Private Equity Investments under Solvency II and the Swiss Solvency Test
Type
industry project
Start Date
February 15, 2011
End Date
July 15, 2011
Status
completed
Keywords
Capital Requirements
Life Insurance
Portfolio Choice
Private Equity Investments
Regulation
Solvency II
Swiss Solvency Test
Description
We conduct an in-depth analysis of the impact of private equity investments on the capital requirements faced by a representative life insurance company under Solvency II as well as the Swiss Solvency Test (SST).
Leader contributor(s)
Member contributor(s)
Partner(s)
Swiss Re
Funder
Topic(s)
Private Equity
Solvency II
Swiss Solvency Test
Method(s)
Solvency Measurement Models
Empirical Analysis
Range
Institute/School
Range (De)
Institut/School
Division(s)
Eprints ID
173051
results