 +風險邊際 清償資本要求 (SCR) a. 標準法 b. 內(nèi)部模型法 最低資本要求 (MCR)參、國際趨勢 Solvency Ⅱ30參、國際趨勢 Solvency Ⅱ